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LFSC vs. BBP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFSC vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Life Sciences Innovation ETF (LFSC) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LFSC achieves a 3.84% return, which is significantly lower than BBP's 5.80% return.


LFSC

1D
1.08%
1M
-1.63%
YTD
3.84%
6M
1.68%
1Y
58.79%
3Y*
5Y*
10Y*

BBP

1D
1.18%
1M
-3.14%
YTD
5.80%
6M
7.91%
1Y
45.02%
3Y*
16.70%
5Y*
10.37%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LFSC vs. BBP - Yearly Performance Comparison


2026 (YTD)20252024
LFSC
F/m Emerald Life Sciences Innovation ETF
3.84%56.54%-6.02%
BBP
Virtus LifeSci Biotech Products ETF
5.80%33.15%-5.16%

Correlation

The correlation between LFSC and BBP is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2024

0.80

The correlation between LFSC and BBP has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

LFSC vs. BBP — Risk / Return Rank

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

LFSC
LFSC Risk / Return Rank: 6767
Overall Rank
LFSC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 7070
Sortino Ratio Rank
LFSC Omega Ratio Rank: 6262
Omega Ratio Rank
LFSC Calmar Ratio Rank: 7373
Calmar Ratio Rank
LFSC Martin Ratio Rank: 5858
Martin Ratio Rank

BBP
BBP Risk / Return Rank: 6565
Overall Rank
BBP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 5656
Sortino Ratio Rank
BBP Omega Ratio Rank: 5050
Omega Ratio Rank
BBP Calmar Ratio Rank: 8686
Calmar Ratio Rank
BBP Martin Ratio Rank: 7979
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.

LFSC vs. BBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Life Sciences Innovation ETF (LFSC) 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.


LFSCBBPDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.38

1.32

+0.06

Calmar ratioReturn relative to maximum drawdown

3.64

4.87

-1.24

Martin ratioReturn relative to average drawdown

10.14

15.32

-5.18

LFSC vs. BBP - Sharpe Ratio Comparison

The current LFSC Sharpe Ratio is 2.28, which is comparable to the BBP Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LFSC and BBP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LFSCBBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.91

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.39

+0.68

Drawdowns

LFSC vs. BBP - Drawdown Comparison

The maximum LFSC drawdown since its inception was -29.74%, smaller than the maximum BBP drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for LFSC and BBP.


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Drawdown Indicators


LFSCBBPDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-44.32%

+14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-9.28%

-6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

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

-3.57%

-6.47%

+2.90%

Average Drawdown

Average peak-to-trough decline

-7.82%

-12.02%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

2.95%

+2.87%

Volatility

LFSC vs. BBP - Volatility Comparison

F/m Emerald Life Sciences Innovation ETF (LFSC) and Virtus LifeSci Biotech Products ETF (BBP) have volatilities of 7.43% and 7.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFSCBBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.61%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

18.43%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

26.01%

23.76%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.90%

26.35%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.90%

27.40%

+1.50%

LFSC vs. BBP - Expense Ratio Comparison

LFSC has a 0.54% expense ratio, which is lower than BBP's 0.79% expense ratio.


Dividends

LFSC vs. BBP - Dividend Comparison

Neither LFSC nor BBP has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
LFSC
F/m Emerald Life Sciences Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LFSC and BBP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBP has higher volatility (7.61%) compared to LFSC (7.43%). In terms of maximum drawdown, LFSC dropped -29.74% vs BBP's -44.32%.

On 1-year performance, LFSC leads with 58.79% vs 45.02% for BBP. On fees, LFSC is cheaper at 0.54% per year. On volatility, LFSC has been the lower-risk option at 7.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LFSC has performed better with a 58.79% return vs 45.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LFSC is cheaper with a 0.54% expense ratio, compared with 0.79% for BBP.

LFSC and BBP have nearly identical dividend yields, around 0.00%.

They also come from different issuers: F/m Investments and Virtus Investment Partners. Their fees differ too: 0.54% for LFSC and 0.79% for BBP.

LFSC currently has the higher Sharpe Ratio (2.28 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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