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BBC vs. BBP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBC and BBP is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

BBC vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-6.16%
134.82%
BBC
BBP

Key characteristics

Sharpe Ratio

BBC:

0.30

BBP:

0.43

Sortino Ratio

BBC:

0.66

BBP:

0.74

Omega Ratio

BBC:

1.07

BBP:

1.09

Calmar Ratio

BBC:

0.17

BBP:

0.48

Martin Ratio

BBC:

0.89

BBP:

1.23

Ulcer Index

BBC:

11.77%

BBP:

7.72%

Daily Std Dev

BBC:

34.94%

BBP:

22.11%

Max Drawdown

BBC:

-72.73%

BBP:

-44.32%

Current Drawdown

BBC:

-60.17%

BBP:

-11.57%

Returns By Period

In the year-to-date period, BBC achieves a 0.49% return, which is significantly lower than BBP's 3.73% return. Over the past 10 years, BBC has underperformed BBP with an annualized return of -0.51%, while BBP has yielded a comparatively higher 9.30% annualized return.


BBC

YTD

0.49%

1M

-6.09%

6M

-3.67%

1Y

7.94%

5Y*

-8.13%

10Y*

-0.51%

BBP

YTD

3.73%

1M

-2.61%

6M

3.04%

1Y

8.07%

5Y*

6.43%

10Y*

9.30%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBC vs. BBP - Expense Ratio Comparison

Both BBC and BBP have an expense ratio of 0.79%.


BBC
Virtus LifeSci Biotech Clinical Trials ETF
Expense ratio chart for BBC: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for BBP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

BBC vs. BBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Virtus LifeSci Biotech Products ETF (BBP). 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 BBC, currently valued at 0.30, compared to the broader market0.002.004.000.300.43
The chart of Sortino ratio for BBC, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.660.74
The chart of Omega ratio for BBC, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.09
The chart of Calmar ratio for BBC, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.170.48
The chart of Martin ratio for BBC, currently valued at 0.89, compared to the broader market0.0020.0040.0060.0080.00100.000.891.23
BBC
BBP

The current BBC Sharpe Ratio is 0.30, which is lower than the BBP Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BBC and BBP, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.43
BBC
BBP

Dividends

BBC vs. BBP - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 0.99%, while BBP has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
BBC
Virtus LifeSci Biotech Clinical Trials ETF
0.99%0.34%0.00%0.00%0.00%0.00%0.00%1.04%0.00%0.51%
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%

Drawdowns

BBC vs. BBP - Drawdown Comparison

The maximum BBC drawdown since its inception was -72.73%, which is greater than BBP's maximum drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for BBC and BBP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.17%
-11.57%
BBC
BBP

Volatility

BBC vs. BBP - Volatility Comparison

Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 11.33% compared to Virtus LifeSci Biotech Products ETF (BBP) at 7.12%. This indicates that BBC's price experiences larger fluctuations and is considered to be riskier than BBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.33%
7.12%
BBC
BBP
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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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