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BWV vs. XYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BWV and XYLD is 0.17, 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.


-0.50.00.51.00.2

Performance

BWV vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Water Vaccines Inc (BWV) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-99.71%
24.11%
BWV
XYLD

Key characteristics

Returns By Period


BWV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XYLD

YTD

2.33%

1M

1.70%

6M

15.23%

1Y

19.20%

5Y*

6.75%

10Y*

7.33%

*Annualized

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Risk-Adjusted Performance

BWV vs. XYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BWV

XYLD
The Risk-Adjusted Performance Rank of XYLD is 9494
Overall Rank
The Sharpe Ratio Rank of XYLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLD is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XYLD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XYLD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of XYLD is 9696
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.

BWV vs. XYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Water Vaccines Inc (BWV) and Global X S&P 500 Covered Call ETF (XYLD). 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.


Sharpe ratio
The chart of Sharpe ratio for BWV, currently valued at -0.15, compared to the broader market-2.000.002.004.00-0.152.63
The chart of Sortino ratio for BWV, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.093.67
The chart of Omega ratio for BWV, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.66
The chart of Calmar ratio for BWV, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.023.73
The chart of Martin ratio for BWV, currently valued at -0.23, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.2324.12
BWV
XYLD


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.15
2.63
BWV
XYLD

Dividends

BWV vs. XYLD - Dividend Comparison

BWV has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 11.52%.


TTM20242023202220212020201920182017201620152014
BWV
Blue Water Vaccines 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%
XYLD
Global X S&P 500 Covered Call ETF
11.52%11.55%10.51%13.44%9.08%7.93%5.75%7.12%4.67%3.24%4.65%4.15%

Drawdowns

BWV vs. XYLD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.76%
-0.35%
BWV
XYLD

Volatility

BWV vs. XYLD - Volatility Comparison

The current volatility for Blue Water Vaccines Inc (BWV) is 0.00%, while Global X S&P 500 Covered Call ETF (XYLD) has a volatility of 2.05%. This indicates that BWV experiences smaller price fluctuations and is considered to be less risky than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February0
2.05%
BWV
XYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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