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JDOC vs. BBP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDOC vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Healthcare Leaders ETF (JDOC) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

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JDOC vs. BBP - Yearly Performance Comparison


2026 (YTD)202520242023
JDOC
Jpmorgan Healthcare Leaders ETF
-3.96%15.36%-1.04%10.71%
BBP
Virtus LifeSci Biotech Products ETF
3.94%33.15%3.32%21.94%

Returns By Period

In the year-to-date period, JDOC achieves a -3.96% return, which is significantly lower than BBP's 3.94% return.


JDOC

1D
2.32%
1M
-6.11%
YTD
-3.96%
6M
6.94%
1Y
5.14%
3Y*
5Y*
10Y*

BBP

1D
5.93%
1M
-2.16%
YTD
3.94%
6M
18.71%
1Y
41.70%
3Y*
19.01%
5Y*
9.37%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDOC vs. BBP - Expense Ratio Comparison

JDOC has a 0.65% expense ratio, which is lower than BBP's 0.79% expense ratio.


Return for Risk

JDOC vs. BBP — Risk / Return Rank

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

JDOC
JDOC Risk / Return Rank: 2121
Overall Rank
JDOC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JDOC Sortino Ratio Rank: 2020
Sortino Ratio Rank
JDOC Omega Ratio Rank: 1919
Omega Ratio Rank
JDOC Calmar Ratio Rank: 2424
Calmar Ratio Rank
JDOC Martin Ratio Rank: 2020
Martin Ratio Rank

BBP
BBP Risk / Return Rank: 8282
Overall Rank
BBP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8383
Sortino Ratio Rank
BBP Omega Ratio Rank: 7373
Omega Ratio Rank
BBP Calmar Ratio Rank: 8787
Calmar Ratio Rank
BBP Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JDOC vs. BBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Healthcare Leaders ETF (JDOC) 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.


JDOCBBPDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.55

-1.25

Sortino ratio

Return per unit of downside risk

0.54

2.18

-1.65

Omega ratio

Gain probability vs. loss probability

1.07

1.27

-0.20

Calmar ratio

Return relative to maximum drawdown

0.54

2.69

-2.15

Martin ratio

Return relative to average drawdown

1.24

10.18

-8.94

JDOC vs. BBP - Sharpe Ratio Comparison

The current JDOC Sharpe Ratio is 0.30, which is lower than the BBP Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of JDOC 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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Sharpe Ratios by Period


JDOCBBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.55

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.39

+0.20

Correlation

The correlation between JDOC and BBP is 0.67, 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.


Dividends

JDOC vs. BBP - Dividend Comparison

JDOC's dividend yield for the trailing twelve months is around 0.92%, while BBP has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JDOC
Jpmorgan Healthcare Leaders ETF
0.92%0.89%5.57%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%

Drawdowns

JDOC vs. BBP - Drawdown Comparison

The maximum JDOC drawdown since its inception was -20.87%, smaller than the maximum BBP drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for JDOC and BBP.


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Drawdown Indicators


JDOCBBPDifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-44.32%

+23.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-13.38%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-38.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-6.96%

-3.90%

-3.06%

Average Drawdown

Average peak-to-trough decline

-7.01%

-12.16%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

3.72%

+0.89%

Volatility

JDOC vs. BBP - Volatility Comparison

The current volatility for Jpmorgan Healthcare Leaders ETF (JDOC) is 5.67%, while Virtus LifeSci Biotech Products ETF (BBP) has a volatility of 11.21%. This indicates that JDOC experiences smaller price fluctuations and is considered to be less risky than BBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDOCBBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

11.21%

-5.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

18.03%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

27.16%

-10.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

26.23%

-11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

27.51%

-13.18%