LVS vs. BJK

In the year-to-date period, LVS achieves a -16.36% return, which is significantly lower than BJK's -1.63% return. Over the past 10 years, LVS has underperformed BJK with an annualized return of 0.81%, while BJK has yielded a comparatively higher 2.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Las Vegas Sands Corp. (LVS) and VanEck Vectors Gaming ETF (BJK). 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 LVS Sharpe Ratio is -0.19, which is lower than the BJK Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of LVS and BJK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LVS's dividend yield for the trailing twelve months is around 2.12%, less than BJK's 2.92% yield.

The maximum LVS drawdown since its inception was -99.02%, which is greater than BJK's maximum drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for LVS and BJK. For additional features, visit the drawdowns tool.

Las Vegas Sands Corp. (LVS) has a higher volatility of 9.88% compared to VanEck Vectors Gaming ETF (BJK) at 6.74%. This indicates that LVS's price experiences larger fluctuations and is considered to be riskier than BJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.