VVOAX vs. BA
Compare and contrast key facts about Invesco Value Opportunities Fund (VVOAX) and The Boeing Company (BA).
VVOAX is managed by Invesco. It was launched on Jun 25, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVOAX or BA.
Key characteristics
| VVOAX | BA | |
|---|---|---|
| YTD Return | 34.59% | -44.31% |
| 1Y Return | 48.83% | -29.03% |
| 3Y Return (Ann) | 8.63% | -13.11% |
| 5Y Return (Ann) | 13.60% | -16.90% |
| 10Y Return (Ann) | 5.41% | 2.57% |
| Sharpe Ratio | 2.79 | -0.77 |
| Sortino Ratio | 3.60 | -0.94 |
| Omega Ratio | 1.49 | 0.88 |
| Calmar Ratio | 3.35 | -0.40 |
| Martin Ratio | 18.22 | -0.86 |
| Ulcer Index | 2.71% | 30.53% |
| Daily Std Dev | 17.68% | 33.95% |
| Max Drawdown | -65.29% | -88.95% |
| Current Drawdown | -0.91% | -66.26% |
Correlation
The correlation between VVOAX and BA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VVOAX vs. BA - Performance Comparison
In the year-to-date period, VVOAX achieves a 34.59% return, which is significantly higher than BA's -44.31% return. Over the past 10 years, VVOAX has outperformed BA with an annualized return of 5.41%, while BA has yielded a comparatively lower 2.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VVOAX vs. BA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund (VVOAX) and The Boeing Company (BA). 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
VVOAX vs. BA - Dividend Comparison
VVOAX's dividend yield for the trailing twelve months is around 0.16%, while BA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVOAX Invesco Value Opportunities Fund | 0.16% | 0.21% | 0.75% | 0.60% | 0.25% | 0.00% | 0.00% | 0.00% | 0.16% | 1.15% | 1.72% | 1.00% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
Drawdowns
VVOAX vs. BA - Drawdown Comparison
The maximum VVOAX drawdown since its inception was -65.29%, smaller than the maximum BA drawdown of -88.95%. Use the drawdown chart below to compare losses from any high point for VVOAX and BA. For additional features, visit the drawdowns tool.
Volatility
VVOAX vs. BA - Volatility Comparison
The current volatility for Invesco Value Opportunities Fund (VVOAX) is 6.26%, while The Boeing Company (BA) has a volatility of 9.49%. This indicates that VVOAX experiences smaller price fluctuations and is considered to be less risky than BA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.