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

Correlation

The correlation between BBP and SPY 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.


-0.50.00.51.0
Correlation: 0.6

Performance

BBP vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
121.37%
227.57%
BBP
SPY

Key characteristics

Sharpe Ratio

BBP:

0.34

SPY:

0.51

Sortino Ratio

BBP:

0.63

SPY:

0.86

Omega Ratio

BBP:

1.08

SPY:

1.13

Calmar Ratio

BBP:

0.32

SPY:

0.55

Martin Ratio

BBP:

1.01

SPY:

2.26

Ulcer Index

BBP:

8.33%

SPY:

4.55%

Daily Std Dev

BBP:

24.55%

SPY:

20.08%

Max Drawdown

BBP:

-44.32%

SPY:

-55.19%

Current Drawdown

BBP:

-16.64%

SPY:

-9.89%

Returns By Period

In the year-to-date period, BBP achieves a -5.34% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, BBP has underperformed SPY with an annualized return of 6.46%, while SPY has yielded a comparatively higher 11.99% annualized return.


BBP

YTD

-5.34%

1M

-5.47%

6M

-10.23%

1Y

10.34%

5Y*

4.46%

10Y*

6.46%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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BBP vs. SPY - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than SPY's 0.09% 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 SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

BBP vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and SPDR S&P 500 ETF (SPY). 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
SPY: 0.51
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
SPY: 0.86
The chart of Omega ratio for BBP, currently valued at 1.08, compared to the broader market0.501.001.502.00
BBP: 1.08
SPY: 1.13
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
SPY: 0.55
The chart of Martin ratio for BBP, currently valued at 1.01, compared to the broader market0.0020.0040.0060.00
BBP: 1.01
SPY: 2.26

The current BBP Sharpe Ratio is 0.34, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BBP and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.34
0.51
BBP
SPY

Dividends

BBP vs. SPY - Dividend Comparison

BBP has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
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%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BBP vs. SPY - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BBP and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.64%
-9.89%
BBP
SPY

Volatility

BBP vs. SPY - Volatility Comparison

The current volatility for Virtus LifeSci Biotech Products ETF (BBP) is 14.01%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that BBP experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.01%
15.12%
BBP
SPY