PortfoliosLab logoPortfoliosLab logo
BIB vs. CRMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIB vs. CRMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Biotechnology (BIB) and Leverage Shares 2X Long CRM Daily ETF (CRMG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIB achieves a 12.50% return, which is significantly higher than CRMG's -71.26% return.


BIB

1D
1.97%
1M
9.49%
YTD
12.50%
6M
8.62%
1Y
100.86%
3Y*
19.65%
5Y*
-0.74%
10Y*
9.71%

CRMG

1D
4.23%
1M
-29.64%
YTD
-71.26%
6M
-71.01%
1Y
-73.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIB vs. CRMG - Yearly Performance Comparison


Correlation

The correlation between BIB and CRMG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2025

0.11

Compare stocks, funds, or ETFs

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


Return for Risk

BIB vs. CRMG — Risk / Return Rank

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

BIB
BIB Risk / Return Rank: 8080
Overall Rank
BIB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BIB Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIB Omega Ratio Rank: 6565
Omega Ratio Rank
BIB Calmar Ratio Rank: 9292
Calmar Ratio Rank
BIB Martin Ratio Rank: 8888
Martin Ratio Rank

CRMG
CRMG Risk / Return Rank: 11
Overall Rank
CRMG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CRMG Sortino Ratio Rank: 11
Sortino Ratio Rank
CRMG Omega Ratio Rank: 11
Omega Ratio Rank
CRMG Calmar Ratio Rank: 11
Calmar Ratio Rank
CRMG Martin Ratio Rank: 00
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.

BIB vs. CRMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Biotechnology (BIB) and Leverage Shares 2X Long CRM Daily ETF (CRMG). 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.


BIBCRMGDifference
Sharpe ratioReturn per unit of total volatility

+3.48

Sortino ratioReturn per unit of downside risk

+4.90

Omega ratioGain probability vs. loss probability

1.36

0.79

+0.57

Calmar ratioReturn relative to maximum drawdown

5.99

-0.97

+6.96

Martin ratioReturn relative to average drawdown

18.30

-1.70

+20.00

BIB vs. CRMG - Sharpe Ratio Comparison

The current BIB Sharpe Ratio is 2.51, which is higher than the CRMG Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of BIB and CRMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BIB vs. CRMG - Drawdown Comparison

The maximum BIB drawdown since its inception was -67.24%, smaller than the maximum CRMG drawdown of -79.83%. Use the drawdown chart below to compare losses from any high point for BIB and CRMG.


Loading charts...

Drawdown Indicators


BIBCRMGDifference

Max Drawdown

Largest peak-to-trough decline

-67.24%

-79.83%

+12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.92%

-76.80%

+59.88%

Max Drawdown (3Y)

Largest decline over 3 years

-45.30%

Max Drawdown (5Y)

Largest decline over 5 years

-65.86%

Max Drawdown (10Y)

Largest decline over 10 years

-66.20%

Current Drawdown

Current decline from peak

-17.29%

-78.97%

+61.68%

Average Drawdown

Average peak-to-trough decline

-32.71%

-39.18%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

43.41%

-37.88%

Volatility

BIB vs. CRMG - Volatility Comparison

The current volatility for ProShares Ultra Nasdaq Biotechnology (BIB) is 13.56%, while Leverage Shares 2X Long CRM Daily ETF (CRMG) has a volatility of 32.53%. This indicates that BIB experiences smaller price fluctuations and is considered to be less risky than CRMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIBCRMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.56%

32.53%

-18.97%

Volatility (6M)

Calculated over the trailing 6-month period

31.65%

63.74%

-32.09%

Volatility (1Y)

Calculated over the trailing 1-year period

40.43%

76.12%

-35.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

75.39%

-31.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.39%

75.39%

-29.00%

BIB vs. CRMG - Expense Ratio Comparison

BIB has a 0.95% expense ratio, which is higher than CRMG's 0.75% expense ratio.


Dividends

BIB vs. CRMG - Dividend Comparison

BIB's dividend yield for the trailing twelve months is around 0.55%, while CRMG has not paid dividends to shareholders.


PositionTTM2025202420232022
BIB
ProShares Ultra Nasdaq Biotechnology
0.55%0.77%1.69%0.07%0.03%
CRMG
Leverage Shares 2X Long CRM Daily ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIB and CRMG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRMG has higher volatility (32.53%) compared to BIB (13.56%). In terms of maximum drawdown, BIB dropped -67.24% vs CRMG's -79.83%.

On 1-year performance, BIB leads with 100.86% vs -73.99% for CRMG. On fees, CRMG is cheaper at 0.75% per year. On volatility, BIB has been the lower-risk option at 13.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BIB has performed better with a 100.86% return vs -73.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRMG is cheaper with a 0.75% expense ratio, compared with 0.95% for BIB.

BIB has the higher dividend yield at 0.55%, compared with 0.00% for CRMG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for BIB and 0.75% for CRMG.

BIB currently has the higher Sharpe Ratio (2.51 vs -0.97), 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

Find the right allocation for BIB and CRMG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer