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EA vs. BJK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EA and BJK is 0.34, 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.


-0.50.00.51.00.3

Performance

EA vs. BJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Electronic Arts Inc. (EA) and VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.02%
2.47%
EA
BJK

Key characteristics

Sharpe Ratio

EA:

0.51

BJK:

-0.07

Sortino Ratio

EA:

0.80

BJK:

0.04

Omega Ratio

EA:

1.10

BJK:

1.00

Calmar Ratio

EA:

0.63

BJK:

-0.04

Martin Ratio

EA:

1.63

BJK:

-0.18

Ulcer Index

EA:

5.59%

BJK:

6.77%

Daily Std Dev

EA:

18.01%

BJK:

19.07%

Max Drawdown

EA:

-84.24%

BJK:

-71.13%

Current Drawdown

EA:

-10.64%

BJK:

-24.20%

Returns By Period

In the year-to-date period, EA achieves a 10.15% return, which is significantly higher than BJK's -0.85% return. Over the past 10 years, EA has outperformed BJK with an annualized return of 12.48%, while BJK has yielded a comparatively lower 3.04% annualized return.


EA

YTD

10.15%

1M

-8.49%

6M

8.80%

1Y

8.77%

5Y*

7.31%

10Y*

12.48%

BJK

YTD

-0.85%

1M

-4.05%

6M

2.47%

1Y

0.53%

5Y*

0.91%

10Y*

3.04%

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Risk-Adjusted Performance

EA vs. BJK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) and VanEck Vectors Gaming ETF (BJK). 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 EA, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.49-0.07
The chart of Sortino ratio for EA, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.780.04
The chart of Omega ratio for EA, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.00
The chart of Calmar ratio for EA, currently valued at 0.61, compared to the broader market0.002.004.006.000.61-0.04
The chart of Martin ratio for EA, currently valued at 1.56, compared to the broader market0.0010.0020.001.56-0.18
EA
BJK

The current EA Sharpe Ratio is 0.51, which is higher than the BJK Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of EA and BJK, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.49
-0.07
EA
BJK

Dividends

EA vs. BJK - Dividend Comparison

EA's dividend yield for the trailing twelve months is around 0.51%, while BJK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EA
Electronic Arts Inc.
0.51%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BJK
VanEck Vectors Gaming ETF
0.00%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%0.97%

Drawdowns

EA vs. BJK - Drawdown Comparison

The maximum EA drawdown since its inception was -84.24%, which is greater than BJK's maximum drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for EA and BJK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.64%
-24.20%
EA
BJK

Volatility

EA vs. BJK - Volatility Comparison

Electronic Arts Inc. (EA) has a higher volatility of 5.50% compared to VanEck Vectors Gaming ETF (BJK) at 4.92%. This indicates that EA's price experiences larger fluctuations and is considered to be riskier than BJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
4.92%
EA
BJK
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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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