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EEM vs. BBAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEM vs. BBAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ETF (EEM) 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, EEM achieves a 24.07% return, which is significantly higher than BBAI's -25.56% return.


EEM

1D
0.56%
1M
1.00%
YTD
24.07%
6M
26.94%
1Y
45.22%
3Y*
21.60%
5Y*
6.56%
10Y*
9.91%

BBAI

1D
-2.90%
1M
-4.51%
YTD
-25.56%
6M
-36.99%
1Y
4.96%
3Y*
20.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEM vs. BBAI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EEM
iShares MSCI Emerging Markets ETF
24.07%33.98%6.49%8.95%-20.56%0.98%
BBAI
BigBear.ai Holdings, Inc.
-25.56%21.35%107.94%217.65%-88.10%-27.90%

Correlation

The correlation between EEM and BBAI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.28

The correlation between EEM and BBAI shifts across timeframes, from 0.28 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EEM vs. BBAI — Risk / Return Rank

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

EEM
EEM Risk / Return Rank: 7575
Overall Rank
EEM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7070
Sortino Ratio Rank
EEM Omega Ratio Rank: 7878
Omega Ratio Rank
EEM Calmar Ratio Rank: 7575
Calmar Ratio Rank
EEM Martin Ratio Rank: 7575
Martin Ratio Rank

BBAI
BBAI Risk / Return Rank: 4747
Overall Rank
BBAI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBAI Omega Ratio Rank: 4949
Omega Ratio Rank
BBAI Calmar Ratio Rank: 4545
Calmar Ratio Rank
BBAI Martin Ratio Rank: 4444
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.

EEM vs. BBAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EEMBBAIDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.40

1.09

+0.30

Calmar ratioReturn relative to maximum drawdown

3.36

0.08

+3.29

Martin ratioReturn relative to average drawdown

12.38

0.13

+12.26

EEM vs. BBAI - Sharpe Ratio Comparison

The current EEM Sharpe Ratio is 2.10, which is higher than the BBAI Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of EEM 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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Drawdowns

EEM vs. BBAI - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.43%, smaller than the maximum BBAI drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for EEM and BBAI.


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Drawdown Indicators


EEMBBAIDifference

Max Drawdown

Largest peak-to-trough decline

-66.43%

-95.01%

+28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-65.88%

+52.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-75.56%

+58.27%

Max Drawdown (5Y)

Largest decline over 5 years

-37.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

Current Drawdown

Current decline from peak

-4.12%

-68.32%

+64.20%

Average Drawdown

Average peak-to-trough decline

-16.00%

-70.80%

+54.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

39.29%

-35.62%

Volatility

EEM vs. BBAI - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets ETF (EEM) is 10.80%, while BigBear.ai Holdings, Inc. (BBAI) has a volatility of 25.86%. This indicates that EEM 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


EEMBBAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.80%

25.86%

-15.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.39%

56.70%

-37.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

97.19%

-75.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

174.65%

-155.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

174.65%

-154.01%

Dividends

EEM vs. BBAI - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 1.79%, while BBAI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBAI
BigBear.ai 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%
EEM
iShares MSCI Emerging Markets ETF
1.79%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions


EEM and BBAI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBAI has higher volatility (25.86%) compared to EEM (10.80%). In terms of maximum drawdown, EEM dropped -66.43% vs BBAI's -95.01%.

EEM currently has the higher Sharpe Ratio (2.10 vs 0.05), 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.

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