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LVS vs. BJK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

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.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.01%
2.47%
LVS
BJK

Key characteristics

Sharpe Ratio

LVS:

0.20

BJK:

-0.07

Sortino Ratio

LVS:

0.50

BJK:

0.04

Omega Ratio

LVS:

1.06

BJK:

1.00

Calmar Ratio

LVS:

0.10

BJK:

-0.04

Martin Ratio

LVS:

0.38

BJK:

-0.18

Ulcer Index

LVS:

15.72%

BJK:

6.77%

Daily Std Dev

LVS:

29.63%

BJK:

19.07%

Max Drawdown

LVS:

-99.02%

BJK:

-71.13%

Current Drawdown

LVS:

-45.46%

BJK:

-24.20%

Returns By Period

In the year-to-date period, LVS achieves a 6.04% return, which is significantly higher than BJK's -0.85% return. Over the past 10 years, LVS has underperformed BJK with an annualized return of 1.99%, while BJK has yielded a comparatively higher 3.04% annualized return.


LVS

YTD

6.04%

1M

4.27%

6M

16.01%

1Y

9.74%

5Y*

-4.80%

10Y*

1.99%

BJK

YTD

-0.85%

1M

-4.05%

6M

2.47%

1Y

0.53%

5Y*

0.91%

10Y*

3.04%

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Risk-Adjusted Performance

LVS vs. BJK - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LVS, currently valued at 0.20, compared to the broader market-4.00-2.000.002.000.20-0.07
The chart of Sortino ratio for LVS, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.500.04
The chart of Omega ratio for LVS, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.00
The chart of Calmar ratio for LVS, currently valued at 0.13, compared to the broader market0.002.004.006.000.13-0.04
The chart of Martin ratio for LVS, currently valued at 0.38, compared to the broader market0.0010.0020.000.38-0.18
LVS
BJK

The current LVS Sharpe Ratio is 0.20, which is higher than the BJK Sharpe Ratio of -0.07. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.20
-0.07
LVS
BJK

Dividends

LVS vs. BJK - Dividend Comparison

LVS's dividend yield for the trailing twelve months is around 1.56%, while BJK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LVS
Las Vegas Sands Corp.
1.56%0.81%0.00%0.00%1.33%4.46%5.76%4.20%5.39%5.93%3.44%1.78%
BJK
VanEck Vectors Gaming ETF
0.00%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%0.97%

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 -71.13%. Use the drawdown chart below to compare losses from any high point for LVS and BJK. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-28.08%
-24.20%
LVS
BJK

Volatility

LVS vs. BJK - Volatility Comparison

Las Vegas Sands Corp. (LVS) has a higher volatility of 9.41% compared to VanEck Vectors Gaming ETF (BJK) at 4.92%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.41%
4.92%
LVS
BJK
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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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