HII vs. BSMR

Last updated Jul 14, 2026

HII (Huntington Ingalls Industries, Inc) is a stock, while BSMR (Invesco BulletShares 2027 Municipal Bond ETF) is Municipal Bonds fund tracking the Invesco BulletShares Municipal Bond 2027 Index. Over the past 5 years, HII returned 9.51%/yr vs 0.36%/yr for BSMR. At a 0.02 correlation, their price movements are largely independent.

Performance

HII vs. BSMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huntington Ingalls Industries, Inc (HII) and Invesco BulletShares 2027 Municipal Bond ETF (BSMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HII achieves a -15.61% return, which is significantly lower than BSMR's 1.18% return.

HII

• 1D: -0.43%
• 1M: -4.31%
• 6M: -27.94%
• YTD: -15.61%
• 1Y: 12.20%
• 3Y*: 9.93%
• 5Y*: 9.51%
• 10Y*: 7.22%

BSMR

• 1D: 0.00%
• 1M: 0.11%
• 6M: 0.84%
• YTD: 1.18%
• 1Y: 3.03%
• 3Y*: 2.82%
• 5Y*: 0.36%
• 10Y*: —

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

HII vs. BSMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
HII Huntington Ingalls Industries, Inc	-15.61%	84.17%	-25.67%	15.16%	26.33%	12.11%	-30.46%	17.86%
BSMR Invesco BulletShares 2027 Municipal Bond ETF	1.18%	3.10%	1.51%	4.47%	-7.60%	1.09%	4.97%	0.16%

Correlation

The correlation between HII and BSMR is 0.04, 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	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.02

Return for Risk

HII vs. BSMR — Risk / Return Rank

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

HII

HII Risk / Return Rank: 54
HII Sharpe Ratio Rank: 58
HII Sortino Ratio Rank: 53
HII Omega Ratio Rank: 53
HII Calmar Ratio Rank: 54
HII Martin Ratio Rank: 55

BSMR

BSMR Risk / Return Rank: 92
BSMR Sharpe Ratio Rank: 90
BSMR Sortino Ratio Rank: 94
BSMR Omega Ratio Rank: 92
BSMR Calmar Ratio Rank: 94
BSMR Martin Ratio Rank: 91

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.

HII vs. BSMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntington Ingalls Industries, Inc (HII) and Invesco BulletShares 2027 Municipal Bond ETF (BSMR). 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.

	HII	BSMR	Difference
Sharpe ratio: Return per unit of total volatility	0.35	2.39	-2.04
Sortino ratio: Return per unit of downside risk	0.73	3.89	-3.16
Omega ratio: Gain probability vs. loss probability	1.09	1.49	-0.39
Calmar ratio: Return relative to maximum drawdown	0.32	5.38	-5.06
Martin ratio: Return relative to average drawdown	0.78	16.92	-16.14

HII vs. BSMR - Sharpe Ratio Comparison

The current HII Sharpe Ratio is 0.35, which is lower than the BSMR Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of HII and BSMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HII vs. BSMR - Drawdown Comparison

The maximum HII drawdown since its inception was -49.70%, which is greater than BSMR's maximum drawdown of -13.49%. Use the drawdown chart below to compare losses from any high point for HII and BSMR.

Drawdown Indicators

	HII	BSMR	Difference
Max Drawdown Largest peak-to-trough decline	-49.70%	-13.49%	-36.21%
Max Drawdown (1Y) Largest decline over 1 year	-38.60%	-0.57%	-38.03%
Max Drawdown (3Y) Largest decline over 3 years	-45.21%	-3.50%	-41.71%
Max Drawdown (5Y) Largest decline over 5 years	-45.21%	-12.02%	-33.19%
Max Drawdown (10Y) Largest decline over 10 years	-49.70%	—	—
Current Drawdown Current decline from peak	-36.95%	-0.13%	-36.82%
Average Drawdown Average peak-to-trough decline	-13.79%	-3.43%	-10.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.71%	0.18%	+15.53%

Volatility

HII vs. BSMR - Volatility Comparison

Huntington Ingalls Industries, Inc (HII) has a higher volatility of 8.84% compared to Invesco BulletShares 2027 Municipal Bond ETF (BSMR) at 0.42%. This indicates that HII's price experiences larger fluctuations and is considered to be riskier than BSMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HII	BSMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	0.42%	+8.42%
Volatility (6M) Calculated over the trailing 6-month period	28.09%	0.95%	+27.14%
Volatility (1Y) Calculated over the trailing 1-year period	35.22%	1.27%	+33.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.27%	3.02%	+28.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	5.68%	+25.01%

Dividends

HII vs. BSMR - Dividend Comparison

HII's dividend yield for the trailing twelve months is around 1.93%, less than BSMR's 2.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSMR Invesco BulletShares 2027 Municipal Bond ETF	2.71%	2.77%	2.78%	2.72%	1.40%	1.00%	1.49%	0.45%	0.00%	0.00%	0.00%	0.00%
HII Huntington Ingalls Industries, Inc	1.93%	1.60%	2.78%	1.93%	2.07%	2.46%	2.48%	1.44%	1.59%	1.07%	1.14%	1.34%

Frequently Asked Questions

Can I hold both HII and BSMR in my portfolio?

HII and BSMR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HII or BSMR?

HII has higher volatility (8.84%) compared to BSMR (0.42%). In terms of maximum drawdown, HII dropped -49.70% vs BSMR's -13.49%.

Which has better risk-adjusted returns?

BSMR currently has the higher Sharpe Ratio (2.39 vs 0.35), 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.