EGY vs. BNDX
EGY (VAALCO Energy, Inc.) is a stock, while BNDX (Vanguard Total International Bond ETF) is Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Over the past 10 years, EGY returned 20.01%/yr vs 1.68%/yr for BNDX. At a correlation of -0.12, they often move in opposite directions.
Performance
EGY vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, EGY achieves a 53.78% return, which is significantly higher than BNDX's 0.54% return. Over the past 10 years, EGY has outperformed BNDX with an annualized return of 20.01%, while BNDX has yielded a comparatively lower 1.68% annualized return.
EGY
- 1D
- 1.11%
- 1M
- -17.11%
- YTD
- 53.78%
- 6M
- 55.06%
- 1Y
- 70.85%
- 3Y*
- 16.62%
- 5Y*
- 17.14%
- 10Y*
- 20.01%
BNDX
- 1D
- -0.35%
- 1M
- 0.63%
- YTD
- 0.54%
- 6M
- 0.23%
- 1Y
- 1.82%
- 3Y*
- 4.03%
- 5Y*
- 0.33%
- 10Y*
- 1.68%
EGY vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 53.78% | -10.77% | 1.96% | 4.34% | 45.42% | 81.36% | -20.27% | 51.02% | 110.90% | -32.98% |
BNDX Vanguard Total International Bond ETF | 0.54% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
Correlation
The correlation between EGY and BNDX is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | -0.12 |
The correlation between EGY and BNDX shifts across timeframes, from -0.29 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGY vs. BNDX — Risk / Return Rank
EGY
BNDX
EGY vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) and Vanguard Total International Bond ETF (BNDX). 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.
| EGY | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.10 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 0.62 | +2.79 |
| Martin ratioReturn relative to average drawdown | 7.53 | 1.78 | +5.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGY | BNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.53 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.07 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.41 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.61 | -0.62 |
Drawdowns
EGY vs. BNDX - Drawdown Comparison
The maximum EGY drawdown since its inception was -99.09%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for EGY and BNDX.
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Drawdown Indicators
| EGY | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.09% | -16.23% | -82.86% |
Max Drawdown (1Y)Largest decline over 1 year | -20.90% | -2.93% | -17.97% |
Max Drawdown (3Y)Largest decline over 3 years | -56.56% | -2.93% | -53.63% |
Max Drawdown (5Y)Largest decline over 5 years | -58.85% | -15.86% | -42.99% |
Max Drawdown (10Y)Largest decline over 10 years | -78.20% | -16.23% | -61.97% |
Current DrawdownCurrent decline from peak | -55.68% | -1.49% | -54.19% |
Average DrawdownAverage peak-to-trough decline | -76.42% | -3.09% | -73.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 1.02% | +8.42% |
Volatility
EGY vs. BNDX - Volatility Comparison
VAALCO Energy, Inc. (EGY) has a higher volatility of 14.95% compared to Vanguard Total International Bond ETF (BNDX) at 1.57%. This indicates that EGY's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGY | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.95% | 1.57% | +13.38% |
Volatility (6M)Calculated over the trailing 6-month period | 35.59% | 2.91% | +32.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.32% | 3.43% | +41.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.53% | 4.88% | +51.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.24% | 4.09% | +61.15% |
Dividends
EGY vs. BNDX - Dividend Comparison
EGY's dividend yield for the trailing twelve months is around 4.57%, more than BNDX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.49% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
EGY VAALCO Energy, Inc. | 4.57% | 6.87% | 5.72% | 5.57% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGY and BNDX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGY has higher volatility (14.95%) compared to BNDX (1.57%). In terms of maximum drawdown, EGY dropped -99.09% vs BNDX's -16.23%.
EGY currently has the higher Sharpe Ratio (1.58 vs 0.53), 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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