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BBH vs. HELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBH and HELX is 0.84, 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.


-0.50.00.51.00.8

Performance

BBH vs. HELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Biotech ETF (BBH) and Franklin Genomic Advancements ETF (HELX). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.48%
22.32%
BBH
HELX

Key characteristics

Sharpe Ratio

BBH:

0.00

HELX:

-0.06

Sortino Ratio

BBH:

0.12

HELX:

0.04

Omega Ratio

BBH:

1.01

HELX:

1.01

Calmar Ratio

BBH:

0.00

HELX:

-0.02

Martin Ratio

BBH:

0.01

HELX:

-0.19

Ulcer Index

BBH:

5.03%

HELX:

5.70%

Daily Std Dev

BBH:

16.56%

HELX:

18.20%

Max Drawdown

BBH:

-72.69%

HELX:

-56.33%

Current Drawdown

BBH:

-27.38%

HELX:

-49.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with BBH having a -4.08% return and HELX slightly lower at -4.17%.


BBH

YTD

-4.08%

1M

-1.13%

6M

-5.76%

1Y

-1.55%

5Y*

2.50%

10Y*

3.89%

HELX

YTD

-4.17%

1M

-0.14%

6M

-8.17%

1Y

-2.69%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


BBH vs. HELX - Expense Ratio Comparison

BBH has a 0.35% expense ratio, which is lower than HELX's 0.50% expense ratio.


HELX
Franklin Genomic Advancements ETF
Expense ratio chart for HELX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for BBH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

BBH vs. HELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Biotech ETF (BBH) and Franklin Genomic Advancements ETF (HELX). 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 BBH, currently valued at 0.00, compared to the broader market0.002.004.000.00-0.06
The chart of Sortino ratio for BBH, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.120.04
The chart of Omega ratio for BBH, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.01
The chart of Calmar ratio for BBH, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00-0.02
The chart of Martin ratio for BBH, currently valued at 0.01, compared to the broader market0.0020.0040.0060.0080.00100.000.01-0.19
BBH
HELX

The current BBH Sharpe Ratio is 0.00, which is higher than the HELX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of BBH and HELX, 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.00
-0.06
BBH
HELX

Dividends

BBH vs. HELX - Dividend Comparison

Neither BBH nor HELX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BBH
VanEck Vectors Biotech ETF
0.00%0.43%0.47%0.21%0.36%0.34%0.50%0.55%0.30%0.27%0.00%0.00%
HELX
Franklin Genomic Advancements ETF
0.00%0.00%0.00%0.24%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBH vs. HELX - Drawdown Comparison

The maximum BBH drawdown since its inception was -72.69%, which is greater than HELX's maximum drawdown of -56.33%. Use the drawdown chart below to compare losses from any high point for BBH and HELX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-27.38%
-49.73%
BBH
HELX

Volatility

BBH vs. HELX - Volatility Comparison

The current volatility for VanEck Vectors Biotech ETF (BBH) is 5.16%, while Franklin Genomic Advancements ETF (HELX) has a volatility of 6.43%. This indicates that BBH experiences smaller price fluctuations and is considered to be less risky than HELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.16%
6.43%
BBH
HELX
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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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