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

Correlation

The correlation between BBC and NFLX is 0.36, 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

BBC vs. NFLX - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
-6.16%
1,807.19%
BBC
NFLX

Key characteristics

Sharpe Ratio

BBC:

0.30

NFLX:

2.90

Sortino Ratio

BBC:

0.66

NFLX:

3.77

Omega Ratio

BBC:

1.07

NFLX:

1.51

Calmar Ratio

BBC:

0.17

NFLX:

2.66

Martin Ratio

BBC:

0.89

NFLX:

20.77

Ulcer Index

BBC:

11.77%

NFLX:

4.13%

Daily Std Dev

BBC:

34.94%

NFLX:

29.58%

Max Drawdown

BBC:

-72.73%

NFLX:

-81.99%

Current Drawdown

BBC:

-60.17%

NFLX:

-2.94%

Returns By Period

In the year-to-date period, BBC achieves a 0.49% return, which is significantly lower than NFLX's 86.71% return. Over the past 10 years, BBC has underperformed NFLX with an annualized return of -0.51%, while NFLX has yielded a comparatively higher 34.26% annualized return.


BBC

YTD

0.49%

1M

-6.09%

6M

-3.67%

1Y

7.94%

5Y*

-8.13%

10Y*

-0.51%

NFLX

YTD

86.71%

1M

2.85%

6M

32.49%

1Y

84.91%

5Y*

22.00%

10Y*

34.26%

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Risk-Adjusted Performance

BBC vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Netflix, Inc. (NFLX). 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 market0.002.004.000.302.90
The chart of Sortino ratio for BBC, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.663.77
The chart of Omega ratio for BBC, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.51
The chart of Calmar ratio for BBC, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.172.66
The chart of Martin ratio for BBC, currently valued at 0.89, compared to the broader market0.0020.0040.0060.0080.00100.000.8920.77
BBC
NFLX

The current BBC Sharpe Ratio is 0.30, which is lower than the NFLX Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of BBC and NFLX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.30
2.90
BBC
NFLX

Dividends

BBC vs. NFLX - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 0.99%, while NFLX 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%
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBC vs. NFLX - Drawdown Comparison

The maximum BBC drawdown since its inception was -72.73%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for BBC and NFLX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.17%
-2.94%
BBC
NFLX

Volatility

BBC vs. NFLX - Volatility Comparison

Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 11.33% compared to Netflix, Inc. (NFLX) at 7.30%. This indicates that BBC's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.33%
7.30%
BBC
NFLX
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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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