BSVO vs. EBS
BSVO (EA Bridgeway Omni Small-Cap Value ETF) is Small Cap Value Equities fund actively managed by Bridgeway, while EBS (Emergent BioSolutions Inc.) is a stock. Over the past 3 years, BSVO returned 19.92%/yr vs -4.92%/yr for EBS. At a 0.45 correlation, their price movements are largely independent.
Performance
BSVO vs. EBS - Performance Comparison
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Returns By Period
In the year-to-date period, BSVO achieves a 22.35% return, which is significantly higher than EBS's -35.19% return.
BSVO
- 1D
- 0.72%
- 1M
- 3.29%
- YTD
- 22.35%
- 6M
- 20.39%
- 1Y
- 44.28%
- 3Y*
- 19.92%
- 5Y*
- —
- 10Y*
- —
EBS
- 1D
- 2.04%
- 1M
- -5.21%
- YTD
- -35.19%
- 6M
- -36.12%
- 1Y
- 22.85%
- 3Y*
- -4.92%
- 5Y*
- -33.56%
- 10Y*
- -11.67%
BSVO vs. EBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 22.35% | 9.21% | 4.68% | 21.95% |
EBS Emergent BioSolutions Inc. | -35.19% | 29.29% | 298.33% | -75.23% |
Correlation
The correlation between BSVO and EBS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023 | 0.45 |
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Return for Risk
BSVO vs. EBS — Risk / Return Rank
BSVO
EBS
BSVO vs. EBS - Risk-Adjusted Trends 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.
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.
| BSVO | EBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.15 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.35 | 0.52 | +4.83 |
| Martin ratioReturn relative to average drawdown | 15.22 | 0.92 | +14.30 |
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Drawdowns
BSVO vs. EBS - Drawdown Comparison
The maximum BSVO drawdown since its inception was -28.67%, 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.
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Drawdown Indicators
| BSVO | EBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.67% | -98.89% | +70.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -44.24% | +35.93% |
Max Drawdown (3Y)Largest decline over 3 years | -28.67% | -83.91% | +55.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -97.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.89% | — |
Current DrawdownCurrent decline from peak | -1.55% | -94.06% | +92.51% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -41.24% | +35.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 24.95% | -22.03% |
Volatility
BSVO vs. EBS - Volatility Comparison
The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 4.98%, while Emergent BioSolutions Inc. (EBS) has a volatility of 17.69%. 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.
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Volatility by Period
| BSVO | EBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 17.69% | -12.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 48.11% | -35.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 82.32% | -63.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.65% | 102.28% | -80.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 79.77% | -58.12% |
Dividends
BSVO vs. EBS - Dividend Comparison
BSVO's dividend yield for the trailing twelve months is around 1.24%, while EBS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.24% | 1.52% | 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% | 0.00% | 5.65% |
Frequently Asked Questions
BSVO and EBS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EBS has higher volatility (17.69%) compared to BSVO (4.98%). In terms of maximum drawdown, BSVO dropped -28.67% vs EBS's -98.89%.
BSVO currently has the higher Sharpe Ratio (2.35 vs 0.28), 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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