EBS vs. BSVO
Compare and contrast key facts about Emergent BioSolutions Inc. (EBS) and EA Bridgeway Omni Small-Cap Value ETF (BSVO).
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: EBS or BSVO.
Key characteristics
| EBS | BSVO | |
|---|---|---|
| YTD Return | 280.83% | 7.21% |
| 1Y Return | 295.67% | 27.67% |
| Sharpe Ratio | 1.61 | 1.17 |
| Sortino Ratio | 3.05 | 1.78 |
| Omega Ratio | 1.39 | 1.21 |
| Calmar Ratio | 2.67 | 2.02 |
| Martin Ratio | 9.53 | 5.25 |
| Ulcer Index | 27.72% | 4.81% |
| Daily Std Dev | 163.72% | 21.68% |
| Max Drawdown | -98.89% | -12.52% |
| Current Drawdown | -93.23% | -2.06% |
Correlation
The correlation between EBS and BSVO 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
EBS vs. BSVO - Performance Comparison
In the year-to-date period, EBS achieves a 280.83% return, which is significantly higher than BSVO's 7.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
EBS Emergent BioSolutions Inc. | 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 | 1.33% | 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.
Volatility
EBS vs. BSVO - Volatility Comparison
Emergent BioSolutions Inc. (EBS) has a higher volatility of 28.61% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 4.98%. 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.