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ETHSX vs. BB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETHSX and BB is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ETHSX vs. BB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Worldwide Health Sciences Fund (ETHSX) and BlackBerry Limited (BB). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-6.33%
72.50%
ETHSX
BB

Key characteristics

Sharpe Ratio

ETHSX:

0.25

BB:

0.36

Sortino Ratio

ETHSX:

0.42

BB:

1.00

Omega Ratio

ETHSX:

1.05

BB:

1.13

Calmar Ratio

ETHSX:

0.20

BB:

0.22

Martin Ratio

ETHSX:

0.54

BB:

0.80

Ulcer Index

ETHSX:

5.23%

BB:

27.33%

Daily Std Dev

ETHSX:

11.23%

BB:

61.30%

Max Drawdown

ETHSX:

-45.11%

BB:

-98.57%

Current Drawdown

ETHSX:

-11.90%

BB:

-97.19%

Returns By Period

In the year-to-date period, ETHSX achieves a 2.01% return, which is significantly lower than BB's 9.52% return. Over the past 10 years, ETHSX has outperformed BB with an annualized return of 3.82%, while BB has yielded a comparatively lower -8.68% annualized return.


ETHSX

YTD

2.01%

1M

-0.60%

6M

-6.78%

1Y

3.74%

5Y*

6.31%

10Y*

3.82%

BB

YTD

9.52%

1M

33.98%

6M

66.27%

1Y

21.76%

5Y*

-9.30%

10Y*

-8.68%

*Annualized

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Risk-Adjusted Performance

ETHSX vs. BB — Risk-Adjusted Performance Rank

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

ETHSX
The Risk-Adjusted Performance Rank of ETHSX is 2323
Overall Rank
The Sharpe Ratio Rank of ETHSX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ETHSX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ETHSX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ETHSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ETHSX is 1919
Martin Ratio Rank

BB
The Risk-Adjusted Performance Rank of BB is 6161
Overall Rank
The Sharpe Ratio Rank of BB is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BB is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BB is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BB is 5858
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.

ETHSX vs. BB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Worldwide Health Sciences Fund (ETHSX) and BlackBerry Limited (BB). 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 chart of Sharpe ratio for ETHSX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.000.250.36
The chart of Sortino ratio for ETHSX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.000.421.00
The chart of Omega ratio for ETHSX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.13
The chart of Calmar ratio for ETHSX, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.200.22
The chart of Martin ratio for ETHSX, currently valued at 0.54, compared to the broader market0.0020.0040.0060.000.540.80
ETHSX
BB

The current ETHSX Sharpe Ratio is 0.25, which is comparable to the BB Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ETHSX and BB, 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 Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.25
0.36
ETHSX
BB

Dividends

ETHSX vs. BB - Dividend Comparison

ETHSX's dividend yield for the trailing twelve months is around 0.18%, while BB has not paid dividends to shareholders.


TTM2024202320222021202020192018
ETHSX
Eaton Vance Worldwide Health Sciences Fund
0.18%0.19%0.13%0.21%0.24%0.51%0.58%0.34%
BB
BlackBerry Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ETHSX vs. BB - Drawdown Comparison

The maximum ETHSX drawdown since its inception was -45.11%, smaller than the maximum BB drawdown of -98.57%. Use the drawdown chart below to compare losses from any high point for ETHSX and BB. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.90%
-97.19%
ETHSX
BB

Volatility

ETHSX vs. BB - Volatility Comparison

The current volatility for Eaton Vance Worldwide Health Sciences Fund (ETHSX) is 3.45%, while BlackBerry Limited (BB) has a volatility of 29.20%. This indicates that ETHSX experiences smaller price fluctuations and is considered to be less risky than BB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
3.45%
29.20%
ETHSX
BB