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BBEU vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

BBEU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Europe ETF (BBEU) and undefined (VOO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2025FebruaryMarch
57.04%
122.80%
BBEU
VOO

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Risk-Adjusted Performance

BBEU vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Europe ETF (BBEU) and undefined (undefined). 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 BBEU, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.005.000.740.69
The chart of Sortino ratio for BBEU, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.090.99
The chart of Omega ratio for BBEU, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.13
The chart of Calmar ratio for BBEU, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.900.93
The chart of Martin ratio for BBEU, currently valued at 2.10, compared to the broader market0.0020.0040.0060.0080.00100.002.103.71
BBEU
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.74
0.69
BBEU
VOO

Drawdowns

BBEU vs. VOO - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-3.16%
-10.04%
BBEU
VOO

Volatility

BBEU vs. VOO - Volatility Comparison

JPMorgan BetaBuilders Europe ETF (BBEU) and undefined (VOO) have volatilities of 5.06% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
5.06%
5.12%
BBEU
VOO
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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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