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VVOAX vs. BA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVOAX vs. BA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Opportunities Fund (VVOAX) and The Boeing Company (BA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVOAX achieves a 14.48% return, which is significantly higher than BA's -0.45% return. Over the past 10 years, VVOAX has outperformed BA with an annualized return of 15.48%, while BA has yielded a comparatively lower 6.05% annualized return.


VVOAX

1D
2.06%
1M
-4.29%
6M
7.37%
YTD
14.48%
1Y
35.01%
3Y*
23.74%
5Y*
17.90%
10Y*
15.48%
ALL TIME*
8.61%

BA

1D
-2.15%
1M
-4.57%
6M
-7.52%
YTD
-0.45%
1Y
-2.60%
3Y*
-3.16%
5Y*
-0.93%
10Y*
6.05%
ALL TIME*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.48B$1.24B$1.42B
$0.00$0.00$0.00

VVOAX vs. BA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVOAX
Invesco Value Opportunities Fund
14.48%20.24%30.01%15.20%1.33%35.60%5.49%29.84%-19.92%17.07%
BA
The Boeing Company
-0.45%22.67%-32.10%36.84%-5.38%-5.95%-33.90%3.34%11.50%94.72%

Correlation

The correlation between VVOAX and BA is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2001

0.55

Over the past year, the correlation between VVOAX and BA has dropped to 0.30 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

VVOAX vs. BA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VVOAX
VVOAX Risk / Return Rank: 7474
Overall Rank
VVOAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VVOAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
VVOAX Omega Ratio Rank: 6464
Omega Ratio Rank
VVOAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VVOAX Martin Ratio Rank: 8383
Martin Ratio Rank

BA
BA Risk / Return Rank: 3939
Overall Rank
BA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BA Sortino Ratio Rank: 3636
Sortino Ratio Rank
BA Omega Ratio Rank: 3636
Omega Ratio Rank
BA Calmar Ratio Rank: 4141
Calmar Ratio Rank
BA Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VVOAX vs. BA - Risk-Adjusted Trends 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.

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.


VVOAXBADifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.28

1.01

+0.26

Calmar ratioReturn relative to maximum drawdown

3.15

-0.10

+3.25

Martin ratioReturn relative to average drawdown

10.09

-0.22

+10.30

VVOAX vs. BA - Sharpe Ratio Comparison

The current VVOAX Sharpe Ratio is 1.61, which is higher than the BA Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of VVOAX and BA, 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

VVOAX vs. BA - Drawdown Comparison

The maximum VVOAX drawdown since its inception was -62.08%, smaller than the maximum BA drawdown of -89.45%. Use the drawdown chart below to compare losses from any high point for VVOAX and BA.


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Drawdown Indicators


VVOAXBADifference

Max Drawdown

Largest peak-to-trough decline

-62.08%

-89.45%

+27.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-24.96%

+14.74%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-48.31%

+24.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-51.62%

+27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-51.80%

-77.92%

+26.12%

Current Drawdown

Current decline from peak

-8.38%

-49.77%

+41.39%

Average Drawdown

Average peak-to-trough decline

-11.68%

-31.06%

+19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

11.94%

-8.75%

Volatility

VVOAX vs. BA - Volatility Comparison

The current volatility for Invesco Value Opportunities Fund (VVOAX) is 5.79%, while The Boeing Company (BA) has a volatility of 10.83%. 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.


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Volatility by Period


VVOAXBADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

10.83%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

24.73%

-8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

32.64%

-12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.34%

36.54%

-15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.12%

41.70%

-17.58%

Dividends

VVOAX vs. BA - Dividend Comparison

VVOAX's dividend yield for the trailing twelve months is around 9.11%, while BA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%
VVOAX
Invesco Value Opportunities Fund
9.11%10.43%7.79%2.27%9.79%8.82%0.25%1.95%15.44%5.11%1.10%15.87%

Frequently Asked Questions


VVOAX and BA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BA has higher volatility (10.83%) compared to VVOAX (5.79%). In terms of maximum drawdown, VVOAX dropped -62.08% vs BA's -89.45%.

VVOAX currently has the higher Sharpe Ratio (1.61 vs -0.08), 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.

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