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

Correlation

The correlation between BB and ETHSX is 0.40, 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.


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.

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Key characteristics

Daily Std Dev

BB:

21.90%

ETHSX:

20.69%

Max Drawdown

BB:

0.00%

ETHSX:

-4.28%

Current Drawdown

BB:

0.00%

ETHSX:

-4.28%

Returns By Period


BB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ETHSX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*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 6969
Overall Rank
The Sharpe Ratio Rank of BB is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BB is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BB is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BB is 6666
Martin Ratio Rank

ETHSX
The Risk-Adjusted Performance Rank of ETHSX is 44
Overall Rank
The Sharpe Ratio Rank of ETHSX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of ETHSX is 33
Sortino Ratio Rank
The Omega Ratio Rank of ETHSX is 44
Omega Ratio Rank
The Calmar Ratio Rank of ETHSX is 33
Calmar Ratio Rank
The Martin Ratio Rank of ETHSX is 66
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.



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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 0.19%.


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
0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BB vs. ETHSX - Drawdown Comparison

The maximum BB drawdown since its inception was 0.00%, smaller than the maximum ETHSX drawdown of -4.28%. Use the drawdown chart below to compare losses from any high point for BB and ETHSX. For additional features, visit the drawdowns tool.


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Volatility

BB vs. ETHSX - Volatility Comparison


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