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BRTX vs. PIMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRTX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioRestorative Therapies Inc (BRTX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRTX achieves a -65.53% return, which is significantly lower than PIMIX's 0.81% return. Over the past 10 years, BRTX has underperformed PIMIX with an annualized return of -64.98%, while PIMIX has yielded a comparatively higher 4.67% annualized return.


BRTX

1D
-2.24%
1M
65.44%
YTD
-65.53%
6M
-63.51%
1Y
-77.25%
3Y*
-57.32%
5Y*
-58.16%
10Y*
-64.98%

PIMIX

1D
0.19%
1M
0.08%
YTD
0.81%
6M
1.50%
1Y
7.99%
3Y*
7.77%
5Y*
3.45%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRTX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRTX
BioRestorative Therapies Inc
-65.53%-17.83%-17.81%-36.73%-36.64%-84.28%38.00%-99.44%-75.68%12.12%
PIMIX
PIMCO Income Fund Institutional Class
0.81%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Correlation

The correlation between BRTX and PIMIX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.11

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

0.11

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

0.08

Correlation (All Time)
Calculated using the full available price history since May 15, 2013

0.08

The correlation between BRTX and PIMIX shifts across timeframes, from 0.08 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BRTX vs. PIMIX — Risk / Return Rank

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

BRTX
BRTX Risk / Return Rank: 1414
Overall Rank
BRTX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BRTX Sortino Ratio Rank: 1919
Sortino Ratio Rank
BRTX Omega Ratio Rank: 1717
Omega Ratio Rank
BRTX Calmar Ratio Rank: 99
Calmar Ratio Rank
BRTX Martin Ratio Rank: 88
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 4141
Overall Rank
PIMIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 4848
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 3333
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.

BRTX vs. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BioRestorative Therapies Inc (BRTX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


BRTXPIMIXDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-3.37

Omega ratioGain probability vs. loss probability

0.92

1.36

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.85

2.10

-2.94

Martin ratioReturn relative to average drawdown

-1.39

7.27

-8.66

BRTX vs. PIMIX - Sharpe Ratio Comparison

The current BRTX Sharpe Ratio is -0.55, which is lower than the PIMIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BRTX and PIMIX, 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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Sharpe Ratios by Period


BRTXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

1.87

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.72

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

1.10

-1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

1.56

-1.82

Drawdowns

BRTX vs. PIMIX - Drawdown Comparison

The maximum BRTX drawdown since its inception was -100.00%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for BRTX and PIMIX.


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Drawdown Indicators


BRTXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-13.39%

-86.61%

Max Drawdown (1Y)

Largest decline over 1 year

-91.51%

-3.69%

-87.82%

Max Drawdown (3Y)

Largest decline over 3 years

-97.38%

-3.84%

-93.54%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

-13.34%

-86.19%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-13.39%

-86.61%

Current Drawdown

Current decline from peak

-100.00%

-1.12%

-98.88%

Average Drawdown

Average peak-to-trough decline

-88.37%

-1.69%

-86.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.45%

1.06%

+54.39%

Volatility

BRTX vs. PIMIX - Volatility Comparison

BioRestorative Therapies Inc (BRTX) has a higher volatility of 70.29% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.69%. This indicates that BRTX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRTXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

70.29%

1.69%

+68.60%

Volatility (6M)

Calculated over the trailing 6-month period

129.69%

3.29%

+126.40%

Volatility (1Y)

Calculated over the trailing 1-year period

139.97%

4.17%

+135.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.64%

4.84%

+116.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

267.60%

4.25%

+263.35%

Dividends

BRTX vs. PIMIX - Dividend Comparison

BRTX has not paid dividends to shareholders, while PIMIX's dividend yield for the trailing twelve months is around 5.84%.


PositionTTM20252024202320222021202020192018201720162015
BRTX
BioRestorative Therapies Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PIMIX
PIMCO Income Fund Institutional Class
5.84%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Frequently Asked Questions


BRTX and PIMIX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRTX has higher volatility (70.29%) compared to PIMIX (1.69%). In terms of maximum drawdown, BRTX dropped -100.00% vs PIMIX's -13.39%.

PIMIX currently has the higher Sharpe Ratio (1.87 vs -0.55), 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.

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