RHHBY vs. BLV
Compare and contrast key facts about Roche Holding AG (RHHBY) and Vanguard Long-Term Bond ETF (BLV).
BLV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RHHBY or BLV.
Performance
RHHBY vs. BLV - Performance Comparison
Returns By Period
In the year-to-date period, RHHBY achieves a 3.12% return, which is significantly higher than BLV's -2.39% return. Over the past 10 years, RHHBY has outperformed BLV with an annualized return of 2.93%, while BLV has yielded a comparatively lower 1.52% annualized return.
RHHBY
3.12%
-8.29%
9.23%
12.19%
2.44%
2.93%
BLV
-2.39%
-3.02%
1.97%
7.25%
-2.98%
1.52%
Key characteristics
| RHHBY | BLV | |
|---|---|---|
| Sharpe Ratio | 0.55 | 0.75 |
| Sortino Ratio | 0.89 | 1.12 |
| Omega Ratio | 1.11 | 1.13 |
| Calmar Ratio | 0.30 | 0.27 |
| Martin Ratio | 1.39 | 2.00 |
| Ulcer Index | 8.71% | 4.44% |
| Daily Std Dev | 22.19% | 11.87% |
| Max Drawdown | -50.12% | -38.29% |
| Current Drawdown | -27.49% | -27.99% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between RHHBY and BLV is -0.03. 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.
Risk-Adjusted Performance
RHHBY vs. BLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) 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.
Dividends
RHHBY vs. BLV - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.89%, less than BLV's 4.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.89% | 3.55% | 3.23% | 2.47% | 2.63% | 2.69% | 3.58% | 3.22% | 3.62% | 3.14% | 3.23% | 2.88% |
BLV Vanguard Long-Term Bond ETF | 4.54% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
Drawdowns
RHHBY vs. BLV - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -50.12%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for RHHBY and BLV. For additional features, visit the drawdowns tool.
Volatility
RHHBY vs. BLV - Volatility Comparison
Roche Holding AG (RHHBY) has a higher volatility of 5.97% compared to Vanguard Long-Term Bond ETF (BLV) at 3.94%. This indicates that RHHBY'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.