BCI vs BMI: returns, Sharpe ratio and drawdown

Over the past year, BCI returned +37.48% against -15.77% for BMI. Over five years, BCI averaged +10.33% a year, compared with +9.69% for BMI. BCI had the higher Sharpe ratio over the past year (1.62 vs -0.21), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.82% for BCI and -39.33% for BMI. Dividends over the past year came to 12.33% of BCI's price, against 1.05% for BMI.