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

Correlation

The correlation between BBP and SBIO is 0.55, 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.


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.

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Key characteristics

Sharpe Ratio

BBP:

0.02

SBIO:

-0.38

Sortino Ratio

BBP:

0.19

SBIO:

-0.43

Omega Ratio

BBP:

1.02

SBIO:

0.95

Calmar Ratio

BBP:

0.02

SBIO:

-0.24

Martin Ratio

BBP:

0.05

SBIO:

-0.86

Ulcer Index

BBP:

9.06%

SBIO:

17.13%

Daily Std Dev

BBP:

25.04%

SBIO:

32.63%

Max Drawdown

BBP:

-44.32%

SBIO:

-63.06%

Current Drawdown

BBP:

-18.66%

SBIO:

-53.79%

Returns By Period

In the year-to-date period, BBP achieves a -7.64% return, which is significantly higher than SBIO's -14.22% return. Over the past 10 years, BBP has outperformed SBIO with an annualized return of 5.96%, while SBIO has yielded a comparatively lower -0.33% annualized return.


BBP

YTD

-7.64%

1M

4.81%

6M

-18.12%

1Y

0.43%

5Y*

4.15%

10Y*

5.96%

SBIO

YTD

-14.22%

1M

12.16%

6M

-30.87%

1Y

-12.32%

5Y*

-5.96%

10Y*

-0.33%

*Annualized

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BBP vs. SBIO - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than SBIO's 0.50% expense ratio.


Risk-Adjusted Performance

BBP vs. SBIO — 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 1919
Overall Rank
The Sharpe Ratio Rank of BBP is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of BBP is 2020
Sortino Ratio Rank
The Omega Ratio Rank of BBP is 1919
Omega Ratio Rank
The Calmar Ratio Rank of BBP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of BBP is 1818
Martin Ratio Rank

SBIO
The Risk-Adjusted Performance Rank of SBIO is 77
Overall Rank
The Sharpe Ratio Rank of SBIO is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SBIO is 66
Sortino Ratio Rank
The Omega Ratio Rank of SBIO is 66
Omega Ratio Rank
The Calmar Ratio Rank of SBIO is 77
Calmar Ratio Rank
The Martin Ratio Rank of SBIO is 66
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. 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.


The current BBP Sharpe Ratio is 0.02, which is higher than the SBIO Sharpe Ratio of -0.38. 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.


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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 4.14%.


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%
SBIO
ALPS Medical Breakthroughs ETF
4.14%3.55%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.


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Volatility

BBP vs. SBIO - Volatility Comparison

The current volatility for Virtus LifeSci Biotech Products ETF (BBP) is 9.82%, while ALPS Medical Breakthroughs ETF (SBIO) has a volatility of 12.44%. 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.


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