Correlation
The correlation between JBSAY and BND is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
JBSAY vs. BND
Compare and contrast key facts about JBS SA (JBSAY) and Vanguard Total Bond Market ETF (BND).
BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JBSAY or BND.
Performance
JBSAY vs. BND - Performance Comparison
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Key characteristics
JBSAY:
0.81
BND:
1.15
JBSAY:
1.36
BND:
1.41
JBSAY:
1.17
BND:
1.17
JBSAY:
1.16
BND:
0.41
JBSAY:
3.67
BND:
2.46
JBSAY:
9.69%
BND:
2.11%
JBSAY:
47.97%
BND:
5.33%
JBSAY:
-70.05%
BND:
-18.84%
JBSAY:
-13.17%
BND:
-7.27%
Returns By Period
In the year-to-date period, JBSAY achieves a 22.05% return, which is significantly higher than BND's 2.30% return. Over the past 10 years, JBSAY has outperformed BND with an annualized return of 7.02%, while BND has yielded a comparatively lower 1.49% annualized return.
JBSAY
22.05%
-9.94%
21.64%
38.69%
4.29%
17.99%
7.02%
BND
2.30%
-0.93%
0.95%
6.08%
1.26%
-1.04%
1.49%
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Risk-Adjusted Performance
JBSAY vs. BND — Risk-Adjusted Performance Rank
JBSAY
BND
JBSAY vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JBS SA (JBSAY) and Vanguard Total Bond Market ETF (BND). 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.
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Dividends
JBSAY vs. BND - Dividend Comparison
JBSAY's dividend yield for the trailing twelve months is around 5.04%, more than BND's 3.75% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JBSAY JBS SA | 5.04% | 6.15% | 4.13% | 8.98% | 6.81% | 2.16% | 0.01% | 0.46% | 0.36% | 3.26% | 1.84% | 0.80% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
JBSAY vs. BND - Drawdown Comparison
The maximum JBSAY drawdown since its inception was -70.05%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for JBSAY and BND.
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Volatility
JBSAY vs. BND - Volatility Comparison
JBS SA (JBSAY) has a higher volatility of 11.23% compared to Vanguard Total Bond Market ETF (BND) at 1.50%. This indicates that JBSAY's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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