PBA vs. VEA
Compare and contrast key facts about Pembina Pipeline Corporation (PBA) and Vanguard FTSE Developed Markets ETF (VEA).
VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
PBA vs. VEA - Performance Comparison
Loading graphics...
PBA vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBA Pembina Pipeline Corporation | 18.98% | 8.55% | 13.16% | 7.81% | 18.33% | 36.99% | -30.57% | 31.15% | -13.66% | 21.15% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, PBA achieves a 18.98% return, which is significantly higher than VEA's 2.75% return. Over the past 10 years, PBA has outperformed VEA with an annualized return of 11.56%, while VEA has yielded a comparatively lower 9.37% annualized return.
PBA
- 1D
- -0.91%
- 1M
- 2.94%
- YTD
- 18.98%
- 6M
- 13.42%
- 1Y
- 17.75%
- 3Y*
- 17.61%
- 5Y*
- 15.23%
- 10Y*
- 11.56%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PBA vs. VEA — Risk / Return Rank
PBA
VEA
PBA vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PBA) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| PBA | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.72 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.35 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.50 | -1.21 |
Martin ratioReturn relative to average drawdown | 2.51 | 9.82 | -7.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PBA | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.72 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.53 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.54 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.22 | +0.14 |
Correlation
The correlation between PBA and VEA is 0.49, 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
PBA vs. VEA - Dividend Comparison
PBA's dividend yield for the trailing twelve months is around 4.62%, more than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBA Pembina Pipeline Corporation | 4.62% | 5.34% | 5.39% | 5.70% | 5.78% | 6.71% | 8.56% | 4.80% | 5.81% | 4.36% | 4.19% | 6.48% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
PBA vs. VEA - Drawdown Comparison
The maximum PBA drawdown since its inception was -70.87%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for PBA and VEA.
Loading graphics...
Drawdown Indicators
| PBA | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.87% | -60.68% | -10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.99% | -11.63% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -29.71% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -70.87% | -35.73% | -35.14% |
Current DrawdownCurrent decline from peak | -2.21% | -8.71% | +6.50% |
Average DrawdownAverage peak-to-trough decline | -15.19% | -13.40% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 2.96% | +4.23% |
Volatility
PBA vs. VEA - Volatility Comparison
The current volatility for Pembina Pipeline Corporation (PBA) is 3.76%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that PBA experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PBA | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 8.41% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 11.57% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 17.62% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 16.30% | +5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.94% | 17.26% | +15.68% |