PortfoliosLab logo
PPH vs. IHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPH and IHI is 0.68, 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.


Performance

PPH vs. IHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Pharmaceutical ETF (PPH) and iShares U.S. Medical Devices ETF (IHI). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PPH:

0.04

IHI:

0.68

Sortino Ratio

PPH:

0.18

IHI:

1.00

Omega Ratio

PPH:

1.02

IHI:

1.14

Calmar Ratio

PPH:

0.05

IHI:

0.66

Martin Ratio

PPH:

0.10

IHI:

2.58

Ulcer Index

PPH:

8.26%

IHI:

4.61%

Daily Std Dev

PPH:

16.43%

IHI:

18.32%

Max Drawdown

PPH:

-46.49%

IHI:

-49.64%

Current Drawdown

PPH:

-10.19%

IHI:

-6.19%

Returns By Period

In the year-to-date period, PPH achieves a 2.57% return, which is significantly lower than IHI's 6.18% return. Over the past 10 years, PPH has underperformed IHI with an annualized return of 3.85%, while IHI has yielded a comparatively higher 12.50% annualized return.


PPH

YTD

2.57%

1M

-1.64%

6M

-1.36%

1Y

0.57%

3Y*

5.53%

5Y*

8.78%

10Y*

3.85%

IHI

YTD

6.18%

1M

3.51%

6M

1.57%

1Y

12.40%

3Y*

4.93%

5Y*

7.16%

10Y*

12.50%

*Annualized

Compare stocks, funds, or ETFs

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


VanEck Vectors Pharmaceutical ETF

iShares U.S. Medical Devices ETF

PPH vs. IHI - Expense Ratio Comparison

PPH has a 0.36% expense ratio, which is lower than IHI's 0.43% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PPH vs. IHI — Risk-Adjusted Performance Rank

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

PPH
The Risk-Adjusted Performance Rank of PPH is 1717
Overall Rank
The Sharpe Ratio Rank of PPH is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of PPH is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PPH is 1616
Omega Ratio Rank
The Calmar Ratio Rank of PPH is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PPH is 1717
Martin Ratio Rank

IHI
The Risk-Adjusted Performance Rank of IHI is 6161
Overall Rank
The Sharpe Ratio Rank of IHI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IHI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of IHI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of IHI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IHI 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.

PPH vs. IHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Pharmaceutical ETF (PPH) and iShares U.S. Medical Devices ETF (IHI). 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 current PPH Sharpe Ratio is 0.04, which is lower than the IHI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PPH and IHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PPH vs. IHI - Dividend Comparison

PPH's dividend yield for the trailing twelve months is around 1.93%, more than IHI's 0.44% yield.


TTM20242023202220212020201920182017201620152014
PPH
VanEck Vectors Pharmaceutical ETF
1.93%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%1.71%
IHI
iShares U.S. Medical Devices ETF
0.44%0.46%0.53%0.45%0.25%0.25%0.33%0.26%0.37%0.55%1.28%0.65%

Drawdowns

PPH vs. IHI - Drawdown Comparison

The maximum PPH drawdown since its inception was -46.49%, smaller than the maximum IHI drawdown of -49.64%. Use the drawdown chart below to compare losses from any high point for PPH and IHI.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PPH vs. IHI - Volatility Comparison

VanEck Vectors Pharmaceutical ETF (PPH) has a higher volatility of 7.50% compared to iShares U.S. Medical Devices ETF (IHI) at 4.97%. This indicates that PPH's price experiences larger fluctuations and is considered to be riskier than IHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...