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Performance

^NBI Performance Chart

NASDAQ Biotechnology Index (^NBI) is down 0.1% since the beginning of the year. ^NBI is currently trading at $5,701 per share. Investors who bought $1,000 worth of ^NBI shares 5 years ago would now be looking at an investment worth $1,202.


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S&P 500 Index

Returns By Period

NASDAQ Biotechnology Index (^NBI) has returned -0.11% so far this year and 37.53% over the past 12 months. Over the last ten years, ^NBI has returned 6.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


NASDAQ Biotechnology Index

1D
-3.02%
1M
-1.70%
YTD
-0.11%
6M
0.83%
1Y
37.53%
3Y*
11.13%
5Y*
3.74%
10Y*
6.82%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NBI Monthly Returns History

Based on dividend-adjusted daily data since Nov 1, 1993, ^NBI's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Feb 2000 with a return of +45.3%, while the worst month was Mar 2000 at -25.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^NBI closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 14, 2000 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.55%3.22%-3.34%0.40%2.16%-4.82%-0.11%
20255.15%-0.32%-6.06%0.38%-4.26%3.64%5.52%4.85%4.32%9.97%8.41%-1.90%32.40%
20240.33%0.99%0.03%-6.04%5.74%3.28%6.56%0.79%-2.34%-2.47%-0.11%-7.19%-1.37%
20233.50%-6.55%1.23%1.50%-2.73%0.10%1.30%-0.37%-3.91%-6.56%4.87%12.82%3.74%
2022-11.87%-4.12%4.25%-9.73%-1.32%1.02%4.11%-1.06%-2.44%8.91%5.87%-3.01%-10.91%
20216.25%-2.37%-4.29%2.97%-2.03%8.00%-0.20%4.09%-4.91%-1.89%-3.95%-1.31%-0.63%

Benchmark Metrics

NASDAQ Biotechnology Index has an annualized alpha of 3.91%, beta of 1.01, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since November 02, 1993.

  • This index captured 107.17% of S&P 500 Index gains but only 98.39% of its losses - a favorable profile for investors.
  • R2 of 0.45 means the benchmark explains less than half of this index's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.91%
Beta
1.01
0.45
Upside Capture
107.17%
Downside Capture
98.39%

Return for Risk

Risk / Return Rank

^NBI ranks 74 for risk / return — better than 74% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


^NBI Risk / Return Rank: 7474
Overall Rank
^NBI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^NBI Sortino Ratio Rank: 6767
Sortino Ratio Rank
^NBI Omega Ratio Rank: 6060
Omega Ratio Rank
^NBI Calmar Ratio Rank: 9191
Calmar Ratio Rank
^NBI Martin Ratio Rank: 8888
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NASDAQ Biotechnology Index (^NBI) and compare them to S&P 500 Index.


^NBIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.91

2.39

-0.48

Sortino ratio

Return per unit of downside risk

2.70

3.25

-0.55

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

4.46

3.11

+1.35

Martin ratio

Return relative to average drawdown

14.78

14.38

+0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ Biotechnology Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NASDAQ Biotechnology Index was 74.70%, occurring on Jul 10, 2002. Recovery took 2681 trading sessions.

The current NASDAQ Biotechnology Index drawdown is 7.03%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-74.70%Jul 2002
2y 4mo10y 8mo
13y 1dMar 2000 - Mar 2013
2016 bear market2016
-39.40%Jun 2016
11mo 12d3y 10mo
4y 9moJul 2015 - May 2020
Bear market2022
-38.50%Jun 2022
10mo 7d3y 5mo
4y 3moAug 2021 - Nov 2025
1994 bear market1994
-31.85%Apr 1994
2mo 18d1y 3mo
1y 5moFeb 1994 - Jul 1995
1998 bear market1998
-28.07%Aug 1998
10mo 21d2mo 5d
1y 21dOct 1997 - Nov 1998

Drawdown Indicators


^NBIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-74.70%

-56.78%

-17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-9.10%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

-18.90%

-5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.50%

-25.43%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-33.92%

-4.58%

Current Drawdown

Current decline from peak

-7.03%

0.00%

-7.03%

Average Drawdown

Average peak-to-trough decline

-26.61%

-10.72%

-15.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.97%

+0.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^NBI

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

Open Portfolio Analyzer with ^NBI