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BBP vs. PFFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBP vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBP achieves a 16.04% return, which is significantly higher than PFFR's 1.56% return.


BBP

1D
1.20%
1M
7.69%
YTD
16.04%
6M
14.38%
1Y
59.95%
3Y*
20.40%
5Y*
11.34%
10Y*
13.69%

PFFR

1D
-0.54%
1M
1.00%
YTD
1.56%
6M
1.11%
1Y
6.55%
3Y*
9.29%
5Y*
0.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBP vs. PFFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBP
Virtus LifeSci Biotech Products ETF
16.04%33.15%3.32%17.88%0.85%-8.17%22.24%24.73%-13.95%11.85%
PFFR
InfraCap REIT Preferred ETF
1.56%5.36%7.12%21.04%-23.90%6.76%0.19%20.28%-7.45%7.82%

Correlation

The correlation between BBP and PFFR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2017

0.27

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Return for Risk

BBP vs. PFFR — Risk / Return Rank

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

BBP
BBP Risk / Return Rank: 8585
Overall Rank
BBP Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8282
Sortino Ratio Rank
BBP Omega Ratio Rank: 7373
Omega Ratio Rank
BBP Calmar Ratio Rank: 9494
Calmar Ratio Rank
BBP Martin Ratio Rank: 9191
Martin Ratio Rank

PFFR
PFFR Risk / Return Rank: 2222
Overall Rank
PFFR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFFR Omega Ratio Rank: 2323
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2222
Calmar Ratio Rank
PFFR Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBP vs. PFFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and InfraCap REIT Preferred ETF (PFFR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBPPFFRDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.40

1.15

+0.25

Calmar ratioReturn relative to maximum drawdown

6.49

1.00

+5.49

Martin ratioReturn relative to average drawdown

20.18

2.30

+17.88

BBP vs. PFFR - Sharpe Ratio Comparison

The current BBP Sharpe Ratio is 2.52, which is higher than the PFFR Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BBP and PFFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBP vs. PFFR - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, smaller than the maximum PFFR drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for BBP and PFFR.


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Drawdown Indicators


BBPPFFRDifference

Max Drawdown

Largest peak-to-trough decline

-44.32%

-53.02%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-6.57%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-11.16%

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-37.89%

-29.80%

-8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

0.00%

-2.32%

+2.32%

Average Drawdown

Average peak-to-trough decline

-11.98%

-6.97%

-5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.85%

+0.13%

Volatility

BBP vs. PFFR - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 6.46% compared to InfraCap REIT Preferred ETF (PFFR) at 2.10%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBPPFFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

2.10%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

18.88%

6.05%

+12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

7.82%

+16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

10.48%

+15.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

20.48%

+6.91%

BBP vs. PFFR - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than PFFR's 0.45% expense ratio.


Dividends

BBP vs. PFFR - Dividend Comparison

BBP has not paid dividends to shareholders, while PFFR's dividend yield for the trailing twelve months is around 8.30%.


PositionTTM20252024202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%
PFFR
InfraCap REIT Preferred ETF
8.30%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%0.00%0.00%

Frequently Asked Questions


BBP and PFFR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBP has higher volatility (6.46%) compared to PFFR (2.10%). In terms of maximum drawdown, BBP dropped -44.32% vs PFFR's -53.02%.

On 5-year performance, BBP leads with 11.34% vs 0.99% for PFFR. On fees, PFFR is cheaper at 0.45% per year. On volatility, PFFR has been the lower-risk option at 2.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBP has performed better with a 11.34% return vs 0.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFR is cheaper with a 0.45% expense ratio, compared with 0.79% for BBP.

PFFR has the higher dividend yield at 8.30%, compared with 0.00% for BBP.

BBP is categorized as Health & Biotech Equities, while PFFR is Preferred Stock/Convertible Bonds. BBP tracks LifeSci Biotechnology Products Index, while PFFR tracks Indxx REIT Preferred Stock Index. Their fees differ too: 0.79% for BBP and 0.45% for PFFR.

BBP currently has the higher Sharpe Ratio (2.52 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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