EXAS vs. BSMT
EXAS (Exact Sciences Corporation) is a stock, while BSMT (Invesco BulletShares 2029 Municipal Bond ETF) is Municipal Bonds fund tracking the Invesco BulletShares Municipal Bond 2029 Index. At a 0.11 correlation, their price movements are largely independent.
Performance
EXAS vs. BSMT - Performance Comparison
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Returns By Period
EXAS
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSMT
- 1D
- -0.00%
- 1M
- 0.43%
- YTD
- 0.98%
- 6M
- 1.43%
- 1Y
- 5.15%
- 3Y*
- 3.12%
- 5Y*
- -0.12%
- 10Y*
- —
EXAS vs. BSMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXAS Exact Sciences Corporation | 3.30% | 80.74% | -24.05% | 49.42% | -36.39% | -41.26% | 43.26% | -4.93% |
BSMT Invesco BulletShares 2029 Municipal Bond ETF | 0.98% | 3.79% | 0.38% | 5.41% | -11.01% | 1.42% | 6.96% | -0.35% |
Correlation
The correlation between EXAS and BSMT is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.11 |
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Return for Risk
EXAS vs. BSMT — Risk / Return Rank
EXAS
BSMT
EXAS vs. BSMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) and Invesco BulletShares 2029 Municipal Bond ETF (BSMT). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| EXAS | BSMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.80 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.15 | — |
Drawdowns
EXAS vs. BSMT - Drawdown Comparison
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Drawdown Indicators
| EXAS | BSMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -16.20% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.60% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.79% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.20% | — |
Current DrawdownCurrent decline from peak | — | -2.05% | — |
Average DrawdownAverage peak-to-trough decline | — | -5.64% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.49% | — |
Volatility
EXAS vs. BSMT - Volatility Comparison
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Volatility by Period
| EXAS | BSMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.22% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 1.85% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 4.25% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 6.42% | — |
Dividends
EXAS vs. BSMT - Dividend Comparison
EXAS has not paid dividends to shareholders, while BSMT's dividend yield for the trailing twelve months is around 2.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BSMT Invesco BulletShares 2029 Municipal Bond ETF | 2.74% | 2.78% | 2.80% | 2.62% | 1.65% | 1.31% | 1.82% | 0.48% |
EXAS Exact Sciences Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXAS and BSMT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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