BYD vs. VWO

In the year-to-date period, BYD achieves a 1.36% return, which is significantly lower than VWO's 8.19% return. Over the past 10 years, BYD has outperformed VWO with an annualized return of 18.79%, while VWO has yielded a comparatively lower 3.80% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Boyd Gaming Corporation (BYD) and Vanguard FTSE Emerging Markets ETF (VWO). 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 BYD Sharpe Ratio is 1.34, which is higher than the VWO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BYD and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BYD's dividend yield for the trailing twelve months is around 0.94%, less than VWO's 2.98% yield.

The maximum BYD drawdown since its inception was -94.49%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BYD and VWO. For additional features, visit the drawdowns tool.

Boyd Gaming Corporation (BYD) has a higher volatility of 7.60% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.06%. This indicates that BYD's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.