BBC vs. LLY
Compare and contrast key facts about Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Eli Lilly and Company (LLY).
BBC is a passively managed fund by Virtus Investment Partners that tracks the performance of the LifeSci Biotechnology Clinical Trials Index. It was launched on Dec 16, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBC or LLY.
Key characteristics
| BBC | LLY | |
|---|---|---|
| YTD Return | 26.98% | 43.34% |
| 1Y Return | 78.16% | 41.57% |
| 3Y Return (Ann) | -12.52% | 48.65% |
| 5Y Return (Ann) | 2.20% | 51.08% |
| Sharpe Ratio | 1.99 | 1.19 |
| Sortino Ratio | 2.60 | 1.76 |
| Omega Ratio | 1.30 | 1.24 |
| Calmar Ratio | 0.95 | 1.84 |
| Martin Ratio | 6.48 | 6.21 |
| Ulcer Index | 10.56% | 5.67% |
| Daily Std Dev | 34.37% | 29.66% |
| Max Drawdown | -72.73% | -68.27% |
| Current Drawdown | -49.68% | -13.38% |
Correlation
The correlation between BBC and LLY is 0.28, 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
BBC vs. LLY - Performance Comparison
In the year-to-date period, BBC achieves a 26.98% return, which is significantly lower than LLY's 43.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BBC vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Eli Lilly and Company (LLY). 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.
Dividends
BBC vs. LLY - Dividend Comparison
BBC's dividend yield for the trailing twelve months is around 0.26%, less than LLY's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBC Virtus LifeSci Biotech Clinical Trials ETF | 0.26% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.04% | 0.00% | 0.51% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.60% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
BBC vs. LLY - Drawdown Comparison
The maximum BBC drawdown since its inception was -72.73%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BBC and LLY. For additional features, visit the drawdowns tool.
Volatility
BBC vs. LLY - Volatility Comparison
The current volatility for Virtus LifeSci Biotech Clinical Trials ETF (BBC) is 8.11%, while Eli Lilly and Company (LLY) has a volatility of 10.19%. This indicates that BBC experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.