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HELX vs. BBH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HELX and BBH is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

HELX vs. BBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and VanEck Vectors Biotech ETF (BBH). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-6.95%
HELX
BBH

Key characteristics

Sharpe Ratio

HELX:

-0.24

BBH:

-0.25

Sortino Ratio

HELX:

-0.21

BBH:

-0.22

Omega Ratio

HELX:

0.97

BBH:

0.97

Calmar Ratio

HELX:

-0.09

BBH:

-0.14

Martin Ratio

HELX:

-0.79

BBH:

-0.83

Ulcer Index

HELX:

5.63%

BBH:

4.96%

Daily Std Dev

HELX:

18.30%

BBH:

16.77%

Max Drawdown

HELX:

-56.33%

BBH:

-72.69%

Current Drawdown

HELX:

-50.31%

BBH:

-28.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with HELX having a -5.27% return and BBH slightly lower at -5.30%.


HELX

YTD

-5.27%

1M

0.21%

6M

-8.09%

1Y

-2.23%

5Y*

N/A

10Y*

N/A

BBH

YTD

-5.30%

1M

-0.89%

6M

-6.04%

1Y

-1.22%

5Y*

2.24%

10Y*

3.26%

Compare stocks, funds, or ETFs

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


HELX vs. BBH - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than BBH's 0.35% expense ratio.


HELX
Franklin Genomic Advancements ETF
Expense ratio chart for HELX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for BBH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

HELX vs. BBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and VanEck Vectors Biotech ETF (BBH). 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.


Sharpe ratio
The chart of Sharpe ratio for HELX, currently valued at -0.24, compared to the broader market0.002.004.00-0.24-0.25
The chart of Sortino ratio for HELX, currently valued at -0.21, compared to the broader market-2.000.002.004.006.008.0010.00-0.21-0.22
The chart of Omega ratio for HELX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.97
The chart of Calmar ratio for HELX, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.09-0.14
The chart of Martin ratio for HELX, currently valued at -0.79, compared to the broader market0.0020.0040.0060.0080.00100.00-0.79-0.83
HELX
BBH

The current HELX Sharpe Ratio is -0.24, which is comparable to the BBH Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of HELX and BBH, 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
-0.25
HELX
BBH

Dividends

HELX vs. BBH - Dividend Comparison

Neither HELX nor BBH has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HELX
Franklin Genomic Advancements ETF
0.00%0.00%0.00%0.24%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBH
VanEck Vectors Biotech ETF
0.00%0.43%0.47%0.21%0.36%0.34%0.50%0.55%0.30%0.27%0.00%0.00%

Drawdowns

HELX vs. BBH - Drawdown Comparison

The maximum HELX drawdown since its inception was -56.33%, smaller than the maximum BBH drawdown of -72.69%. Use the drawdown chart below to compare losses from any high point for HELX and BBH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-50.31%
-28.30%
HELX
BBH

Volatility

HELX vs. BBH - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 6.50% compared to VanEck Vectors Biotech ETF (BBH) at 5.23%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than BBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.50%
5.23%
HELX
BBH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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