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

Correlation

The correlation between EBS and BSVO is 0.44, 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.


-0.50.00.51.00.4

Performance

EBS vs. BSVO - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
8.42%
8.29%
EBS
BSVO

Key characteristics

Sharpe Ratio

EBS:

3.38

BSVO:

0.44

Sortino Ratio

EBS:

3.81

BSVO:

0.80

Omega Ratio

EBS:

1.52

BSVO:

1.10

Calmar Ratio

EBS:

5.54

BSVO:

0.82

Martin Ratio

EBS:

17.34

BSVO:

1.89

Ulcer Index

EBS:

31.59%

BSVO:

5.02%

Daily Std Dev

EBS:

162.42%

BSVO:

21.63%

Max Drawdown

EBS:

-98.89%

BSVO:

-12.52%

Current Drawdown

EBS:

-92.08%

BSVO:

-6.72%

Returns By Period

In the year-to-date period, EBS achieves a 11.82% return, which is significantly higher than BSVO's 1.34% return.


EBS

YTD

11.82%

1M

3.59%

6M

8.42%

1Y

598.69%

5Y*

-29.74%

10Y*

-8.05%

BSVO

YTD

1.34%

1M

1.20%

6M

8.29%

1Y

12.48%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EBS vs. BSVO — Risk-Adjusted Performance Rank

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

EBS
The Risk-Adjusted Performance Rank of EBS is 9797
Overall Rank
The Sharpe Ratio Rank of EBS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EBS is 9696
Sortino Ratio Rank
The Omega Ratio Rank of EBS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of EBS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EBS is 9797
Martin Ratio Rank

BSVO
The Risk-Adjusted Performance Rank of BSVO is 2424
Overall Rank
The Sharpe Ratio Rank of BSVO is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of BSVO is 2020
Sortino Ratio Rank
The Omega Ratio Rank of BSVO is 1919
Omega Ratio Rank
The Calmar Ratio Rank of BSVO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BSVO is 2424
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.

EBS vs. BSVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emergent BioSolutions Inc. (EBS) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.


Sharpe ratio
The chart of Sharpe ratio for EBS, currently valued at 3.38, compared to the broader market-2.000.002.004.003.380.44
The chart of Sortino ratio for EBS, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.003.810.80
The chart of Omega ratio for EBS, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.10
The chart of Calmar ratio for EBS, currently valued at 6.18, compared to the broader market0.002.004.006.006.180.82
The chart of Martin ratio for EBS, currently valued at 17.34, compared to the broader market-10.000.0010.0020.0017.341.89
EBS
BSVO

The current EBS Sharpe Ratio is 3.38, which is higher than the BSVO Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EBS and BSVO, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
3.38
0.44
EBS
BSVO

Dividends

EBS vs. BSVO - Dividend Comparison

EBS has not paid dividends to shareholders, while BSVO's dividend yield for the trailing twelve months is around 1.59%.


TTM202420232022202120202019201820172016
EBS
Emergent BioSolutions Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.65%
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.59%1.61%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EBS vs. BSVO - Drawdown Comparison

The maximum EBS drawdown since its inception was -98.89%, which is greater than BSVO's maximum drawdown of -12.52%. Use the drawdown chart below to compare losses from any high point for EBS and BSVO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-27.62%
-6.72%
EBS
BSVO

Volatility

EBS vs. BSVO - Volatility Comparison

Emergent BioSolutions Inc. (EBS) has a higher volatility of 15.33% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 4.79%. This indicates that EBS's price experiences larger fluctuations and is considered to be riskier than BSVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
15.33%
4.79%
EBS
BSVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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