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SNEX vs. BIZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SNEX vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNEX
StoneX Group Inc.
27.34%45.65%32.70%16.21%55.59%5.79%18.57%33.49%-13.99%7.40%
BIZD
VanEck Vectors BDC Income ETF
-11.26%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%

Returns By Period

In the year-to-date period, SNEX achieves a 27.34% return, which is significantly higher than BIZD's -11.26% return. Over the past 10 years, SNEX has outperformed BIZD with an annualized return of 26.11%, while BIZD has yielded a comparatively lower 7.53% annualized return.


SNEX

1D
0.14%
1M
-7.28%
YTD
27.34%
6M
19.75%
1Y
58.42%
3Y*
38.08%
5Y*
32.88%
10Y*
26.11%

BIZD

1D
-1.69%
1M
-2.45%
YTD
-11.26%
6M
-9.63%
1Y
-17.22%
3Y*
5.73%
5Y*
5.22%
10Y*
7.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SNEX vs. BIZD — Risk / Return Rank

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

SNEX
SNEX Risk / Return Rank: 8080
Overall Rank
SNEX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SNEX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SNEX Omega Ratio Rank: 7777
Omega Ratio Rank
SNEX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SNEX Martin Ratio Rank: 8282
Martin Ratio Rank

BIZD
BIZD Risk / Return Rank: 11
Overall Rank
BIZD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 22
Sortino Ratio Rank
BIZD Omega Ratio Rank: 22
Omega Ratio Rank
BIZD Calmar Ratio Rank: 22
Calmar Ratio Rank
BIZD Martin Ratio Rank: 11
Martin Ratio Rank
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.

SNEX vs. BIZD - Risk-Adjusted Trends 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.


SNEXBIZDDifference

Sharpe ratio

Return per unit of total volatility

1.44

-0.81

+2.25

Sortino ratio

Return per unit of downside risk

1.85

-1.05

+2.90

Omega ratio

Gain probability vs. loss probability

1.27

0.87

+0.40

Calmar ratio

Return relative to maximum drawdown

2.80

-0.73

+3.54

Martin ratio

Return relative to average drawdown

6.82

-1.49

+8.30

SNEX vs. BIZD - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 1.44, which is higher than the BIZD Sharpe Ratio of -0.81. 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.


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Sharpe Ratios by Period


SNEXBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.81

+2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.31

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.35

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.30

-0.11

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.


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 14.23%.


TTM20252024202320222021202020192018201720162015
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
14.23%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%

Drawdowns

SNEX vs. BIZD - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than BIZD's maximum drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for SNEX and BIZD.


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Drawdown Indicators


SNEXBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-97.89%

-55.44%

-42.45%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-22.22%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-22.91%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-48.65%

-55.44%

+6.79%

Current Drawdown

Current decline from peak

-7.50%

-21.29%

+13.79%

Average Drawdown

Average peak-to-trough decline

-43.17%

-6.58%

-36.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.59%

10.98%

-2.39%

Volatility

SNEX vs. BIZD - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 14.62% compared to VanEck Vectors BDC Income ETF (BIZD) at 6.68%. 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.


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Volatility by Period


SNEXBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.62%

6.68%

+7.94%

Volatility (6M)

Calculated over the trailing 6-month period

28.24%

14.30%

+13.94%

Volatility (1Y)

Calculated over the trailing 1-year period

40.91%

21.28%

+19.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

17.17%

+17.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.00%

21.59%

+14.41%