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BSVO vs. EBS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSVO and EBS is 0.45, 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.


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Performance

BSVO vs. EBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Emergent BioSolutions Inc. (EBS). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%OctoberNovemberDecember2025FebruaryMarch
12.55%
-42.18%
BSVO
EBS

Key characteristics

Sharpe Ratio

BSVO:

-0.26

EBS:

0.69

Sortino Ratio

BSVO:

-0.23

EBS:

2.01

Omega Ratio

BSVO:

0.97

EBS:

1.27

Calmar Ratio

BSVO:

-0.29

EBS:

0.98

Martin Ratio

BSVO:

-0.87

EBS:

2.92

Ulcer Index

BSVO:

6.33%

EBS:

33.09%

Daily Std Dev

BSVO:

21.33%

EBS:

140.14%

Max Drawdown

BSVO:

-19.13%

EBS:

-98.89%

Current Drawdown

BSVO:

-19.13%

EBS:

-95.92%

Returns By Period

In the year-to-date period, BSVO achieves a -12.15% return, which is significantly higher than EBS's -42.36% return.


BSVO

YTD

-12.15%

1M

-13.59%

6M

-7.97%

1Y

-5.40%

5Y*

N/A

10Y*

N/A

EBS

YTD

-42.36%

1M

-43.02%

6M

-27.79%

1Y

145.98%

5Y*

-39.74%

10Y*

-14.52%

*Annualized

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Risk-Adjusted Performance

BSVO vs. EBS — Risk-Adjusted Performance Rank

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

BSVO
The Risk-Adjusted Performance Rank of BSVO is 88
Overall Rank
The Sharpe Ratio Rank of BSVO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BSVO is 99
Sortino Ratio Rank
The Omega Ratio Rank of BSVO is 99
Omega Ratio Rank
The Calmar Ratio Rank of BSVO is 66
Calmar Ratio Rank
The Martin Ratio Rank of BSVO is 77
Martin Ratio Rank

EBS
The Risk-Adjusted Performance Rank of EBS is 8181
Overall Rank
The Sharpe Ratio Rank of EBS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of EBS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EBS is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EBS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EBS is 7777
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.

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.


The chart of Sharpe ratio for BSVO, currently valued at -0.26, compared to the broader market-1.000.001.002.003.004.005.00-0.260.69
The chart of Sortino ratio for BSVO, currently valued at -0.23, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.232.01
The chart of Omega ratio for BSVO, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.27
The chart of Calmar ratio for BSVO, currently valued at -0.29, compared to the broader market0.005.0010.0015.00-0.291.13
The chart of Martin ratio for BSVO, currently valued at -0.87, compared to the broader market0.0020.0040.0060.0080.00100.00-0.872.92
BSVO
EBS

The current BSVO Sharpe Ratio is -0.26, which is lower than the EBS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BSVO and EBS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
-0.26
0.69
BSVO
EBS

Dividends

BSVO vs. EBS - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.83%, while EBS has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.83%1.61%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%0.00%5.65%

Drawdowns

BSVO vs. EBS - Drawdown Comparison

The maximum BSVO drawdown since its inception was -19.13%, 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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-19.13%
-62.69%
BSVO
EBS

Volatility

BSVO vs. EBS - Volatility Comparison

The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 4.99%, while Emergent BioSolutions Inc. (EBS) has a volatility of 26.79%. 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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2025FebruaryMarch
4.99%
26.79%
BSVO
EBS