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PRAY vs. BIBL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRAY and BIBL is 0.91, 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

PRAY vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Biblically Responsible Risk Managed ETF (PRAY) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.98%
12.61%
PRAY
BIBL

Key characteristics

Sharpe Ratio

PRAY:

1.26

BIBL:

1.02

Sortino Ratio

PRAY:

1.80

BIBL:

1.50

Omega Ratio

PRAY:

1.23

BIBL:

1.18

Calmar Ratio

PRAY:

2.35

BIBL:

1.25

Martin Ratio

PRAY:

7.85

BIBL:

5.61

Ulcer Index

PRAY:

2.00%

BIBL:

2.75%

Daily Std Dev

PRAY:

12.47%

BIBL:

15.08%

Max Drawdown

PRAY:

-21.40%

BIBL:

-36.12%

Current Drawdown

PRAY:

-5.32%

BIBL:

-7.50%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRAY having a 13.62% return and BIBL slightly lower at 13.21%.


PRAY

YTD

13.62%

1M

-3.13%

6M

5.22%

1Y

14.71%

5Y*

N/A

10Y*

N/A

BIBL

YTD

13.21%

1M

-4.50%

6M

3.69%

1Y

14.00%

5Y*

9.90%

10Y*

N/A

Compare stocks, funds, or ETFs

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


PRAY vs. BIBL - Expense Ratio Comparison

PRAY has a 0.69% expense ratio, which is higher than BIBL's 0.35% expense ratio.


PRAY
FIS Biblically Responsible Risk Managed ETF
Expense ratio chart for PRAY: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for BIBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

PRAY vs. BIBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Biblically Responsible Risk Managed ETF (PRAY) and Inspire 100 ETF (BIBL). 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 PRAY, currently valued at 1.26, compared to the broader market0.002.004.001.261.02
The chart of Sortino ratio for PRAY, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.001.801.50
The chart of Omega ratio for PRAY, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.18
The chart of Calmar ratio for PRAY, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.351.78
The chart of Martin ratio for PRAY, currently valued at 7.85, compared to the broader market0.0020.0040.0060.0080.00100.007.855.61
PRAY
BIBL

The current PRAY Sharpe Ratio is 1.26, which is comparable to the BIBL Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PRAY and BIBL, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.26
1.02
PRAY
BIBL

Dividends

PRAY vs. BIBL - Dividend Comparison

PRAY's dividend yield for the trailing twelve months is around 1.49%, more than BIBL's 0.71% yield.


TTM2023202220212020201920182017
PRAY
FIS Biblically Responsible Risk Managed ETF
1.49%0.83%1.20%0.00%0.00%0.00%0.00%0.00%
BIBL
Inspire 100 ETF
0.71%1.02%0.98%17.87%1.67%1.30%1.62%0.31%

Drawdowns

PRAY vs. BIBL - Drawdown Comparison

The maximum PRAY drawdown since its inception was -21.40%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for PRAY and BIBL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.32%
-7.50%
PRAY
BIBL

Volatility

PRAY vs. BIBL - Volatility Comparison

The current volatility for FIS Biblically Responsible Risk Managed ETF (PRAY) is 3.99%, while Inspire 100 ETF (BIBL) has a volatility of 4.69%. This indicates that PRAY experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.99%
4.69%
PRAY
BIBL
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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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