BBIO vs. XBI
Compare and contrast key facts about BridgeBio Pharma, Inc. (BBIO) and SPDR S&P Biotech ETF (XBI).
XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBIO or XBI.
Key characteristics
| BBIO | XBI | |
|---|---|---|
| YTD Return | -32.90% | 16.84% |
| 1Y Return | 0.07% | 56.69% |
| 3Y Return (Ann) | -19.06% | -6.75% |
| 5Y Return (Ann) | 0.02% | 4.50% |
| Sharpe Ratio | -0.14 | 1.89 |
| Sortino Ratio | 0.18 | 2.60 |
| Omega Ratio | 1.02 | 1.31 |
| Calmar Ratio | -0.11 | 0.81 |
| Martin Ratio | -0.23 | 6.53 |
| Ulcer Index | 33.55% | 7.70% |
| Daily Std Dev | 54.89% | 26.60% |
| Max Drawdown | -92.80% | -63.89% |
| Current Drawdown | -62.56% | -40.01% |
Correlation
The correlation between BBIO and XBI is 0.62, 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.
Performance
BBIO vs. XBI - Performance Comparison
In the year-to-date period, BBIO achieves a -32.90% return, which is significantly lower than XBI's 16.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BBIO vs. XBI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BridgeBio Pharma, Inc. (BBIO) and SPDR S&P Biotech ETF (XBI). 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.
Dividends
BBIO vs. XBI - Dividend Comparison
BBIO has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XBI SPDR S&P Biotech ETF | 0.14% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
Drawdowns
BBIO vs. XBI - Drawdown Comparison
The maximum BBIO drawdown since its inception was -92.80%, which is greater than XBI's maximum drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for BBIO and XBI. For additional features, visit the drawdowns tool.
Volatility
BBIO vs. XBI - Volatility Comparison
BridgeBio Pharma, Inc. (BBIO) has a higher volatility of 13.01% compared to SPDR S&P Biotech ETF (XBI) at 5.37%. This indicates that BBIO's price experiences larger fluctuations and is considered to be riskier than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.