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GTY vs. BIZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTY vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Getty Realty Corp. (GTY) and VanEck Vectors BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

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GTY vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTY
Getty Realty Corp.
17.96%-2.86%9.91%-8.76%11.68%22.75%-11.32%16.81%13.56%11.31%
BIZD
VanEck Vectors BDC Income ETF
-9.73%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%

Returns By Period

In the year-to-date period, GTY achieves a 17.96% return, which is significantly higher than BIZD's -9.73% return. Over the past 10 years, GTY has outperformed BIZD with an annualized return of 10.56%, while BIZD has yielded a comparatively lower 7.72% annualized return.


GTY

1D
-0.09%
1M
-1.63%
YTD
17.96%
6M
22.45%
1Y
9.04%
3Y*
2.17%
5Y*
8.22%
10Y*
10.56%

BIZD

1D
2.32%
1M
0.95%
YTD
-9.73%
6M
-9.46%
1Y
-14.87%
3Y*
6.33%
5Y*
5.58%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GTY vs. BIZD — Risk / Return Rank

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

GTY
GTY Risk / Return Rank: 5454
Overall Rank
GTY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GTY Sortino Ratio Rank: 4949
Sortino Ratio Rank
GTY Omega Ratio Rank: 4848
Omega Ratio Rank
GTY Calmar Ratio Rank: 5959
Calmar Ratio Rank
GTY Martin Ratio Rank: 5757
Martin Ratio Rank

BIZD
BIZD Risk / Return Rank: 22
Overall Rank
BIZD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 22
Sortino Ratio Rank
BIZD Omega Ratio Rank: 22
Omega Ratio Rank
BIZD Calmar Ratio Rank: 22
Calmar Ratio Rank
BIZD Martin Ratio Rank: 22
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.

GTY vs. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Getty Realty Corp. (GTY) and VanEck Vectors BDC Income ETF (BIZD). 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.


GTYBIZDDifference

Sharpe ratio

Return per unit of total volatility

0.44

-0.70

+1.14

Sortino ratio

Return per unit of downside risk

0.74

-0.88

+1.62

Omega ratio

Gain probability vs. loss probability

1.09

0.89

+0.20

Calmar ratio

Return relative to maximum drawdown

0.73

-0.69

+1.42

Martin ratio

Return relative to average drawdown

1.42

-1.41

+2.83

GTY vs. BIZD - Sharpe Ratio Comparison

The current GTY Sharpe Ratio is 0.44, which is higher than the BIZD Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of GTY and BIZD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTYBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

-0.70

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.33

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.36

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.30

-0.07

Correlation

The correlation between GTY and BIZD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GTY vs. BIZD - Dividend Comparison

GTY's dividend yield for the trailing twelve months is around 6.01%, less than BIZD's 13.05% yield.


TTM20252024202320222021202020192018201720162015
GTY
Getty Realty Corp.
6.01%6.92%6.04%5.95%4.90%4.92%5.45%4.32%4.45%4.27%4.04%6.71%
BIZD
VanEck Vectors BDC Income ETF
13.05%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%

Drawdowns

GTY vs. BIZD - Drawdown Comparison

The maximum GTY drawdown since its inception was -71.75%, which is greater than BIZD's maximum drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for GTY and BIZD.


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Drawdown Indicators


GTYBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-71.75%

-55.44%

-16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-22.22%

+7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

-22.91%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-47.77%

-55.44%

+7.67%

Current Drawdown

Current decline from peak

-4.56%

-19.94%

+15.38%

Average Drawdown

Average peak-to-trough decline

-29.12%

-6.58%

-22.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

10.90%

-3.17%

Volatility

GTY vs. BIZD - Volatility Comparison

The current volatility for Getty Realty Corp. (GTY) is 4.68%, while VanEck Vectors BDC Income ETF (BIZD) has a volatility of 6.50%. This indicates that GTY experiences smaller price fluctuations and is considered to be less risky than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTYBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

6.50%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

14.20%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

21.23%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

17.16%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

21.59%

+5.81%