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BRTX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRTX and PIMIX is 0.12, 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.


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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Key characteristics

Sharpe Ratio

BRTX:

0.47

PIMIX:

1.93

Sortino Ratio

BRTX:

1.39

PIMIX:

2.87

Omega Ratio

BRTX:

1.16

PIMIX:

1.38

Calmar Ratio

BRTX:

0.36

PIMIX:

2.84

Martin Ratio

BRTX:

1.34

PIMIX:

8.31

Ulcer Index

BRTX:

26.90%

PIMIX:

0.96%

Daily Std Dev

BRTX:

89.92%

PIMIX:

4.14%

Max Drawdown

BRTX:

-100.00%

PIMIX:

-13.39%

Current Drawdown

BRTX:

-100.00%

PIMIX:

-0.51%

Returns By Period

In the year-to-date period, BRTX achieves a 22.73% return, which is significantly higher than PIMIX's 3.06% return. Over the past 10 years, BRTX has underperformed PIMIX with an annualized return of -62.69%, while PIMIX has yielded a comparatively higher 4.29% annualized return.


BRTX

YTD

22.73%

1M

-0.28%

6M

14.71%

1Y

41.53%

3Y*

-24.20%

5Y*

34.41%

10Y*

-62.69%

PIMIX

YTD

3.06%

1M

-0.47%

6M

2.24%

1Y

7.95%

3Y*

5.30%

5Y*

4.27%

10Y*

4.29%

*Annualized

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BioRestorative Therapies Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRTX vs. PIMIX — Risk-Adjusted Performance Rank

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

BRTX
The Risk-Adjusted Performance Rank of BRTX is 6969
Overall Rank
The Sharpe Ratio Rank of BRTX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BRTX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BRTX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BRTX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BRTX is 6767
Martin Ratio Rank

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 9292
Overall Rank
The Sharpe Ratio Rank of PIMIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRTX vs. PIMIX - Risk-Adjusted Performance 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.


The current BRTX Sharpe Ratio is 0.47, which is lower than the PIMIX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BRTX and PIMIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 6.21%.


TTM20242023202220212020201920182017201620152014
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
6.21%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.94%6.54%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRTX vs. PIMIX - Volatility Comparison

BioRestorative Therapies Inc (BRTX) has a higher volatility of 15.16% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.32%. 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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