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

Correlation

The correlation between HELX and IBB is 0.86, 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.


-0.50.00.51.00.9

Performance

HELX vs. IBB - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.32%
18.58%
HELX
IBB

Key characteristics

Sharpe Ratio

HELX:

-0.06

IBB:

0.19

Sortino Ratio

HELX:

0.04

IBB:

0.37

Omega Ratio

HELX:

1.01

IBB:

1.05

Calmar Ratio

HELX:

-0.02

IBB:

0.11

Martin Ratio

HELX:

-0.19

IBB:

0.73

Ulcer Index

HELX:

5.70%

IBB:

4.49%

Daily Std Dev

HELX:

18.20%

IBB:

17.65%

Max Drawdown

HELX:

-56.33%

IBB:

-62.85%

Current Drawdown

HELX:

-49.73%

IBB:

-23.93%

Returns By Period

In the year-to-date period, HELX achieves a -4.17% return, which is significantly lower than IBB's -2.03% return.


HELX

YTD

-4.17%

1M

-0.14%

6M

-8.17%

1Y

-2.69%

5Y*

N/A

10Y*

N/A

IBB

YTD

-2.03%

1M

-1.52%

6M

-3.18%

1Y

1.67%

5Y*

1.97%

10Y*

3.29%

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. IBB - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than IBB's 0.47% 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 IBB: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

HELX vs. IBB - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for HELX, currently valued at -0.06, compared to the broader market0.002.004.00-0.060.19
The chart of Sortino ratio for HELX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.040.37
The chart of Omega ratio for HELX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.05
The chart of Calmar ratio for HELX, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.020.11
The chart of Martin ratio for HELX, currently valued at -0.19, compared to the broader market0.0020.0040.0060.0080.00100.00-0.190.73
HELX
IBB

The current HELX Sharpe Ratio is -0.06, which is lower than the IBB Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of HELX 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.06
0.19
HELX
IBB

Dividends

HELX vs. IBB - Dividend Comparison

HELX has not paid dividends to shareholders, while IBB's dividend yield for the trailing twelve months is around 0.29%.


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%
IBB
iShares Nasdaq Biotechnology ETF
0.29%0.26%0.31%0.21%0.20%0.17%0.19%0.30%0.19%0.03%0.15%0.03%

Drawdowns

HELX vs. IBB - Drawdown Comparison

The maximum HELX drawdown since its inception was -56.33%, smaller than the maximum IBB drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for HELX and IBB. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-49.73%
-23.93%
HELX
IBB

Volatility

HELX vs. IBB - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 6.43% compared to iShares Nasdaq Biotechnology ETF (IBB) at 5.76%. This indicates that HELX'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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.43%
5.76%
HELX
IBB
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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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