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BBC vs. MDEV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBC vs. MDEV - Performance Comparison

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

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BBC vs. MDEV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBC
Virtus LifeSci Biotech Clinical Trials ETF
10.01%63.77%-1.11%-1.80%-35.13%-22.29%
MDEV
First Trust Indxx Medical Devices ETF
-8.91%2.00%1.79%7.55%-28.59%4.16%

Returns By Period

In the year-to-date period, BBC achieves a 10.01% return, which is significantly higher than MDEV's -8.91% return.


BBC

1D
1.91%
1M
0.45%
YTD
10.01%
6M
58.07%
1Y
160.96%
3Y*
25.88%
5Y*
-3.27%
10Y*
8.62%

MDEV

1D
0.55%
1M
-7.19%
YTD
-8.91%
6M
-5.62%
1Y
-4.32%
3Y*
-2.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBC vs. MDEV - Expense Ratio Comparison

BBC has a 0.79% expense ratio, which is higher than MDEV's 0.70% expense ratio.


Return for Risk

BBC vs. MDEV — Risk / Return Rank

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

BBC
BBC Risk / Return Rank: 9898
Overall Rank
BBC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BBC Sortino Ratio Rank: 9898
Sortino Ratio Rank
BBC Omega Ratio Rank: 9696
Omega Ratio Rank
BBC Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBC Martin Ratio Rank: 9898
Martin Ratio Rank

MDEV
MDEV Risk / Return Rank: 66
Overall Rank
MDEV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MDEV Sortino Ratio Rank: 77
Sortino Ratio Rank
MDEV Omega Ratio Rank: 77
Omega Ratio Rank
MDEV Calmar Ratio Rank: 66
Calmar Ratio Rank
MDEV Martin Ratio Rank: 33
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.

BBC vs. MDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) and First Trust Indxx Medical Devices ETF (MDEV). 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.


BBCMDEVDifference

Sharpe ratio

Return per unit of total volatility

4.05

-0.23

+4.28

Sortino ratio

Return per unit of downside risk

4.28

-0.20

+4.48

Omega ratio

Gain probability vs. loss probability

1.53

0.98

+0.55

Calmar ratio

Return relative to maximum drawdown

8.09

-0.35

+8.44

Martin ratio

Return relative to average drawdown

29.69

-1.10

+30.80

BBC vs. MDEV - Sharpe Ratio Comparison

The current BBC Sharpe Ratio is 4.05, which is higher than the MDEV Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of BBC and MDEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBCMDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.05

-0.23

+4.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.30

+0.42

Correlation

The correlation between BBC and MDEV is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBC vs. MDEV - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 1.55%, while MDEV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.55%1.70%1.00%0.34%0.00%0.00%0.00%0.00%0.00%2.09%0.00%0.51%
MDEV
First Trust Indxx Medical Devices ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBC vs. MDEV - Drawdown Comparison

The maximum BBC drawdown since its inception was -76.85%, which is greater than MDEV's maximum drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for BBC and MDEV.


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Drawdown Indicators


BBCMDEVDifference

Max Drawdown

Largest peak-to-trough decline

-76.85%

-42.34%

-34.51%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-14.88%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-72.58%

Max Drawdown (10Y)

Largest decline over 10 years

-76.85%

Current Drawdown

Current decline from peak

-29.38%

-31.83%

+2.45%

Average Drawdown

Average peak-to-trough decline

-37.30%

-25.40%

-11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

4.70%

+0.21%

Volatility

BBC vs. MDEV - Volatility Comparison

Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 13.12% compared to First Trust Indxx Medical Devices ETF (MDEV) at 5.62%. This indicates that BBC's price experiences larger fluctuations and is considered to be riskier than MDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCMDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

5.62%

+7.50%

Volatility (6M)

Calculated over the trailing 6-month period

26.96%

10.78%

+16.18%

Volatility (1Y)

Calculated over the trailing 1-year period

40.44%

18.99%

+21.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.31%

18.99%

+20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.86%

18.99%

+18.87%