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

Correlation

The correlation between BBP and FTXH is 0.61, 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.


-0.50.00.51.00.6

Performance

BBP vs. FTXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.25%
-1.57%
BBP
FTXH

Key characteristics

Sharpe Ratio

BBP:

0.43

FTXH:

0.49

Sortino Ratio

BBP:

0.74

FTXH:

0.74

Omega Ratio

BBP:

1.09

FTXH:

1.09

Calmar Ratio

BBP:

0.48

FTXH:

0.69

Martin Ratio

BBP:

1.23

FTXH:

1.59

Ulcer Index

BBP:

7.72%

FTXH:

3.88%

Daily Std Dev

BBP:

22.11%

FTXH:

12.75%

Max Drawdown

BBP:

-44.32%

FTXH:

-32.11%

Current Drawdown

BBP:

-11.57%

FTXH:

-8.22%

Returns By Period

In the year-to-date period, BBP achieves a 3.73% return, which is significantly higher than FTXH's 3.00% return.


BBP

YTD

3.73%

1M

-2.61%

6M

3.04%

1Y

8.07%

5Y*

6.43%

10Y*

9.30%

FTXH

YTD

3.00%

1M

-1.01%

6M

-0.57%

1Y

4.93%

5Y*

4.08%

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.


BBP vs. FTXH - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than FTXH's 0.60% 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 FTXH: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

BBP vs. FTXH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). 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 market0.002.004.000.430.49
The chart of Sortino ratio for BBP, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.740.74
The chart of Omega ratio for BBP, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.09
The chart of Calmar ratio for BBP, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.480.69
The chart of Martin ratio for BBP, currently valued at 1.23, compared to the broader market0.0020.0040.0060.0080.00100.001.231.59
BBP
FTXH

The current BBP Sharpe Ratio is 0.43, which is comparable to the FTXH Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BBP and FTXH, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.49
BBP
FTXH

Dividends

BBP vs. FTXH - Dividend Comparison

BBP has not paid dividends to shareholders, while FTXH's dividend yield for the trailing twelve months is around 2.12%.


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%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.66%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%0.00%

Drawdowns

BBP vs. FTXH - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, which is greater than FTXH's maximum drawdown of -32.11%. Use the drawdown chart below to compare losses from any high point for BBP and FTXH. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.57%
-8.22%
BBP
FTXH

Volatility

BBP vs. FTXH - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 7.12% compared to First Trust Nasdaq Pharmaceuticals ETF (FTXH) at 3.91%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than FTXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.12%
3.91%
BBP
FTXH
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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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