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

Correlation

The correlation between EBS and BSVO is 0.64, 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

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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Key characteristics

Sharpe Ratio

EBS:

0.20

BSVO:

-0.18

Sortino Ratio

EBS:

1.34

BSVO:

-0.10

Omega Ratio

EBS:

1.18

BSVO:

0.99

Calmar Ratio

EBS:

0.35

BSVO:

-0.17

Martin Ratio

EBS:

0.77

BSVO:

-0.44

Ulcer Index

EBS:

43.83%

BSVO:

11.03%

Daily Std Dev

EBS:

123.15%

BSVO:

25.64%

Max Drawdown

EBS:

-98.89%

BSVO:

-28.67%

Current Drawdown

EBS:

-95.32%

BSVO:

-17.18%

Returns By Period

In the year-to-date period, EBS achieves a -33.89% return, which is significantly lower than BSVO's -10.02% return.


EBS

YTD

-33.89%

1M

18.35%

6M

-37.55%

1Y

24.17%

3Y*

-42.34%

5Y*

-40.32%

10Y*

-13.82%

BSVO

YTD

-10.02%

1M

6.33%

6M

-16.12%

1Y

-4.70%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Emergent BioSolutions Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6767
Overall Rank
The Sharpe Ratio Rank of EBS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of EBS is 7373
Sortino Ratio Rank
The Omega Ratio Rank of EBS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EBS is 6868
Calmar Ratio Rank
The Martin Ratio Rank of EBS is 6161
Martin Ratio Rank

BSVO
The Risk-Adjusted Performance Rank of BSVO is 1010
Overall Rank
The Sharpe Ratio Rank of BSVO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BSVO is 1010
Sortino Ratio Rank
The Omega Ratio Rank of BSVO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BSVO is 88
Calmar Ratio Rank
The Martin Ratio Rank of BSVO is 1010
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.


The current EBS Sharpe Ratio is 0.20, which is higher than the BSVO Sharpe Ratio of -0.18. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.79%.


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
1.79%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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EBS vs. BSVO - Volatility Comparison

Emergent BioSolutions Inc. (EBS) has a higher volatility of 40.84% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 7.01%. 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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