EGY vs. BNDX

Last updated Jun 4, 2026

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

The chart below illustrates the hypothetical performance of a $10,000 investment in VAALCO Energy, Inc. (EGY) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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.

Return for Risk

EGY vs. BNDX — Risk / Return Rank

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

EGY

EGY Risk / Return Rank: 80
EGY Sharpe Ratio Rank: 82
EGY Sortino Ratio Rank: 78
EGY Omega Ratio Rank: 75
EGY Calmar Ratio Rank: 85
EGY Martin Ratio Rank: 82

BNDX

BNDX Risk / Return Rank: 16
BNDX Sharpe Ratio Rank: 17
BNDX Sortino Ratio Rank: 15
BNDX Omega Ratio Rank: 16
BNDX Calmar Ratio Rank: 16
BNDX Martin Ratio Rank: 17

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.

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 ratio Return per unit of total volatility	1.58	0.53	+1.04
Sortino ratio Return per unit of downside risk	2.21	0.77	+1.44
Omega ratio Gain probability vs. loss probability	1.26	1.10	+0.17
Calmar ratio Return relative to maximum drawdown	3.41	0.62	+2.79
Martin ratio Return 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.

EGY vs. BNDX - Sharpe Ratio Comparison

The current EGY Sharpe Ratio is 1.58, which is higher than the BNDX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of EGY and BNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	EGY	BNDX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-55.68%	-1.49%	-54.19%
Average Drawdown Average peak-to-trough decline	-76.42%	-3.09%	-73.33%
Ulcer Index Depth 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.

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

Can I hold both EGY and BNDX in my portfolio?

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.

Which is riskier, EGY or BNDX?

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%.

Which has better risk-adjusted returns?

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.