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VRT vs. BKIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRT vs. BKIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertiv Holdings Co. (VRT) and BNY Mellon International Equity ETF (BKIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VRT achieves a 86.99% return, which is significantly higher than BKIE's 9.51% return.


VRT

1D
1.68%
1M
-18.14%
YTD
86.99%
6M
87.85%
1Y
164.84%
3Y*
138.33%
5Y*
63.29%
10Y*

BKIE

1D
0.43%
1M
1.41%
YTD
9.51%
6M
10.84%
1Y
22.01%
3Y*
17.04%
5Y*
9.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRT vs. BKIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VRT
Vertiv Holdings Co.
86.99%42.80%136.82%251.81%-45.25%33.80%85.13%
BKIE
BNY Mellon International Equity ETF
9.51%32.08%4.63%18.25%-13.60%13.75%34.17%

Correlation

The correlation between VRT and BKIE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.44

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Return for Risk

VRT vs. BKIE — Risk / Return Rank

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

VRT
VRT Risk / Return Rank: 9494
Overall Rank
VRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9292
Sortino Ratio Rank
VRT Omega Ratio Rank: 9191
Omega Ratio Rank
VRT Calmar Ratio Rank: 9595
Calmar Ratio Rank
VRT Martin Ratio Rank: 9595
Martin Ratio Rank

BKIE
BKIE Risk / Return Rank: 4747
Overall Rank
BKIE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BKIE Sortino Ratio Rank: 4848
Sortino Ratio Rank
BKIE Omega Ratio Rank: 4747
Omega Ratio Rank
BKIE Calmar Ratio Rank: 4444
Calmar Ratio Rank
BKIE Martin Ratio Rank: 5050
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.

VRT vs. BKIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) and BNY Mellon International Equity ETF (BKIE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VRTBKIEDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.41

1.26

+0.15

Calmar ratioReturn relative to maximum drawdown

6.55

1.94

+4.61

Martin ratioReturn relative to average drawdown

17.79

7.45

+10.34

VRT vs. BKIE - Sharpe Ratio Comparison

The current VRT Sharpe Ratio is 2.85, which is higher than the BKIE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of VRT and BKIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VRT vs. BKIE - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for VRT and BKIE.


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Drawdown Indicators


VRTBKIEDifference

Max Drawdown

Largest peak-to-trough decline

-71.24%

-28.19%

-43.05%

Max Drawdown (1Y)

Largest decline over 1 year

-25.32%

-11.41%

-13.91%

Max Drawdown (3Y)

Largest decline over 3 years

-61.28%

-13.19%

-48.09%

Max Drawdown (5Y)

Largest decline over 5 years

-71.24%

-28.19%

-43.05%

Current Drawdown

Current decline from peak

-19.50%

-0.37%

-19.13%

Average Drawdown

Average peak-to-trough decline

-16.23%

-4.96%

-11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.30%

2.97%

+6.33%

Volatility

VRT vs. BKIE - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 16.12% compared to BNY Mellon International Equity ETF (BKIE) at 5.17%. This indicates that VRT's price experiences larger fluctuations and is considered to be riskier than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRTBKIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.12%

5.17%

+10.95%

Volatility (6M)

Calculated over the trailing 6-month period

45.82%

12.78%

+33.04%

Volatility (1Y)

Calculated over the trailing 1-year period

58.29%

15.14%

+43.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.88%

16.22%

+45.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.61%

16.38%

+38.23%

Dividends

VRT vs. BKIE - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.07%, less than BKIE's 3.23% yield.


PositionTTM202520242023202220212020
BKIE
BNY Mellon International Equity ETF
3.23%3.12%3.31%2.88%2.97%2.58%1.49%
VRT
Vertiv Holdings Co.
0.07%0.11%0.10%0.05%0.07%0.04%0.05%

Frequently Asked Questions


VRT and BKIE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRT has higher volatility (16.12%) compared to BKIE (5.17%). In terms of maximum drawdown, VRT dropped -71.24% vs BKIE's -28.19%.

VRT currently has the higher Sharpe Ratio (2.85 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VRT and BKIE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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