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

Correlation

The correlation between BBP and FTXH is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

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.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
64.40%
37.49%
BBP
FTXH

Key characteristics

Sharpe Ratio

BBP:

0.34

FTXH:

-0.14

Sortino Ratio

BBP:

0.63

FTXH:

-0.07

Omega Ratio

BBP:

1.08

FTXH:

0.99

Calmar Ratio

BBP:

0.32

FTXH:

-0.12

Martin Ratio

BBP:

1.01

FTXH:

-0.40

Ulcer Index

BBP:

8.33%

FTXH:

5.85%

Daily Std Dev

BBP:

24.55%

FTXH:

17.18%

Max Drawdown

BBP:

-44.32%

FTXH:

-32.11%

Current Drawdown

BBP:

-16.64%

FTXH:

-13.88%

Returns By Period

In the year-to-date period, BBP achieves a -5.34% return, which is significantly higher than FTXH's -6.14% return.


BBP

YTD

-5.34%

1M

-5.47%

6M

-10.23%

1Y

10.34%

5Y*

4.46%

10Y*

6.46%

FTXH

YTD

-6.14%

1M

-8.06%

6M

-9.05%

1Y

-0.73%

5Y*

3.62%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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BBP vs. FTXH - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than FTXH's 0.60% expense ratio.


Expense ratio chart for BBP: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBP: 0.79%
Expense ratio chart for FTXH: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXH: 0.60%

Risk-Adjusted Performance

BBP vs. FTXH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBP
The Risk-Adjusted Performance Rank of BBP is 4545
Overall Rank
The Sharpe Ratio Rank of BBP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BBP is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BBP is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BBP is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BBP is 4242
Martin Ratio Rank

FTXH
The Risk-Adjusted Performance Rank of FTXH is 1313
Overall Rank
The Sharpe Ratio Rank of FTXH is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXH is 1313
Sortino Ratio Rank
The Omega Ratio Rank of FTXH is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FTXH is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FTXH is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BBP, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
BBP: 0.34
FTXH: -0.14
The chart of Sortino ratio for BBP, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
BBP: 0.63
FTXH: -0.07
The chart of Omega ratio for BBP, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
BBP: 1.08
FTXH: 0.99
The chart of Calmar ratio for BBP, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.0012.00
BBP: 0.32
FTXH: -0.12
The chart of Martin ratio for BBP, currently valued at 1.01, compared to the broader market0.0020.0040.0060.00
BBP: 1.01
FTXH: -0.40

The current BBP Sharpe Ratio is 0.34, which is higher than the FTXH Sharpe Ratio of -0.14. 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.34
-0.14
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 1.90%.


TTM2024202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%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
1.90%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.64%
-13.88%
BBP
FTXH

Volatility

BBP vs. FTXH - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 14.01% compared to First Trust Nasdaq Pharmaceuticals ETF (FTXH) at 11.68%. 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.01%
11.68%
BBP
FTXH