ETHSX vs. BB
ETHSX (Eaton Vance Worldwide Health Sciences Fund) is Health & Biotech Equities fund managed by Eaton Vance, while BB (BlackBerry Limited) is a stock. Over the past 10 years, ETHSX returned 7.50%/yr vs 0.98%/yr for BB. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
ETHSX vs. BB - Performance Comparison
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Returns By Period
In the year-to-date period, ETHSX achieves a 1.13% return, which is significantly lower than BB's 124.27% return. Over the past 10 years, ETHSX has outperformed BB with an annualized return of 7.50%, while BB has yielded a comparatively lower 0.98% annualized return.
ETHSX
- 1D
- -1.10%
- 1M
- -1.25%
- 6M
- 0.83%
- YTD
- 1.13%
- 1Y
- 16.52%
- 3Y*
- 5.35%
- 5Y*
- 3.52%
- 10Y*
- 7.50%
- ALL TIME*
- 17.96%
BB
- 1D
- 0.71%
- 1M
- -26.15%
- 6M
- 138.10%
- YTD
- 124.27%
- 1Y
- 135.46%
- 3Y*
- 18.80%
- 5Y*
- -3.50%
- 10Y*
- 0.98%
- ALL TIME*
- 5.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $142.34M | $219.51M | $306.93M | |
| $0.00 | $0.00 | $0.00 |
ETHSX vs. BB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETHSX Eaton Vance Worldwide Health Sciences Fund | 1.13% | 10.23% | 3.48% | 5.67% | -9.41% | 22.02% | 13.04% | 25.99% | 5.87% | 16.24% |
BB BlackBerry Limited | 124.27% | 0.26% | 6.78% | 8.59% | -65.13% | 41.03% | 3.27% | -9.70% | -36.35% | 62.12% |
Correlation
The correlation between ETHSX and BB is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 1999 | 0.36 |
Over the past year, the correlation between ETHSX and BB has dropped to 0.02 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
ETHSX vs. BB — Risk / Return Rank
ETHSX
BB
ETHSX vs. BB - Risk-Adjusted Trends 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.
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.
| ETHSX | BB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.36 | -2.26 |
| Martin ratioReturn relative to average drawdown | 2.53 | 6.93 | -4.40 |
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Drawdowns
ETHSX vs. BB - Drawdown Comparison
The maximum ETHSX drawdown since its inception was -90.06%, 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.
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Drawdown Indicators
| ETHSX | BB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.06% | -98.57% | +8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -39.03% | +26.68% |
Max Drawdown (3Y)Largest decline over 3 years | -18.91% | -62.32% | +43.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -82.01% | +62.43% |
Max Drawdown (10Y)Largest decline over 10 years | -27.43% | -91.59% | +64.16% |
Current DrawdownCurrent decline from peak | -3.72% | -94.24% | +90.52% |
Average DrawdownAverage peak-to-trough decline | -43.83% | -72.19% | +28.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 18.89% | -13.53% |
Volatility
ETHSX vs. BB - Volatility Comparison
The current volatility for Eaton Vance Worldwide Health Sciences Fund (ETHSX) is 5.88%, while BlackBerry Limited (BB) has a volatility of 21.28%. 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.
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Volatility by Period
| ETHSX | BB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 21.28% | -15.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 50.27% | -37.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 59.77% | -43.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 58.43% | -43.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 60.57% | -44.24% |
Dividends
ETHSX vs. BB - Dividend Comparison
ETHSX's dividend yield for the trailing twelve months is around 7.28%, while BB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BB BlackBerry Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETHSX Eaton Vance Worldwide Health Sciences Fund | 7.28% | 7.36% | 4.81% | 2.48% | 4.43% | 8.25% | 7.33% | 5.39% | 5.51% | 2.82% | 12.75% | 9.70% |
Frequently Asked Questions
ETHSX and BB have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BB has higher volatility (21.28%) compared to ETHSX (5.88%). In terms of maximum drawdown, ETHSX dropped -90.06% vs BB's -98.57%.
BB currently has the higher Sharpe Ratio (2.19 vs 0.84), 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.
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