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GNOM vs. IBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GNOM and IBB is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GNOM vs. IBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) and iShares Nasdaq Biotechnology ETF (IBB). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-47.21%
10.00%
GNOM
IBB

Key characteristics

Sharpe Ratio

GNOM:

-0.61

IBB:

-0.17

Sortino Ratio

GNOM:

-0.72

IBB:

-0.09

Omega Ratio

GNOM:

0.92

IBB:

0.99

Calmar Ratio

GNOM:

-0.26

IBB:

-0.10

Martin Ratio

GNOM:

-1.27

IBB:

-0.44

Ulcer Index

GNOM:

15.10%

IBB:

7.85%

Daily Std Dev

GNOM:

31.47%

IBB:

21.07%

Max Drawdown

GNOM:

-75.00%

IBB:

-62.85%

Current Drawdown

GNOM:

-70.95%

IBB:

-29.32%

Returns By Period

In the year-to-date period, GNOM achieves a -16.58% return, which is significantly lower than IBB's -6.72% return.


GNOM

YTD

-16.58%

1M

-4.37%

6M

-22.78%

1Y

-16.41%

5Y*

-11.69%

10Y*

N/A

IBB

YTD

-6.72%

1M

-6.04%

6M

-12.81%

1Y

-1.68%

5Y*

-0.20%

10Y*

0.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GNOM vs. IBB - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is higher than IBB's 0.47% expense ratio.


Expense ratio chart for GNOM: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GNOM: 0.50%
Expense ratio chart for IBB: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBB: 0.47%

Risk-Adjusted Performance

GNOM vs. IBB — Risk-Adjusted Performance Rank

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

GNOM
The Risk-Adjusted Performance Rank of GNOM is 44
Overall Rank
The Sharpe Ratio Rank of GNOM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GNOM is 33
Sortino Ratio Rank
The Omega Ratio Rank of GNOM is 44
Omega Ratio Rank
The Calmar Ratio Rank of GNOM is 77
Calmar Ratio Rank
The Martin Ratio Rank of GNOM is 33
Martin Ratio Rank

IBB
The Risk-Adjusted Performance Rank of IBB is 1212
Overall Rank
The Sharpe Ratio Rank of IBB is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IBB is 1212
Sortino Ratio Rank
The Omega Ratio Rank of IBB is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IBB is 1313
Calmar Ratio Rank
The Martin Ratio Rank of IBB is 1212
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.

GNOM vs. IBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) and iShares Nasdaq Biotechnology ETF (IBB). 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 GNOM, currently valued at -0.61, compared to the broader market-1.000.001.002.003.004.00
GNOM: -0.61
IBB: -0.17
The chart of Sortino ratio for GNOM, currently valued at -0.72, compared to the broader market-2.000.002.004.006.008.00
GNOM: -0.72
IBB: -0.09
The chart of Omega ratio for GNOM, currently valued at 0.92, compared to the broader market0.501.001.502.002.50
GNOM: 0.92
IBB: 0.99
The chart of Calmar ratio for GNOM, currently valued at -0.26, compared to the broader market0.002.004.006.008.0010.0012.00
GNOM: -0.26
IBB: -0.10
The chart of Martin ratio for GNOM, currently valued at -1.27, compared to the broader market0.0020.0040.0060.00
GNOM: -1.27
IBB: -0.44

The current GNOM Sharpe Ratio is -0.61, which is lower than the IBB Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of GNOM and IBB, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.61
-0.17
GNOM
IBB

Dividends

GNOM vs. IBB - Dividend Comparison

GNOM has not paid dividends to shareholders, while IBB's dividend yield for the trailing twelve months is around 0.31%.


TTM20242023202220212020201920182017201620152014
GNOM
Global X Genomics & Biotechnology ETF
0.00%0.00%0.00%0.00%0.04%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
IBB
iShares Nasdaq Biotechnology ETF
0.31%0.29%0.26%0.31%0.21%0.20%0.17%0.19%0.30%0.19%0.03%0.15%

Drawdowns

GNOM vs. IBB - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than IBB's maximum drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for GNOM and IBB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-70.95%
-29.32%
GNOM
IBB

Volatility

GNOM vs. IBB - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 17.01% compared to iShares Nasdaq Biotechnology ETF (IBB) at 12.76%. This indicates that GNOM's price experiences larger fluctuations and is considered to be riskier than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.01%
12.76%
GNOM
IBB