ENVB vs. IBBQ
ENVB (Enveric Biosciences Inc) is a stock, while IBBQ (Invesco Nasdaq Biotechnology ETF) is Health & Biotech Equities fund tracking the NASDAQ / Biotechnology. Over the past 5 years, ENVB returned -85.20%/yr vs 4.77%/yr for IBBQ. At a 0.25 correlation, their price movements are largely independent.
Performance
ENVB vs. IBBQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ENVB achieves a -62.81% return, which is significantly lower than IBBQ's 8.67% return.
ENVB
- 1D
- 1.50%
- 1M
- -38.91%
- YTD
- -62.81%
- 6M
- -71.09%
- 1Y
- -91.00%
- 3Y*
- -87.42%
- 5Y*
- -85.20%
- 10Y*
- -75.09%
IBBQ
- 1D
- 0.93%
- 1M
- 5.09%
- YTD
- 8.67%
- 6M
- 7.00%
- 1Y
- 48.86%
- 3Y*
- 15.18%
- 5Y*
- 4.77%
- 10Y*
- —
ENVB vs. IBBQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ENVB Enveric Biosciences Inc | -62.81% | -94.37% | -72.43% | -37.50% | -95.53% | -61.57% |
IBBQ Invesco Nasdaq Biotechnology ETF | 8.67% | 33.32% | -0.63% | 4.73% | -10.41% | -6.24% |
Correlation
The correlation between ENVB and IBBQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.25 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENVB vs. IBBQ — Risk / Return Rank
ENVB
IBBQ
ENVB vs. IBBQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enveric Biosciences Inc (ENVB) and Invesco Nasdaq Biotechnology ETF (IBBQ). 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.
| ENVB | IBBQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -4.49 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.40 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 5.89 | -6.87 |
| Martin ratioReturn relative to average drawdown | -1.34 | 18.75 | -20.09 |
Loading charts...
Drawdowns
ENVB vs. IBBQ - Drawdown Comparison
The maximum ENVB drawdown since its inception was -100.00%, which is greater than IBBQ's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for ENVB and IBBQ.
Loading charts...
Drawdown Indicators
| ENVB | IBBQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -37.94% | -62.06% |
Max Drawdown (1Y)Largest decline over 1 year | -92.64% | -8.34% | -84.30% |
Max Drawdown (3Y)Largest decline over 3 years | -99.81% | -23.66% | -76.15% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -37.94% | -62.06% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | 0.00% | -100.00% |
Average DrawdownAverage peak-to-trough decline | -86.10% | -16.66% | -69.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.99% | 2.61% | +65.38% |
Volatility
ENVB vs. IBBQ - Volatility Comparison
Enveric Biosciences Inc (ENVB) has a higher volatility of 21.90% compared to Invesco Nasdaq Biotechnology ETF (IBBQ) at 6.82%. This indicates that ENVB's price experiences larger fluctuations and is considered to be riskier than IBBQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ENVB | IBBQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.90% | 6.82% | +15.08% |
Volatility (6M)Calculated over the trailing 6-month period | 105.52% | 15.72% | +89.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 174.84% | 20.03% | +154.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.05% | 21.92% | +134.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 164.54% | 21.87% | +142.67% |
Dividends
ENVB vs. IBBQ - Dividend Comparison
ENVB has not paid dividends to shareholders, while IBBQ's dividend yield for the trailing twelve months is around 0.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBBQ Invesco Nasdaq Biotechnology ETF | 0.83% | 0.90% | 1.14% | 0.81% | 0.76% | 0.63% |
Frequently Asked Questions
ENVB and IBBQ have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVB has higher volatility (21.90%) compared to IBBQ (6.82%). In terms of maximum drawdown, ENVB dropped -100.00% vs IBBQ's -37.94%.
IBBQ currently has the higher Sharpe Ratio (2.45 vs -0.52), 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.
Find the right allocation for ENVB and IBBQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer