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JBSAY vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

JBSAY vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JBS SA (JBSAY) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JBSAY:

0.81

BND:

1.15

Sortino Ratio

JBSAY:

1.36

BND:

1.41

Omega Ratio

JBSAY:

1.17

BND:

1.17

Calmar Ratio

JBSAY:

1.16

BND:

0.41

Martin Ratio

JBSAY:

3.67

BND:

2.46

Ulcer Index

JBSAY:

9.69%

BND:

2.11%

Daily Std Dev

JBSAY:

47.97%

BND:

5.33%

Max Drawdown

JBSAY:

-70.05%

BND:

-18.84%

Current Drawdown

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

YTD

22.05%

1M

-9.94%

6M

21.64%

1Y

38.69%

3Y*

4.29%

5Y*

17.99%

10Y*

7.02%

BND

YTD

2.30%

1M

-0.93%

6M

0.95%

1Y

6.08%

3Y*

1.26%

5Y*

-1.04%

10Y*

1.49%

*Annualized

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JBS SA

Vanguard Total Bond Market ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JBSAY vs. BND — Risk-Adjusted Performance Rank

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

JBSAY
The Risk-Adjusted Performance Rank of JBSAY is 7878
Overall Rank
The Sharpe Ratio Rank of JBSAY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of JBSAY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of JBSAY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JBSAY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of JBSAY is 8181
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6767
Overall Rank
The Sharpe Ratio Rank of BND is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BND is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current JBSAY Sharpe Ratio is 0.81, which is comparable to the BND Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of JBSAY and BND, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


TTM20242023202220212020201920182017201620152014
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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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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