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BIS vs. PJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIS vs. PJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Nasdaq Biotechnology (BIS) and Invesco Dynamic Pharmaceuticals ETF (PJP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIS achieves a -16.48% return, which is significantly lower than PJP's 7.87% return. Over the past 10 years, BIS has underperformed PJP with an annualized return of -25.94%, while PJP has yielded a comparatively higher 7.25% annualized return.


BIS

1D
-3.68%
1M
-8.41%
YTD
-16.48%
6M
-12.83%
1Y
-54.85%
3Y*
-24.54%
5Y*
-14.79%
10Y*
-25.94%

PJP

1D
0.70%
1M
3.08%
YTD
7.87%
6M
4.83%
1Y
42.28%
3Y*
15.13%
5Y*
8.22%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIS vs. PJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIS
ProShares UltraShort Nasdaq Biotechnology
-16.48%-45.95%4.79%-6.54%-2.14%-14.74%-56.01%-41.01%5.14%-36.98%
PJP
Invesco Dynamic Pharmaceuticals ETF
7.87%27.98%9.63%-2.18%-2.16%14.58%11.29%4.64%-1.78%15.30%

Correlation

The correlation between BIS and PJP is -0.81, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.81

Correlation (3Y)
Calculated over the trailing 3-year period

-0.81

Correlation (5Y)
Calculated over the trailing 5-year period

-0.80

Correlation (10Y)
Calculated over the trailing 10-year period

-0.81

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

-0.81

The correlation between BIS and PJP has been stable across timeframes, ranging from -0.81 to -0.80 - a consistent structural relationship.

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Return for Risk

BIS vs. PJP — Risk / Return Rank

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

BIS
BIS Risk / Return Rank: 11
Overall Rank
BIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BIS Sortino Ratio Rank: 00
Sortino Ratio Rank
BIS Omega Ratio Rank: 00
Omega Ratio Rank
BIS Calmar Ratio Rank: 00
Calmar Ratio Rank
BIS Martin Ratio Rank: 22
Martin Ratio Rank

PJP
PJP Risk / Return Rank: 8181
Overall Rank
PJP Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 8585
Sortino Ratio Rank
PJP Omega Ratio Rank: 7676
Omega Ratio Rank
PJP Calmar Ratio Rank: 8585
Calmar Ratio Rank
PJP Martin Ratio Rank: 7777
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.

BIS vs. PJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Nasdaq Biotechnology (BIS) and Invesco Dynamic Pharmaceuticals ETF (PJP). 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.


BISPJPDifference
Sharpe ratioReturn per unit of total volatility

-3.93

Sortino ratioReturn per unit of downside risk

-5.89

Omega ratioGain probability vs. loss probability

0.75

1.43

-0.67

Calmar ratioReturn relative to maximum drawdown

-1.00

4.50

-5.50

Martin ratioReturn relative to average drawdown

-1.33

14.26

-15.60

BIS vs. PJP - Sharpe Ratio Comparison

The current BIS Sharpe Ratio is -1.36, which is lower than the PJP Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BIS and PJP, 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

BIS vs. PJP - Drawdown Comparison

The maximum BIS drawdown since its inception was -99.87%, which is greater than PJP's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for BIS and PJP.


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Drawdown Indicators


BISPJPDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-37.06%

-62.81%

Max Drawdown (1Y)

Largest decline over 1 year

-55.15%

-9.44%

-45.71%

Max Drawdown (3Y)

Largest decline over 3 years

-67.35%

-16.27%

-51.08%

Max Drawdown (5Y)

Largest decline over 5 years

-75.16%

-17.51%

-57.65%

Max Drawdown (10Y)

Largest decline over 10 years

-95.32%

-33.95%

-61.37%

Current Drawdown

Current decline from peak

-99.87%

-1.26%

-98.61%

Average Drawdown

Average peak-to-trough decline

-90.04%

-8.83%

-81.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.17%

2.97%

+38.20%

Volatility

BIS vs. PJP - Volatility Comparison

ProShares UltraShort Nasdaq Biotechnology (BIS) has a higher volatility of 13.78% compared to Invesco Dynamic Pharmaceuticals ETF (PJP) at 5.20%. This indicates that BIS's price experiences larger fluctuations and is considered to be riskier than PJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BISPJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.78%

5.20%

+8.58%

Volatility (6M)

Calculated over the trailing 6-month period

32.11%

12.34%

+19.77%

Volatility (1Y)

Calculated over the trailing 1-year period

40.56%

16.54%

+24.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.79%

16.19%

+27.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.37%

18.39%

+27.98%

BIS vs. PJP - Expense Ratio Comparison

BIS has a 0.95% expense ratio, which is higher than PJP's 0.58% expense ratio.


Dividends

BIS vs. PJP - Dividend Comparison

BIS's dividend yield for the trailing twelve months is around 5.51%, more than PJP's 1.19% yield.


PositionTTM20252024202320222021202020192018201720162015
BIS
ProShares UltraShort Nasdaq Biotechnology
5.51%5.25%3.73%1.75%0.00%0.00%0.45%2.11%0.37%0.00%0.00%0.00%
PJP
Invesco Dynamic Pharmaceuticals ETF
1.19%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%

Frequently Asked Questions


BIS and PJP have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIS has higher volatility (13.78%) compared to PJP (5.20%). In terms of maximum drawdown, BIS dropped -99.87% vs PJP's -37.06%.

On 10-year performance, PJP leads with 7.25% vs -25.94% for BIS. On fees, PJP is cheaper at 0.58% per year. On volatility, PJP has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PJP has performed better with a 7.25% return vs -25.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PJP is cheaper with a 0.58% expense ratio, compared with 0.95% for BIS.

BIS has the higher dividend yield at 5.51%, compared with 1.19% for PJP.

BIS is categorized as Leveraged Equities, while PJP is Health & Biotech Equities. BIS tracks NASDAQ Biotechnology Index (-200%), while PJP tracks Dynamic Pharmaceuticals Intellidex Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for BIS and 0.58% for PJP.

PJP currently has the higher Sharpe Ratio (2.57 vs -1.36), 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 BIS and PJP

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