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 (Hedged). Over the past 10 years, EGY returned 21.61%/yr vs 1.51%/yr for BNDX. Their -0.12 correlation means they have often moved in opposite directions in the past.
Performance
EGY vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, EGY achieves a 49.85% return, which is significantly higher than BNDX's 0.22% return. Over the past 10 years, EGY has outperformed BNDX with an annualized return of 21.61%, while BNDX has yielded a comparatively lower 1.51% annualized return.
EGY
- 1D
- 0.57%
- 1M
- 5.34%
- 6M
- 6.12%
- YTD
- 49.85%
- 1Y
- 56.77%
- 3Y*
- 11.98%
- 5Y*
- 18.43%
- 10Y*
- 21.61%
- ALL TIME*
- -1.63%
BNDX
- 1D
- -0.23%
- 1M
- -0.97%
- 6M
- -0.29%
- YTD
- 0.22%
- 1Y
- 0.83%
- 3Y*
- 4.00%
- 5Y*
- -0.07%
- 10Y*
- 1.51%
- ALL TIME*
- 2.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $159.93M | $187.29M | $236.21M | |
| $6.01M | $6.06M | $7.31M |
EGY vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 49.85% | -10.77% | 1.96% | 4.34% | 45.42% | 81.36% | -20.27% | 51.02% | 110.90% | -32.98% |
BNDX Vanguard Total International Bond ETF | 0.22% | 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 -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.34 |
Correlation (3Y) Balances recent behavior with more history. | -0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | -0.12 |
Over the past year, the inverse relationship between EGY and BNDX has strengthened: their correlation has moved from -0.12 to -0.34, meaning they now move in opposite directions more often than their long-term average.
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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.
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.
| EGY | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.06 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 0.41 | +1.65 |
| Martin ratioReturn relative to average drawdown | 4.34 | 1.04 | +3.30 |
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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 | -25.29% | -2.93% | -22.36% |
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 | -56.82% | -1.80% | -55.02% |
Average DrawdownAverage peak-to-trough decline | -76.32% | -3.08% | -73.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.97% | 1.14% | +10.83% |
Volatility
EGY vs. BNDX - Volatility Comparison
VAALCO Energy, Inc. (EGY) has a higher volatility of 13.97% compared to Vanguard Total International Bond ETF (BNDX) at 1.08%. 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 | 13.97% | 1.08% | +12.89% |
Volatility (6M)Calculated over the trailing 6-month period | 36.57% | 3.10% | +33.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.15% | 3.53% | +42.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.99% | 4.90% | +51.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.10% | 4.09% | +61.01% |
Dividends
EGY vs. BNDX - Dividend Comparison
EGY's dividend yield for the trailing twelve months is around 4.69%, more than BNDX's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.31% | 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. | 4.69% | 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 -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGY has higher volatility (13.97%) compared to BNDX (1.08%). In terms of maximum drawdown, EGY dropped -99.09% vs BNDX's -16.23%.
EGY currently has the higher Sharpe Ratio (1.13 vs 0.34), 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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