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

Correlation

The correlation between BBP and SBIO is 0.90, 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.


-0.50.00.51.00.9

Performance

BBP vs. SBIO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
3.04%
5.08%
BBP
SBIO

Key characteristics

Sharpe Ratio

BBP:

0.43

SBIO:

0.52

Sortino Ratio

BBP:

0.74

SBIO:

0.91

Omega Ratio

BBP:

1.09

SBIO:

1.10

Calmar Ratio

BBP:

0.48

SBIO:

0.30

Martin Ratio

BBP:

1.23

SBIO:

1.68

Ulcer Index

BBP:

7.72%

SBIO:

9.05%

Daily Std Dev

BBP:

22.11%

SBIO:

29.33%

Max Drawdown

BBP:

-44.32%

SBIO:

-63.06%

Current Drawdown

BBP:

-11.57%

SBIO:

-44.84%

Returns By Period

In the year-to-date period, BBP achieves a 3.73% return, which is significantly lower than SBIO's 6.29% return.


BBP

YTD

3.73%

1M

-2.61%

6M

3.04%

1Y

8.07%

5Y*

6.43%

10Y*

9.30%

SBIO

YTD

6.29%

1M

-5.78%

6M

5.08%

1Y

13.27%

5Y*

-3.88%

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBP vs. SBIO - Expense Ratio Comparison

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

Risk-Adjusted Performance

BBP vs. SBIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and ALPS Medical Breakthroughs ETF (SBIO). 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 market0.002.004.000.430.52
The chart of Sortino ratio for BBP, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.740.91
The chart of Omega ratio for BBP, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.10
The chart of Calmar ratio for BBP, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.480.30
The chart of Martin ratio for BBP, currently valued at 1.23, compared to the broader market0.0020.0040.0060.0080.00100.001.231.68
BBP
SBIO

The current BBP Sharpe Ratio is 0.43, which is comparable to the SBIO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BBP and SBIO, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.43
0.52
BBP
SBIO

Dividends

BBP vs. SBIO - Dividend Comparison

BBP has not paid dividends to shareholders, while SBIO's dividend yield for the trailing twelve months is around 3.47%.


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%
SBIO
ALPS Medical Breakthroughs ETF
3.47%0.22%0.00%0.00%0.00%0.04%2.79%1.77%0.00%0.00%

Drawdowns

BBP vs. SBIO - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, smaller than the maximum SBIO drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for BBP and SBIO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.57%
-44.84%
BBP
SBIO

Volatility

BBP vs. SBIO - Volatility Comparison

The current volatility for Virtus LifeSci Biotech Products ETF (BBP) is 7.12%, while ALPS Medical Breakthroughs ETF (SBIO) has a volatility of 9.71%. This indicates that BBP experiences smaller price fluctuations and is considered to be less risky than SBIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
7.12%
9.71%
BBP
SBIO
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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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