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BYD vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BYD and VWO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BYD vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boyd Gaming Corporation (BYD) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
67.77%
211.20%
BYD
VWO

Key characteristics

Sharpe Ratio

BYD:

0.79

VWO:

1.24

Sortino Ratio

BYD:

1.12

VWO:

1.80

Omega Ratio

BYD:

1.18

VWO:

1.23

Calmar Ratio

BYD:

0.74

VWO:

0.89

Martin Ratio

BYD:

1.99

VWO:

3.83

Ulcer Index

BYD:

11.23%

VWO:

4.75%

Daily Std Dev

BYD:

28.56%

VWO:

14.61%

Max Drawdown

BYD:

-94.49%

VWO:

-67.68%

Current Drawdown

BYD:

-0.05%

VWO:

-7.26%

Returns By Period

In the year-to-date period, BYD achieves a 8.26% return, which is significantly higher than VWO's 4.18% return. Over the past 10 years, BYD has outperformed VWO with an annualized return of 19.17%, while VWO has yielded a comparatively lower 4.02% annualized return.


BYD

YTD

8.26%

1M

4.86%

6M

35.74%

1Y

25.29%

5Y*

19.31%

10Y*

19.17%

VWO

YTD

4.18%

1M

4.75%

6M

5.36%

1Y

15.24%

5Y*

4.20%

10Y*

4.02%

*Annualized

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Risk-Adjusted Performance

BYD vs. VWO — Risk-Adjusted Performance Rank

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

BYD
The Risk-Adjusted Performance Rank of BYD is 6767
Overall Rank
The Sharpe Ratio Rank of BYD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BYD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BYD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BYD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BYD is 6565
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 4343
Overall Rank
The Sharpe Ratio Rank of VWO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 3838
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.

BYD vs. VWO - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for BYD, currently valued at 0.79, compared to the broader market-2.000.002.004.000.791.24
The chart of Sortino ratio for BYD, currently valued at 1.12, compared to the broader market-6.00-4.00-2.000.002.004.006.001.121.80
The chart of Omega ratio for BYD, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.23
The chart of Calmar ratio for BYD, currently valued at 0.74, compared to the broader market0.002.004.006.000.740.89
The chart of Martin ratio for BYD, currently valued at 1.99, compared to the broader market-10.000.0010.0020.0030.001.993.83
BYD
VWO

The current BYD Sharpe Ratio is 0.79, which is lower than the VWO Sharpe Ratio of 1.24. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.79
1.24
BYD
VWO

Dividends

BYD vs. VWO - Dividend Comparison

BYD's dividend yield for the trailing twelve months is around 0.87%, less than VWO's 3.07% yield.


TTM20242023202220212020201920182017201620152014
BYD
Boyd Gaming Corporation
0.87%0.94%1.02%1.36%0.00%0.00%0.90%1.11%0.43%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.07%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

BYD vs. VWO - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.05%
-7.26%
BYD
VWO

Volatility

BYD vs. VWO - Volatility Comparison

Boyd Gaming Corporation (BYD) has a higher volatility of 5.04% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.58%. 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.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.04%
3.58%
BYD
VWO
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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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