BSVO vs. EBS
Compare and contrast key facts about EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Emergent BioSolutions Inc. (EBS).
BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSVO or EBS.
Key characteristics
| BSVO | EBS | |
|---|---|---|
| YTD Return | 6.92% | 281.67% |
| 1Y Return | 24.96% | 264.94% |
| Sharpe Ratio | 1.24 | 1.65 |
| Sortino Ratio | 1.88 | 3.07 |
| Omega Ratio | 1.22 | 1.40 |
| Calmar Ratio | 2.16 | 2.74 |
| Martin Ratio | 5.55 | 9.72 |
| Ulcer Index | 4.87% | 27.87% |
| Daily Std Dev | 21.74% | 163.72% |
| Max Drawdown | -12.52% | -98.89% |
| Current Drawdown | -2.33% | -93.21% |
Correlation
The correlation between BSVO and EBS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BSVO vs. EBS - Performance Comparison
In the year-to-date period, BSVO achieves a 6.92% return, which is significantly lower than EBS's 281.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BSVO vs. EBS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Emergent BioSolutions Inc. (EBS). 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.
Dividends
BSVO vs. EBS - Dividend Comparison
BSVO's dividend yield for the trailing twelve months is around 1.34%, while EBS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.34% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EBS Emergent BioSolutions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.65% |
Drawdowns
BSVO vs. EBS - Drawdown Comparison
The maximum BSVO drawdown since its inception was -12.52%, smaller than the maximum EBS drawdown of -98.89%. Use the drawdown chart below to compare losses from any high point for BSVO and EBS. For additional features, visit the drawdowns tool.
Volatility
BSVO vs. EBS - Volatility Comparison
The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 4.97%, while Emergent BioSolutions Inc. (EBS) has a volatility of 28.59%. This indicates that BSVO experiences smaller price fluctuations and is considered to be less risky than EBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.