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VIR vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIR and BND is 0.12, 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.


-0.50.00.51.00.1

Performance

VIR vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vir Biotechnology, Inc. (VIR) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-19.14%
1.40%
VIR
BND

Key characteristics

Sharpe Ratio

VIR:

-0.36

BND:

0.31

Sortino Ratio

VIR:

-0.16

BND:

0.46

Omega Ratio

VIR:

0.98

BND:

1.05

Calmar Ratio

VIR:

-0.25

BND:

0.12

Martin Ratio

VIR:

-0.85

BND:

0.87

Ulcer Index

VIR:

27.19%

BND:

1.91%

Daily Std Dev

VIR:

64.13%

BND:

5.43%

Max Drawdown

VIR:

-91.89%

BND:

-18.84%

Current Drawdown

VIR:

-91.10%

BND:

-9.27%

Returns By Period

In the year-to-date period, VIR achieves a -26.54% return, which is significantly lower than BND's 1.48% return.


VIR

YTD

-26.54%

1M

6.64%

6M

-17.43%

1Y

-23.10%

5Y*

-9.66%

10Y*

N/A

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

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Risk-Adjusted Performance

VIR vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vir Biotechnology, Inc. (VIR) and Vanguard Total Bond Market ETF (BND). 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 VIR, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.360.31
The chart of Sortino ratio for VIR, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.160.46
The chart of Omega ratio for VIR, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.05
The chart of Calmar ratio for VIR, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.12
The chart of Martin ratio for VIR, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.850.87
VIR
BND

The current VIR Sharpe Ratio is -0.36, which is lower than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VIR and BND, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.36
0.31
VIR
BND

Dividends

VIR vs. BND - Dividend Comparison

VIR has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.62%.


TTM20232022202120202019201820172016201520142013
VIR
Vir Biotechnology, 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%
BND
Vanguard Total Bond Market ETF
3.62%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

VIR vs. BND - Drawdown Comparison

The maximum VIR drawdown since its inception was -91.89%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VIR and BND. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-91.10%
-9.27%
VIR
BND

Volatility

VIR vs. BND - Volatility Comparison

Vir Biotechnology, Inc. (VIR) has a higher volatility of 22.29% compared to Vanguard Total Bond Market ETF (BND) at 1.65%. This indicates that VIR's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.29%
1.65%
VIR
BND
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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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