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BB vs. ETHSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BB and ETHSX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BB vs. ETHSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackBerry Limited (BB) and Eaton Vance Worldwide Health Sciences Fund (ETHSX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
66.27%
-6.78%
BB
ETHSX

Key characteristics

Sharpe Ratio

BB:

0.36

ETHSX:

0.25

Sortino Ratio

BB:

1.00

ETHSX:

0.42

Omega Ratio

BB:

1.13

ETHSX:

1.05

Calmar Ratio

BB:

0.22

ETHSX:

0.20

Martin Ratio

BB:

0.80

ETHSX:

0.54

Ulcer Index

BB:

27.33%

ETHSX:

5.23%

Daily Std Dev

BB:

61.30%

ETHSX:

11.23%

Max Drawdown

BB:

-98.57%

ETHSX:

-45.11%

Current Drawdown

BB:

-97.19%

ETHSX:

-11.90%

Returns By Period

In the year-to-date period, BB achieves a 9.52% return, which is significantly higher than ETHSX's 2.01% return. Over the past 10 years, BB has underperformed ETHSX with an annualized return of -8.68%, while ETHSX has yielded a comparatively higher 3.82% annualized return.


BB

YTD

9.52%

1M

33.98%

6M

66.27%

1Y

21.76%

5Y*

-9.30%

10Y*

-8.68%

ETHSX

YTD

2.01%

1M

-0.60%

6M

-6.78%

1Y

3.74%

5Y*

6.31%

10Y*

3.82%

*Annualized

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Risk-Adjusted Performance

BB vs. ETHSX — Risk-Adjusted Performance Rank

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

BB
The Risk-Adjusted Performance Rank of BB is 6161
Overall Rank
The Sharpe Ratio Rank of BB is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BB is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BB is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BB is 5858
Martin Ratio Rank

ETHSX
The Risk-Adjusted Performance Rank of ETHSX is 2323
Overall Rank
The Sharpe Ratio Rank of ETHSX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ETHSX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ETHSX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ETHSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ETHSX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BB vs. ETHSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackBerry Limited (BB) and Eaton Vance Worldwide Health Sciences Fund (ETHSX). 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.


Sharpe ratio
The chart of Sharpe ratio for BB, currently valued at 0.35, compared to the broader market-2.000.002.000.360.25
The chart of Sortino ratio for BB, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.000.42
The chart of Omega ratio for BB, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.05
The chart of Calmar ratio for BB, currently valued at 0.22, compared to the broader market0.002.004.006.000.220.20
The chart of Martin ratio for BB, currently valued at 0.80, compared to the broader market-30.00-20.00-10.000.0010.0020.000.800.54
BB
ETHSX

The current BB Sharpe Ratio is 0.36, which is higher than the ETHSX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of BB and ETHSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.36
0.25
BB
ETHSX

Dividends

BB vs. ETHSX - Dividend Comparison

BB has not paid dividends to shareholders, while ETHSX's dividend yield for the trailing twelve months is around 0.18%.


TTM2024202320222021202020192018
BB
BlackBerry Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETHSX
Eaton Vance Worldwide Health Sciences Fund
0.18%0.19%0.13%0.21%0.24%0.51%0.58%0.34%

Drawdowns

BB vs. ETHSX - Drawdown Comparison

The maximum BB drawdown since its inception was -98.57%, which is greater than ETHSX's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for BB and ETHSX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-97.19%
-11.90%
BB
ETHSX

Volatility

BB vs. ETHSX - Volatility Comparison

BlackBerry Limited (BB) has a higher volatility of 29.20% compared to Eaton Vance Worldwide Health Sciences Fund (ETHSX) at 3.45%. This indicates that BB's price experiences larger fluctuations and is considered to be riskier than ETHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
29.20%
3.45%
BB
ETHSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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