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

Correlation

The correlation between IBB and VOO is 0.66, 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: 0.7

Performance

IBB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq Biotechnology ETF (IBB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
357.35%
557.08%
IBB
VOO

Key characteristics

Sharpe Ratio

IBB:

-0.17

VOO:

0.54

Sortino Ratio

IBB:

-0.09

VOO:

0.88

Omega Ratio

IBB:

0.99

VOO:

1.13

Calmar Ratio

IBB:

-0.10

VOO:

0.55

Martin Ratio

IBB:

-0.44

VOO:

2.27

Ulcer Index

IBB:

7.85%

VOO:

4.55%

Daily Std Dev

IBB:

21.07%

VOO:

19.19%

Max Drawdown

IBB:

-62.85%

VOO:

-33.99%

Current Drawdown

IBB:

-29.32%

VOO:

-9.90%

Returns By Period

In the year-to-date period, IBB achieves a -6.72% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, IBB has underperformed VOO with an annualized return of 0.94%, while VOO has yielded a comparatively higher 12.07% annualized return.


IBB

YTD

-6.72%

1M

-6.04%

6M

-12.81%

1Y

-1.68%

5Y*

-0.20%

10Y*

0.94%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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IBB vs. VOO - Expense Ratio Comparison

IBB has a 0.47% expense ratio, which is higher than VOO's 0.03% expense ratio.


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%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

IBB vs. VOO — Risk-Adjusted Performance Rank

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

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

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

IBB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Biotechnology ETF (IBB) and Vanguard S&P 500 ETF (VOO). 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 IBB, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.00
IBB: -0.17
VOO: 0.54
The chart of Sortino ratio for IBB, currently valued at -0.09, compared to the broader market-2.000.002.004.006.008.00
IBB: -0.09
VOO: 0.88
The chart of Omega ratio for IBB, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
IBB: 0.99
VOO: 1.13
The chart of Calmar ratio for IBB, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.0012.00
IBB: -0.10
VOO: 0.55
The chart of Martin ratio for IBB, currently valued at -0.44, compared to the broader market0.0020.0040.0060.00
IBB: -0.44
VOO: 2.27

The current IBB Sharpe Ratio is -0.17, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IBB and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.17
0.54
IBB
VOO

Dividends

IBB vs. VOO - Dividend Comparison

IBB's dividend yield for the trailing twelve months is around 0.31%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IBB vs. VOO - Drawdown Comparison

The maximum IBB drawdown since its inception was -62.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IBB and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.32%
-9.90%
IBB
VOO

Volatility

IBB vs. VOO - Volatility Comparison

The current volatility for iShares Nasdaq Biotechnology ETF (IBB) is 12.76%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that IBB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.76%
13.96%
IBB
VOO