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BIB vs. NDAQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIB vs. NDAQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Biotechnology (BIB) and Nasdaq, Inc. (NDAQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIB achieves a 20.44% return, which is significantly higher than NDAQ's -2.42% return. Over the past 10 years, BIB has underperformed NDAQ with an annualized return of 6.70%, while NDAQ has yielded a comparatively higher 16.61% annualized return.


BIB

1D
-0.55%
1M
-10.07%
6M
13.09%
YTD
20.44%
1Y
89.25%
3Y*
24.35%
5Y*
-1.15%
10Y*
6.70%
ALL TIME*
17.23%

NDAQ

1D
-0.05%
1M
11.20%
6M
-2.10%
YTD
-2.42%
1Y
0.17%
3Y*
25.65%
5Y*
9.81%
10Y*
16.61%
ALL TIME*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$598.53K$1.01M$971.81K
$359.38M$367.92M$353.86M

BIB vs. NDAQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIB
ProShares Ultra Nasdaq Biotechnology
20.44%59.21%-9.84%-1.06%-28.85%-6.02%39.79%46.71%-24.93%40.49%
NDAQ
Nasdaq, Inc.
-2.42%27.19%34.85%-3.66%-11.19%60.13%25.99%33.88%8.21%16.76%

Correlation

The correlation between BIB and NDAQ is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.42

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2010

0.40

Over the past year, the correlation between BIB and NDAQ has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

BIB vs. NDAQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BIB
BIB Risk / Return Rank: 8686
Overall Rank
BIB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BIB Sortino Ratio Rank: 8282
Sortino Ratio Rank
BIB Omega Ratio Rank: 7676
Omega Ratio Rank
BIB Calmar Ratio Rank: 9595
Calmar Ratio Rank
BIB Martin Ratio Rank: 9090
Martin Ratio Rank

NDAQ
NDAQ Risk / Return Rank: 4242
Overall Rank
NDAQ Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NDAQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
NDAQ Omega Ratio Rank: 3838
Omega Ratio Rank
NDAQ Calmar Ratio Rank: 4444
Calmar Ratio Rank
NDAQ Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BIB vs. NDAQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Biotechnology (BIB) and Nasdaq, Inc. (NDAQ). 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.


BIBNDAQDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.33

1.03

+0.30

Calmar ratioReturn relative to maximum drawdown

5.30

0.01

+5.30

Martin ratioReturn relative to average drawdown

14.80

0.02

+14.78

BIB vs. NDAQ - Sharpe Ratio Comparison

The current BIB Sharpe Ratio is 2.21, which is higher than the NDAQ Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of BIB and NDAQ, 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

BIB vs. NDAQ - Drawdown Comparison

The maximum BIB drawdown since its inception was -67.24%, roughly equal to the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for BIB and NDAQ.


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Drawdown Indicators


BIBNDAQDifference

Max Drawdown

Largest peak-to-trough decline

-67.24%

-68.48%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.92%

-23.39%

+6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-45.30%

-23.39%

-21.91%

Max Drawdown (5Y)

Largest decline over 5 years

-65.86%

-32.84%

-33.02%

Max Drawdown (10Y)

Largest decline over 10 years

-66.20%

-38.31%

-27.89%

Current Drawdown

Current decline from peak

-12.53%

-6.14%

-6.39%

Average Drawdown

Average peak-to-trough decline

-32.54%

-23.74%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

10.74%

-4.69%

Volatility

BIB vs. NDAQ - Volatility Comparison

ProShares Ultra Nasdaq Biotechnology (BIB) has a higher volatility of 10.35% compared to Nasdaq, Inc. (NDAQ) at 8.67%. This indicates that BIB's price experiences larger fluctuations and is considered to be riskier than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIBNDAQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

8.67%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

31.34%

24.27%

+7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

40.61%

27.40%

+13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.69%

24.65%

+19.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.30%

24.60%

+21.70%

Dividends

BIB vs. NDAQ - Dividend Comparison

BIB's dividend yield for the trailing twelve months is around 0.34%, less than NDAQ's 1.19% yield.


PositionTTM20252024202320222021202020192018201720162015
BIB
ProShares Ultra Nasdaq Biotechnology
0.34%0.77%1.69%0.07%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NDAQ
Nasdaq, Inc.
1.19%1.08%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%

Frequently Asked Questions


BIB and NDAQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIB has higher volatility (10.35%) compared to NDAQ (8.67%). In terms of maximum drawdown, BIB dropped -67.24% vs NDAQ's -68.48%.

BIB currently has the higher Sharpe Ratio (2.21 vs 0.01), 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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