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BBIO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBIO and SPY is 0.37, 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

BBIO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BridgeBio Pharma, Inc. (BBIO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.18%
8.40%
BBIO
SPY

Key characteristics

Sharpe Ratio

BBIO:

-0.55

SPY:

2.17

Sortino Ratio

BBIO:

-0.55

SPY:

2.88

Omega Ratio

BBIO:

0.94

SPY:

1.41

Calmar Ratio

BBIO:

-0.44

SPY:

3.19

Martin Ratio

BBIO:

-0.85

SPY:

14.10

Ulcer Index

BBIO:

36.27%

SPY:

1.90%

Daily Std Dev

BBIO:

55.65%

SPY:

12.39%

Max Drawdown

BBIO:

-92.80%

SPY:

-55.19%

Current Drawdown

BBIO:

-63.39%

SPY:

-3.19%

Returns By Period

In the year-to-date period, BBIO achieves a -34.38% return, which is significantly lower than SPY's 24.97% return.


BBIO

YTD

-34.38%

1M

14.97%

6M

-3.18%

1Y

-31.71%

5Y*

-8.62%

10Y*

N/A

SPY

YTD

24.97%

1M

-0.32%

6M

8.25%

1Y

26.85%

5Y*

14.57%

10Y*

12.92%

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


Risk-Adjusted Performance

BBIO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BridgeBio Pharma, Inc. (BBIO) and SPDR S&P 500 ETF (SPY). 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 BBIO, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.552.17
The chart of Sortino ratio for BBIO, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.552.88
The chart of Omega ratio for BBIO, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.41
The chart of Calmar ratio for BBIO, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.443.19
The chart of Martin ratio for BBIO, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8514.10
BBIO
SPY

The current BBIO Sharpe Ratio is -0.55, which is lower than the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of BBIO and SPY, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
2.17
BBIO
SPY

Dividends

BBIO vs. SPY - Dividend Comparison

BBIO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
BBIO
BridgeBio Pharma, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

BBIO vs. SPY - Drawdown Comparison

The maximum BBIO drawdown since its inception was -92.80%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BBIO and SPY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.39%
-3.19%
BBIO
SPY

Volatility

BBIO vs. SPY - Volatility Comparison

BridgeBio Pharma, Inc. (BBIO) has a higher volatility of 20.20% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that BBIO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
20.20%
3.64%
BBIO
SPY
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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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