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SNEX vs. BIZD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNEX and BIZD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SNEX vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and VanEck Vectors BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
34.70%
2.83%
SNEX
BIZD

Key characteristics

Sharpe Ratio

SNEX:

1.68

BIZD:

1.09

Sortino Ratio

SNEX:

2.30

BIZD:

1.49

Omega Ratio

SNEX:

1.29

BIZD:

1.20

Calmar Ratio

SNEX:

3.16

BIZD:

1.34

Martin Ratio

SNEX:

10.53

BIZD:

4.95

Ulcer Index

SNEX:

4.40%

BIZD:

2.38%

Daily Std Dev

SNEX:

27.49%

BIZD:

10.84%

Max Drawdown

SNEX:

-97.68%

BIZD:

-55.47%

Current Drawdown

SNEX:

-2.44%

BIZD:

-1.67%

Returns By Period

In the year-to-date period, SNEX achieves a 4.32% return, which is significantly higher than BIZD's -0.78% return. Over the past 10 years, SNEX has outperformed BIZD with an annualized return of 22.61%, while BIZD has yielded a comparatively lower 9.44% annualized return.


SNEX

YTD

4.32%

1M

-0.97%

6M

34.70%

1Y

51.41%

5Y*

25.66%

10Y*

22.61%

BIZD

YTD

-0.78%

1M

0.61%

6M

2.83%

1Y

12.26%

5Y*

11.02%

10Y*

9.44%

*Annualized

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Risk-Adjusted Performance

SNEX vs. BIZD — Risk-Adjusted Performance Rank

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

SNEX
The Risk-Adjusted Performance Rank of SNEX is 8989
Overall Rank
The Sharpe Ratio Rank of SNEX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SNEX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SNEX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SNEX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SNEX is 9292
Martin Ratio Rank

BIZD
The Risk-Adjusted Performance Rank of BIZD is 5151
Overall Rank
The Sharpe Ratio Rank of BIZD is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BIZD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of BIZD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BIZD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BIZD is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNEX vs. BIZD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and VanEck Vectors BDC Income ETF (BIZD). 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 SNEX, currently valued at 1.68, compared to the broader market-4.00-2.000.002.001.681.09
The chart of Sortino ratio for SNEX, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.301.49
The chart of Omega ratio for SNEX, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.20
The chart of Calmar ratio for SNEX, currently valued at 3.16, compared to the broader market0.002.004.006.003.161.34
The chart of Martin ratio for SNEX, currently valued at 10.53, compared to the broader market-10.000.0010.0020.0010.534.95
SNEX
BIZD

The current SNEX Sharpe Ratio is 1.68, which is higher than the BIZD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SNEX and BIZD, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.68
1.09
SNEX
BIZD

Dividends

SNEX vs. BIZD - Dividend Comparison

SNEX has not paid dividends to shareholders, while BIZD's dividend yield for the trailing twelve months is around 11.02%.


TTM20242023202220212020201920182017201620152014
SNEX
StoneX Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIZD
VanEck Vectors BDC Income ETF
11.02%10.94%10.97%11.22%8.14%10.39%9.13%10.88%9.13%8.51%9.12%8.51%

Drawdowns

SNEX vs. BIZD - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.68%, which is greater than BIZD's maximum drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for SNEX and BIZD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.44%
-1.67%
SNEX
BIZD

Volatility

SNEX vs. BIZD - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 9.51% compared to VanEck Vectors BDC Income ETF (BIZD) at 2.93%. This indicates that SNEX's price experiences larger fluctuations and is considered to be riskier than BIZD 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%AugustSeptemberOctoberNovemberDecember2025
9.51%
2.93%
SNEX
BIZD
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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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