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BBP vs. BTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBP and BTEC is 0.74, 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.


-0.50.00.51.00.7

Performance

BBP vs. BTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and Principal Healthcare Innovators Index ETF (BTEC). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
91.35%
57.13%
BBP
BTEC

Key characteristics

Returns By Period


BBP

YTD

3.73%

1M

-2.61%

6M

3.04%

1Y

8.07%

5Y*

6.43%

10Y*

9.30%

BTEC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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BBP vs. BTEC - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than BTEC's 0.42% expense ratio.


BBP
Virtus LifeSci Biotech Products ETF
Expense ratio chart for BBP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for BTEC: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

BBP vs. BTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and Principal Healthcare Innovators Index ETF (BTEC). 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 BBP, currently valued at 0.43, compared to the broader market0.002.004.000.430.89
The chart of Sortino ratio for BBP, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.741.38
The chart of Omega ratio for BBP, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.20
The chart of Calmar ratio for BBP, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.480.34
The chart of Martin ratio for BBP, currently valued at 1.23, compared to the broader market0.0020.0040.0060.0080.00100.001.233.00
BBP
BTEC


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.89
BBP
BTEC

Dividends

BBP vs. BTEC - Dividend Comparison

Neither BBP nor BTEC has paid dividends to shareholders.


TTM202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%
BTEC
Principal Healthcare Innovators Index ETF
0.00%0.00%0.00%0.96%0.37%0.00%0.00%0.13%0.00%0.00%

Drawdowns

BBP vs. BTEC - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.57%
-43.68%
BBP
BTEC

Volatility

BBP vs. BTEC - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 7.12% compared to Principal Healthcare Innovators Index ETF (BTEC) at 0.00%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than BTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.12%
0
BBP
BTEC
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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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