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BIOG.L vs. IBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIOG.L vs. IBB - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in The Biotech Growth Trust plc (BIOG.L) and iShares Nasdaq Biotechnology ETF (IBB). The values are adjusted to include any dividend payments, if applicable.

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BIOG.L vs. IBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIOG.L
The Biotech Growth Trust plc
6.67%40.35%-4.36%-3.46%-22.05%-24.62%67.66%48.50%-19.87%12.06%
IBB
iShares Nasdaq Biotechnology ETF
2.54%18.86%-0.71%-1.43%-3.43%1.91%22.31%20.65%-4.17%10.61%
Different Trading Currencies

BIOG.L is traded in GBp, while IBB is traded in USD. To make them comparable, the IBB values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIOG.L achieves a 6.67% return, which is significantly higher than IBB's 2.54% return. Both investments have delivered pretty close results over the past 10 years, with BIOG.L having a 7.69% annualized return and IBB not far behind at 7.68%.


BIOG.L

1D
1.59%
1M
1.19%
YTD
6.67%
6M
24.88%
1Y
71.12%
3Y*
17.80%
5Y*
-2.60%
10Y*
7.69%

IBB

1D
0.53%
1M
-1.00%
YTD
2.54%
6M
16.70%
1Y
33.61%
3Y*
7.32%
5Y*
3.49%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BIOG.L vs. IBB — Risk / Return Rank

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

BIOG.L
BIOG.L Risk / Return Rank: 9292
Overall Rank
BIOG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BIOG.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
BIOG.L Omega Ratio Rank: 8888
Omega Ratio Rank
BIOG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
BIOG.L Martin Ratio Rank: 9595
Martin Ratio Rank

IBB
IBB Risk / Return Rank: 8181
Overall Rank
IBB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IBB Sortino Ratio Rank: 8181
Sortino Ratio Rank
IBB Omega Ratio Rank: 7373
Omega Ratio Rank
IBB Calmar Ratio Rank: 8888
Calmar Ratio Rank
IBB Martin Ratio Rank: 8585
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.

BIOG.L vs. IBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Biotech Growth Trust plc (BIOG.L) and iShares Nasdaq Biotechnology ETF (IBB). 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.


BIOG.LIBBDifference

Sharpe ratio

Return per unit of total volatility

2.45

1.43

+1.02

Sortino ratio

Return per unit of downside risk

2.92

1.99

+0.93

Omega ratio

Gain probability vs. loss probability

1.38

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

5.83

2.84

+2.99

Martin ratio

Return relative to average drawdown

17.13

7.70

+9.43

BIOG.L vs. IBB - Sharpe Ratio Comparison

The current BIOG.L Sharpe Ratio is 2.45, which is higher than the IBB Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BIOG.L and IBB, 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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Sharpe Ratios by Period


BIOG.LIBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

1.43

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.17

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.33

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.54

-0.18

Correlation

The correlation between BIOG.L and IBB is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BIOG.L vs. IBB - Dividend Comparison

BIOG.L has not paid dividends to shareholders, while IBB's dividend yield for the trailing twelve months is around 0.23%.


TTM20252024202320222021202020192018201720162015
BIOG.L
The Biotech Growth Trust plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBB
iShares Nasdaq Biotechnology ETF
0.23%0.23%0.29%0.26%0.31%0.21%0.21%0.33%0.20%0.30%0.19%0.03%

Drawdowns

BIOG.L vs. IBB - Drawdown Comparison

The maximum BIOG.L drawdown since its inception was -85.07%, which is greater than IBB's maximum drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for BIOG.L and IBB.


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Drawdown Indicators


BIOG.LIBBDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-62.85%

-22.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.76%

-11.65%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-57.68%

-39.82%

-17.86%

Max Drawdown (10Y)

Largest decline over 10 years

-64.29%

-39.82%

-24.47%

Current Drawdown

Current decline from peak

-26.27%

-4.16%

-22.11%

Average Drawdown

Average peak-to-trough decline

-36.80%

-21.30%

-15.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

3.27%

+1.05%

Volatility

BIOG.L vs. IBB - Volatility Comparison

The Biotech Growth Trust plc (BIOG.L) has a higher volatility of 9.89% compared to iShares Nasdaq Biotechnology ETF (IBB) at 7.67%. This indicates that BIOG.L's price experiences larger fluctuations and is considered to be riskier than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIOG.LIBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

7.67%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

21.07%

13.93%

+7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

28.94%

23.77%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.36%

20.89%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

23.41%

+3.98%