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BWB vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BWB vs. VOO

Last updated May 18, 2025

Compare and contrast key facts about Bridgewater Bancshares, Inc. (BWB) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BWB or VOO.

Correlation

The correlation between BWB and VOO is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BWB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgewater Bancshares, Inc. (BWB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BWB:

0.98

VOO:

0.72

Sortino Ratio

BWB:

1.58

VOO:

1.20

Omega Ratio

BWB:

1.19

VOO:

1.18

Calmar Ratio

BWB:

0.73

VOO:

0.81

Martin Ratio

BWB:

3.78

VOO:

3.09

Ulcer Index

BWB:

8.90%

VOO:

4.88%

Daily Std Dev

BWB:

32.88%

VOO:

19.37%

Max Drawdown

BWB:

-59.49%

VOO:

-33.99%

Current Drawdown

BWB:

-21.43%

VOO:

-2.75%

Returns By Period

In the year-to-date period, BWB achieves a 16.14% return, which is significantly higher than VOO's 1.73% return.

BWB

YTD

16.14%

1M

18.68%

6M

5.37%

1Y

29.56%

5Y*

9.70%

10Y*

N/A

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

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Risk-Adjusted Performance

BWB vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BWB
The Risk-Adjusted Performance Rank of BWB is 7979
Overall Rank
The Sharpe Ratio Rank of BWB is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BWB is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BWB is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BWB is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BWB is 8282
Martin Ratio Rank
VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BWB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgewater Bancshares, Inc. (BWB) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current BWB Sharpe Ratio is 0.98, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BWB and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

BWB vs. VOO - Dividend Comparison

BWB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.

TTM20242023202220212020201920182017201620152014
BWB
Bridgewater Bancshares, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BWB vs. VOO - Drawdown Comparison

The maximum BWB drawdown since its inception was -59.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BWB and VOO. For additional features, visit the drawdowns tool.

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Volatility

BWB vs. VOO - Volatility Comparison

Bridgewater Bancshares, Inc. (BWB) has a higher volatility of 11.38% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that BWB's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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