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CGBL vs. BBAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGBL vs. BBAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Core Balanced ETF (CGBL) and BigBear.ai Holdings, Inc. (BBAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGBL achieves a 5.41% return, which is significantly higher than BBAI's -20.19% return.


CGBL

1D
0.24%
1M
-0.56%
YTD
5.41%
6M
6.40%
1Y
16.11%
3Y*
5Y*
10Y*

BBAI

1D
2.62%
1M
3.11%
YTD
-20.19%
6M
-34.30%
1Y
11.95%
3Y*
28.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGBL vs. BBAI - Yearly Performance Comparison


2026 (YTD)202520242023
CGBL
Capital Group Core Balanced ETF
5.41%15.33%16.64%9.80%
BBAI
BigBear.ai Holdings, Inc.
-20.19%21.35%107.94%49.65%

Correlation

The correlation between CGBL and BBAI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2023

0.43

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Return for Risk

CGBL vs. BBAI — Risk / Return Rank

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

CGBL
CGBL Risk / Return Rank: 5252
Overall Rank
CGBL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CGBL Sortino Ratio Rank: 5353
Sortino Ratio Rank
CGBL Omega Ratio Rank: 5454
Omega Ratio Rank
CGBL Calmar Ratio Rank: 4646
Calmar Ratio Rank
CGBL Martin Ratio Rank: 5757
Martin Ratio Rank

BBAI
BBAI Risk / Return Rank: 4949
Overall Rank
BBAI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 5555
Sortino Ratio Rank
BBAI Omega Ratio Rank: 5151
Omega Ratio Rank
BBAI Calmar Ratio Rank: 4747
Calmar Ratio Rank
BBAI Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGBL vs. BBAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Balanced ETF (CGBL) and BigBear.ai Holdings, Inc. (BBAI). 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.


CGBLBBAIDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.30

1.10

+0.20

Calmar ratioReturn relative to maximum drawdown

2.05

0.18

+1.87

Martin ratioReturn relative to average drawdown

9.04

0.31

+8.73

CGBL vs. BBAI - Sharpe Ratio Comparison

The current CGBL Sharpe Ratio is 1.64, which is higher than the BBAI Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CGBL and BBAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CGBLBBAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.12

+1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

-0.08

+1.71

Drawdowns

CGBL vs. BBAI - Drawdown Comparison

The maximum CGBL drawdown since its inception was -11.66%, smaller than the maximum BBAI drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for CGBL and BBAI.


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Drawdown Indicators


CGBLBBAIDifference

Max Drawdown

Largest peak-to-trough decline

-11.66%

-95.01%

+83.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-65.88%

+58.00%

Max Drawdown (3Y)

Largest decline over 3 years

-75.56%

Current Drawdown

Current decline from peak

-2.50%

-66.04%

+63.54%

Average Drawdown

Average peak-to-trough decline

-1.29%

-70.87%

+69.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

38.69%

-36.90%

Volatility

CGBL vs. BBAI - Volatility Comparison

The current volatility for Capital Group Core Balanced ETF (CGBL) is 3.53%, while BigBear.ai Holdings, Inc. (BBAI) has a volatility of 24.69%. This indicates that CGBL experiences smaller price fluctuations and is considered to be less risky than BBAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGBLBBAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

24.69%

-21.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

56.30%

-48.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.88%

97.07%

-87.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.09%

174.91%

-163.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.09%

174.91%

-163.82%

Dividends

CGBL vs. BBAI - Dividend Comparison

CGBL's dividend yield for the trailing twelve months is around 1.89%, while BBAI has not paid dividends to shareholders.


PositionTTM202520242023
BBAI
BigBear.ai Holdings, Inc.
0.00%0.00%0.00%0.00%
CGBL
Capital Group Core Balanced ETF
1.89%1.98%1.92%0.48%

Frequently Asked Questions


CGBL and BBAI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBAI has higher volatility (24.69%) compared to CGBL (3.53%). In terms of maximum drawdown, CGBL dropped -11.66% vs BBAI's -95.01%.

CGBL currently has the higher Sharpe Ratio (1.64 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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