LVS vs. BJK

Last updated Apr 2, 2026

Compare and contrast key facts about Las Vegas Sands Corp. (LVS) and VanEck Vectors Gaming ETF (BJK).

BJK is a passively managed fund by VanEck that tracks the performance of the S-Network Global Gaming Index. It was launched on Jan 22, 2008.

Performance

LVS vs. BJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Las Vegas Sands Corp. (LVS) and VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

LVS vs. BJK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVS Las Vegas Sands Corp.	-16.11%	29.45%	6.21%	3.15%	27.71%	-36.85%	-11.95%	39.54%	-21.62%	36.16%
BJK VanEck Vectors Gaming ETF	-14.16%	4.15%	-1.39%	11.52%	-12.83%	-4.30%	12.72%	30.17%	-26.79%	41.11%

Returns By Period

In the year-to-date period, LVS achieves a -16.11% return, which is significantly lower than BJK's -14.16% return. Over the past 10 years, LVS has outperformed BJK with an annualized return of 3.07%, while BJK has yielded a comparatively lower 2.46% annualized return.

LVS

• 1D: 0.82%
• 1M: -3.62%
• YTD: -16.11%
• 6M: 0.10%
• 1Y: 41.64%
• 3Y*: -0.15%
• 5Y*: -1.56%
• 10Y*: 3.07%

BJK

• 1D: 1.58%
• 1M: -3.52%
• YTD: -14.16%
• 6M: -18.96%
• 1Y: -3.77%
• 3Y*: -5.09%
• 5Y*: -6.70%
• 10Y*: 2.46%

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

Return for Risk

LVS vs. BJK — Risk / Return Rank

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

LVS

LVS Risk / Return Rank: 72
LVS Sharpe Ratio Rank: 74
LVS Sortino Ratio Rank: 69
LVS Omega Ratio Rank: 72
LVS Calmar Ratio Rank: 73
LVS Martin Ratio Rank: 72

BJK

BJK Risk / Return Rank: 9
BJK Sharpe Ratio Rank: 8
BJK Sortino Ratio Rank: 8
BJK Omega Ratio Rank: 8
BJK Calmar Ratio Rank: 10
BJK Martin Ratio Rank: 10

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.

LVS vs. BJK - Risk-Adjusted Trends Comparison

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.

	LVS	BJK	Difference
Sharpe ratio Return per unit of total volatility	1.04	-0.17	+1.22
Sortino ratio Return per unit of downside risk	1.57	-0.10	+1.68
Omega ratio Gain probability vs. loss probability	1.23	0.99	+0.25
Calmar ratio Return relative to maximum drawdown	1.72	-0.12	+1.84
Martin ratio Return relative to average drawdown	4.01	-0.28	+4.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LVS vs. BJK - Sharpe Ratio Comparison

The current LVS Sharpe Ratio is 1.04, which is higher than the BJK Sharpe Ratio of -0.17. 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.

Sharpe Ratios by Period

	LVS	BJK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	-0.17	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	-0.27	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.10	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.06	0.00

Correlation

The correlation between LVS and BJK is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LVS vs. BJK - Dividend Comparison

LVS's dividend yield for the trailing twelve months is around 1.93%, less than BJK's 3.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVS Las Vegas Sands Corp.	1.93%	1.54%	1.56%	0.81%	0.00%	0.00%	1.33%	4.46%	5.76%	4.20%	5.39%	5.93%
BJK VanEck Vectors Gaming ETF	3.89%	3.34%	2.88%	1.68%	0.44%	0.79%	0.47%	2.95%	3.43%	2.31%	3.15%	4.09%

Drawdowns

LVS vs. BJK - Drawdown Comparison

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.

Drawdown Indicators

	LVS	BJK	Difference
Max Drawdown Largest peak-to-trough decline	-99.02%	-71.12%	-27.90%
Max Drawdown (1Y) Largest decline over 1 year	-25.33%	-26.40%	+1.07%
Max Drawdown (5Y) Largest decline over 5 years	-52.62%	-43.48%	-9.14%
Max Drawdown (10Y) Largest decline over 10 years	-58.77%	-56.43%	-2.34%
Current Drawdown Current decline from peak	-40.68%	-32.61%	-8.07%
Average Drawdown Average peak-to-trough decline	-50.02%	-24.48%	-25.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.85%	11.22%	-0.37%

Volatility

LVS vs. BJK - Volatility Comparison

Las Vegas Sands Corp. (LVS) has a higher volatility of 8.10% compared to VanEck Vectors Gaming ETF (BJK) at 7.24%. 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.

Volatility by Period

	LVS	BJK	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.10%	7.24%	+0.86%
Volatility (6M) Calculated over the trailing 6-month period	29.09%	13.25%	+15.84%
Volatility (1Y) Calculated over the trailing 1-year period	40.12%	21.82%	+18.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.69%	24.48%	+16.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.84%	25.03%	+13.81%