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

Correlation

The correlation between BXC and VOO is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BXC vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
164.68%
528.25%
BXC
VOO

Key characteristics

Sharpe Ratio

BXC:

-0.79

VOO:

0.32

Sortino Ratio

BXC:

-1.06

VOO:

0.57

Omega Ratio

BXC:

0.88

VOO:

1.08

Calmar Ratio

BXC:

-0.77

VOO:

0.32

Martin Ratio

BXC:

-1.67

VOO:

1.42

Ulcer Index

BXC:

21.96%

VOO:

4.19%

Daily Std Dev

BXC:

46.52%

VOO:

18.73%

Max Drawdown

BXC:

-97.28%

VOO:

-33.99%

Current Drawdown

BXC:

-45.36%

VOO:

-13.85%

Returns By Period

In the year-to-date period, BXC achieves a -29.58% return, which is significantly lower than VOO's -9.88% return. Over the past 10 years, BXC has outperformed VOO with an annualized return of 20.09%, while VOO has yielded a comparatively lower 11.66% annualized return.


BXC

YTD

-29.58%

1M

-11.87%

6M

-34.33%

1Y

-34.42%

5Y*

72.87%

10Y*

20.09%

VOO

YTD

-9.88%

1M

-6.86%

6M

-9.35%

1Y

6.85%

5Y*

14.69%

10Y*

11.66%

*Annualized

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Risk-Adjusted Performance

BXC vs. VOO — Risk-Adjusted Performance Rank

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

BXC
The Risk-Adjusted Performance Rank of BXC is 1111
Overall Rank
The Sharpe Ratio Rank of BXC is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of BXC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BXC is 1717
Omega Ratio Rank
The Calmar Ratio Rank of BXC is 77
Calmar Ratio Rank
The Martin Ratio Rank of BXC is 66
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
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.

BXC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlueLinx Holdings Inc. (BXC) 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.


Sharpe ratio
The chart of Sharpe ratio for BXC, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.00
BXC: -0.79
VOO: 0.32
The chart of Sortino ratio for BXC, currently valued at -1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
BXC: -1.06
VOO: 0.57
The chart of Omega ratio for BXC, currently valued at 0.88, compared to the broader market0.501.001.502.00
BXC: 0.88
VOO: 1.08
The chart of Calmar ratio for BXC, currently valued at -0.77, compared to the broader market0.001.002.003.004.00
BXC: -0.77
VOO: 0.32
The chart of Martin ratio for BXC, currently valued at -1.67, compared to the broader market-5.000.005.0010.0015.0020.00
BXC: -1.67
VOO: 1.42

The current BXC Sharpe Ratio is -0.79, which is lower than the VOO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of BXC 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.79
0.32
BXC
VOO

Dividends

BXC vs. VOO - Dividend Comparison

BXC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.44%.


TTM20242023202220212020201920182017201620152014
BXC
BlueLinx Holdings 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
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BXC vs. VOO - Drawdown Comparison

The maximum BXC drawdown since its inception was -97.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BXC and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-45.36%
-13.85%
BXC
VOO

Volatility

BXC vs. VOO - Volatility Comparison

BlueLinx Holdings Inc. (BXC) has a higher volatility of 16.26% compared to Vanguard S&P 500 ETF (VOO) at 13.31%. This indicates that BXC'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.26%
13.31%
BXC
VOO
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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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