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EBS vs. BSVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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EBS vs. BSVO - Yearly Performance Comparison


2026 (YTD)202520242023
EBS
Emergent BioSolutions Inc.
-32.20%29.29%298.33%-74.82%
BSVO
EA Bridgeway Omni Small-Cap Value ETF
9.12%9.21%4.68%22.38%

Returns By Period

In the year-to-date period, EBS achieves a -32.20% return, which is significantly lower than BSVO's 9.12% return.


EBS

1D
0.96%
1M
-6.79%
YTD
-32.20%
6M
-8.81%
1Y
76.79%
3Y*
-6.83%
5Y*
-36.39%
10Y*
-13.20%

BSVO

1D
0.21%
1M
-2.48%
YTD
9.12%
6M
13.72%
1Y
32.58%
3Y*
14.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EBS vs. BSVO — Risk / Return Rank

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

EBS
EBS Risk / Return Rank: 7373
Overall Rank
EBS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EBS Sortino Ratio Rank: 7676
Sortino Ratio Rank
EBS Omega Ratio Rank: 7676
Omega Ratio Rank
EBS Calmar Ratio Rank: 7272
Calmar Ratio Rank
EBS Martin Ratio Rank: 7373
Martin Ratio Rank

BSVO
BSVO Risk / Return Rank: 7373
Overall Rank
BSVO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 7575
Sortino Ratio Rank
BSVO Omega Ratio Rank: 7070
Omega Ratio Rank
BSVO Calmar Ratio Rank: 7676
Calmar Ratio Rank
BSVO Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EBS vs. BSVO - Risk-Adjusted Trends 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.


EBSBSVODifference

Sharpe ratio

Return per unit of total volatility

0.83

1.38

-0.55

Sortino ratio

Return per unit of downside risk

1.94

1.99

-0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

1.69

2.19

-0.51

Martin ratio

Return relative to average drawdown

4.27

8.02

-3.74

EBS vs. BSVO - Sharpe Ratio Comparison

The current EBS Sharpe Ratio is 0.83, which is lower than the BSVO Sharpe Ratio of 1.38. 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.


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Sharpe Ratios by Period


EBSBSVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.38

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.68

-0.70

Correlation

The correlation between EBS and BSVO 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.


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 1.39%.


TTM2025202420232022202120202019201820172016
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%
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.39%1.52%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 -28.67%. Use the drawdown chart below to compare losses from any high point for EBS and BSVO.


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Drawdown Indicators


EBSBSVODifference

Max Drawdown

Largest peak-to-trough decline

-98.89%

-28.67%

-70.22%

Max Drawdown (1Y)

Largest decline over 1 year

-42.95%

-14.92%

-28.03%

Max Drawdown (5Y)

Largest decline over 5 years

-98.14%

Max Drawdown (10Y)

Largest decline over 10 years

-98.89%

Current Drawdown

Current decline from peak

-93.79%

-4.13%

-89.66%

Average Drawdown

Average peak-to-trough decline

-40.60%

-5.99%

-34.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.95%

4.08%

+12.87%

Volatility

EBS vs. BSVO - Volatility Comparison

Emergent BioSolutions Inc. (EBS) has a higher volatility of 9.05% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 5.52%. 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.


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Volatility by Period


EBSBSVODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

5.52%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

61.33%

13.48%

+47.85%

Volatility (1Y)

Calculated over the trailing 1-year period

93.41%

23.76%

+69.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.08%

22.02%

+80.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.69%

22.02%

+57.67%