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GTY vs. BIZD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GTY and BIZD is 0.39, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.46%
3.45%
GTY
BIZD

Key characteristics

Sharpe Ratio

GTY:

0.55

BIZD:

1.32

Sortino Ratio

GTY:

0.88

BIZD:

1.81

Omega Ratio

GTY:

1.11

BIZD:

1.24

Calmar Ratio

GTY:

0.43

BIZD:

1.65

Martin Ratio

GTY:

1.88

BIZD:

6.10

Ulcer Index

GTY:

5.60%

BIZD:

2.38%

Daily Std Dev

GTY:

19.15%

BIZD:

11.01%

Max Drawdown

GTY:

-63.18%

BIZD:

-55.47%

Current Drawdown

GTY:

-8.29%

BIZD:

-1.30%

Returns By Period

In the year-to-date period, GTY achieves a 9.74% return, which is significantly lower than BIZD's 13.35% return. Over the past 10 years, GTY has outperformed BIZD with an annualized return of 10.94%, while BIZD has yielded a comparatively lower 9.28% annualized return.


GTY

YTD

9.74%

1M

-6.57%

6M

19.33%

1Y

9.97%

5Y*

4.34%

10Y*

10.94%

BIZD

YTD

13.35%

1M

1.46%

6M

3.94%

1Y

14.23%

5Y*

10.59%

10Y*

9.28%

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Risk-Adjusted Performance

GTY vs. BIZD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GTY, currently valued at 0.55, compared to the broader market-4.00-2.000.002.000.551.32
The chart of Sortino ratio for GTY, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.881.81
The chart of Omega ratio for GTY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.24
The chart of Calmar ratio for GTY, currently valued at 0.43, compared to the broader market0.002.004.006.000.431.65
The chart of Martin ratio for GTY, currently valued at 1.88, compared to the broader market-5.000.005.0010.0015.0020.0025.001.886.10
GTY
BIZD

The current GTY Sharpe Ratio is 0.55, which is lower than the BIZD Sharpe Ratio of 1.32. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.55
1.32
GTY
BIZD

Dividends

GTY vs. BIZD - Dividend Comparison

GTY's dividend yield for the trailing twelve months is around 5.89%, less than BIZD's 11.02% yield.


TTM20232022202120202019201820172016201520142013
GTY
Getty Realty Corp.
5.89%5.95%4.90%4.92%5.45%4.32%4.45%4.27%4.04%6.71%5.27%4.63%
BIZD
VanEck Vectors BDC Income ETF
11.02%10.97%11.22%8.14%10.39%9.13%10.88%9.13%8.51%9.12%8.51%5.45%

Drawdowns

GTY vs. BIZD - Drawdown Comparison

The maximum GTY drawdown since its inception was -63.18%, which is greater than BIZD's maximum drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for GTY and BIZD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.29%
-1.30%
GTY
BIZD

Volatility

GTY vs. BIZD - Volatility Comparison

Getty Realty Corp. (GTY) has a higher volatility of 5.62% compared to VanEck Vectors BDC Income ETF (BIZD) at 2.75%. This indicates that GTY's price experiences larger fluctuations and is considered to be riskier than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
2.75%
GTY
BIZD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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