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FTXH vs. BBP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXH and BBP is 0.53, 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

FTXH vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTXH:

-0.30

BBP:

-0.08

Sortino Ratio

FTXH:

-0.29

BBP:

0.07

Omega Ratio

FTXH:

0.96

BBP:

1.01

Calmar Ratio

FTXH:

-0.30

BBP:

-0.07

Martin Ratio

FTXH:

-0.84

BBP:

-0.20

Ulcer Index

FTXH:

6.98%

BBP:

9.68%

Daily Std Dev

FTXH:

18.83%

BBP:

25.43%

Max Drawdown

FTXH:

-32.11%

BBP:

-44.32%

Current Drawdown

FTXH:

-14.27%

BBP:

-18.37%

Returns By Period

In the year-to-date period, FTXH achieves a -6.58% return, which is significantly higher than BBP's -7.31% return.


FTXH

YTD

-6.58%

1M

2.26%

6M

-8.89%

1Y

-5.66%

3Y*

-0.27%

5Y*

3.35%

10Y*

N/A

BBP

YTD

-7.31%

1M

0.98%

6M

-10.35%

1Y

-2.10%

3Y*

13.35%

5Y*

3.56%

10Y*

5.68%

*Annualized

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FTXH vs. BBP - Expense Ratio Comparison

FTXH has a 0.60% expense ratio, which is lower than BBP's 0.79% expense ratio.


Risk-Adjusted Performance

FTXH vs. BBP — Risk-Adjusted Performance Rank

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

FTXH
The Risk-Adjusted Performance Rank of FTXH is 77
Overall Rank
The Sharpe Ratio Rank of FTXH is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXH is 88
Sortino Ratio Rank
The Omega Ratio Rank of FTXH is 88
Omega Ratio Rank
The Calmar Ratio Rank of FTXH is 55
Calmar Ratio Rank
The Martin Ratio Rank of FTXH is 77
Martin Ratio Rank

BBP
The Risk-Adjusted Performance Rank of BBP is 1515
Overall Rank
The Sharpe Ratio Rank of BBP is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BBP is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BBP is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BBP is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BBP is 1515
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.

FTXH vs. BBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Virtus LifeSci Biotech Products ETF (BBP). 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 FTXH Sharpe Ratio is -0.30, which is lower than the BBP Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of FTXH and BBP, 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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Dividends

FTXH vs. BBP - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.91%, while BBP has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.91%1.66%1.56%1.10%1.03%0.82%0.67%0.92%2.18%0.19%0.00%
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%

Drawdowns

FTXH vs. BBP - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, smaller than the maximum BBP drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for FTXH and BBP. For additional features, visit the drawdowns tool.


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Volatility

FTXH vs. BBP - Volatility Comparison

First Trust Nasdaq Pharmaceuticals ETF (FTXH) and Virtus LifeSci Biotech Products ETF (BBP) have volatilities of 8.66% and 8.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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