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ALVO vs. IBBQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALVO vs. IBBQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alvotech (ALVO) and Invesco Nasdaq Biotechnology ETF (IBBQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALVO achieves a -27.88% return, which is significantly lower than IBBQ's 8.67% return.


ALVO

1D
1.37%
1M
10.78%
YTD
-27.88%
6M
-23.08%
1Y
-59.47%
3Y*
-21.16%
5Y*
10Y*

IBBQ

1D
0.93%
1M
5.09%
YTD
8.67%
6M
7.00%
1Y
48.86%
3Y*
15.18%
5Y*
4.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALVO vs. IBBQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
ALVO
Alvotech
-27.88%-61.22%15.24%14.80%5.26%
IBBQ
Invesco Nasdaq Biotechnology ETF
8.67%33.32%-0.63%4.73%22.06%

Correlation

The correlation between ALVO and IBBQ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2022

0.17

The correlation between ALVO and IBBQ shifts across timeframes, from 0.17 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ALVO vs. IBBQ — Risk / Return Rank

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

ALVO
ALVO Risk / Return Rank: 1010
Overall Rank
ALVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ALVO Sortino Ratio Rank: 99
Sortino Ratio Rank
ALVO Omega Ratio Rank: 99
Omega Ratio Rank
ALVO Calmar Ratio Rank: 99
Calmar Ratio Rank
ALVO Martin Ratio Rank: 1212
Martin Ratio Rank

IBBQ
IBBQ Risk / Return Rank: 8383
Overall Rank
IBBQ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 7171
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 8989
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.

ALVO vs. IBBQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alvotech (ALVO) and Invesco Nasdaq Biotechnology ETF (IBBQ). 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.


ALVOIBBQDifference
Sharpe ratioReturn per unit of total volatility

-3.28

Sortino ratioReturn per unit of downside risk

-4.55

Omega ratioGain probability vs. loss probability

0.84

1.40

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.86

5.89

-6.75

Martin ratioReturn relative to average drawdown

-1.30

18.75

-20.05

ALVO vs. IBBQ - Sharpe Ratio Comparison

The current ALVO Sharpe Ratio is -0.83, which is lower than the IBBQ Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ALVO and IBBQ, 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

ALVO vs. IBBQ - Drawdown Comparison

The maximum ALVO drawdown since its inception was -82.63%, which is greater than IBBQ's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for ALVO and IBBQ.


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Drawdown Indicators


ALVOIBBQDifference

Max Drawdown

Largest peak-to-trough decline

-82.63%

-37.94%

-44.69%

Max Drawdown (1Y)

Largest decline over 1 year

-69.42%

-8.34%

-61.08%

Max Drawdown (3Y)

Largest decline over 3 years

-82.63%

-23.66%

-58.97%

Max Drawdown (5Y)

Largest decline over 5 years

-37.94%

Current Drawdown

Current decline from peak

-78.58%

0.00%

-78.58%

Average Drawdown

Average peak-to-trough decline

-37.58%

-16.66%

-20.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.79%

2.61%

+43.18%

Volatility

ALVO vs. IBBQ - Volatility Comparison

Alvotech (ALVO) has a higher volatility of 30.87% compared to Invesco Nasdaq Biotechnology ETF (IBBQ) at 6.82%. This indicates that ALVO's price experiences larger fluctuations and is considered to be riskier than IBBQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALVOIBBQDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.87%

6.82%

+24.05%

Volatility (6M)

Calculated over the trailing 6-month period

49.31%

15.72%

+33.59%

Volatility (1Y)

Calculated over the trailing 1-year period

71.92%

20.03%

+51.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.55%

21.92%

+39.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.55%

21.87%

+39.68%

Dividends

ALVO vs. IBBQ - Dividend Comparison

ALVO has not paid dividends to shareholders, while IBBQ's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM20252024202320222021
ALVO
Alvotech
0.00%0.00%0.00%0.00%0.00%0.00%
IBBQ
Invesco Nasdaq Biotechnology ETF
0.83%0.90%1.14%0.81%0.76%0.63%

Frequently Asked Questions


ALVO and IBBQ 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.

ALVO has higher volatility (30.87%) compared to IBBQ (6.82%). In terms of maximum drawdown, ALVO dropped -82.63% vs IBBQ's -37.94%.

IBBQ currently has the higher Sharpe Ratio (2.45 vs -0.83), 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 ALVO and IBBQ

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