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LOAN vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOAN and BLV is -0.02. 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.


-0.50.00.51.0-0.0

Performance

LOAN vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manhattan Bridge Capital, Inc. (LOAN) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
747.25%
106.10%
LOAN
BLV

Key characteristics

Sharpe Ratio

LOAN:

1.12

BLV:

-0.31

Sortino Ratio

LOAN:

1.63

BLV:

-0.35

Omega Ratio

LOAN:

1.21

BLV:

0.96

Calmar Ratio

LOAN:

0.95

BLV:

-0.11

Martin Ratio

LOAN:

5.89

BLV:

-0.73

Ulcer Index

LOAN:

4.25%

BLV:

4.86%

Daily Std Dev

LOAN:

22.37%

BLV:

11.44%

Max Drawdown

LOAN:

-90.93%

BLV:

-38.29%

Current Drawdown

LOAN:

-5.86%

BLV:

-28.75%

Returns By Period

In the year-to-date period, LOAN achieves a 18.53% return, which is significantly higher than BLV's -3.41% return. Over the past 10 years, LOAN has outperformed BLV with an annualized return of 12.99%, while BLV has yielded a comparatively lower 1.16% annualized return.


LOAN

YTD

18.53%

1M

4.67%

6M

10.35%

1Y

24.92%

5Y*

6.16%

10Y*

12.99%

BLV

YTD

-3.41%

1M

-1.30%

6M

-1.36%

1Y

-3.25%

5Y*

-3.21%

10Y*

1.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LOAN vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manhattan Bridge Capital, Inc. (LOAN) and Vanguard Long-Term Bond ETF (BLV). 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 LOAN, currently valued at 1.12, compared to the broader market-4.00-2.000.002.001.12-0.31
The chart of Sortino ratio for LOAN, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.63-0.35
The chart of Omega ratio for LOAN, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.96
The chart of Calmar ratio for LOAN, currently valued at 0.95, compared to the broader market0.002.004.006.000.95-0.11
The chart of Martin ratio for LOAN, currently valued at 5.89, compared to the broader market-5.000.005.0010.0015.0020.0025.005.89-0.73
LOAN
BLV

The current LOAN Sharpe Ratio is 1.12, which is higher than the BLV Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of LOAN and BLV, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.12
-0.31
LOAN
BLV

Dividends

LOAN vs. BLV - Dividend Comparison

LOAN's dividend yield for the trailing twelve months is around 8.28%, more than BLV's 4.61% yield.


TTM20232022202120202019201820172016201520142013
LOAN
Manhattan Bridge Capital, Inc.
8.28%9.08%9.38%8.82%8.06%7.55%8.54%7.00%4.93%11.28%5.21%1.75%
BLV
Vanguard Long-Term Bond ETF
4.24%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%

Drawdowns

LOAN vs. BLV - Drawdown Comparison

The maximum LOAN drawdown since its inception was -90.93%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for LOAN and BLV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-5.86%
-28.75%
LOAN
BLV

Volatility

LOAN vs. BLV - Volatility Comparison

Manhattan Bridge Capital, Inc. (LOAN) has a higher volatility of 4.32% compared to Vanguard Long-Term Bond ETF (BLV) at 3.58%. This indicates that LOAN's price experiences larger fluctuations and is considered to be riskier than BLV 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
3.58%
LOAN
BLV
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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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