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PTF vs. LBPH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTF vs. LBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Technology Momentum ETF (PTF) and Longboard Pharmaceuticals, Inc. (LBPH). The values are adjusted to include any dividend payments, if applicable.

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PTF vs. LBPH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTF
Invesco DWA Technology Momentum ETF
12.86%5.68%43.65%33.73%-31.75%10.21%
LBPH
Longboard Pharmaceuticals, Inc.
0.00%0.00%894.69%84.97%-33.20%-70.69%

Returns By Period


PTF

1D
5.98%
1M
-6.21%
YTD
12.86%
6M
15.38%
1Y
46.43%
3Y*
25.72%
5Y*
12.13%
10Y*
21.44%

LBPH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PTF vs. LBPH — Risk / Return Rank

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

PTF
PTF Risk / Return Rank: 7575
Overall Rank
PTF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PTF Sortino Ratio Rank: 7070
Sortino Ratio Rank
PTF Omega Ratio Rank: 6666
Omega Ratio Rank
PTF Calmar Ratio Rank: 8585
Calmar Ratio Rank
PTF Martin Ratio Rank: 8383
Martin Ratio Rank

LBPH
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.

PTF vs. LBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Technology Momentum ETF (PTF) and Longboard Pharmaceuticals, Inc. (LBPH). 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.


PTFLBPHDifference

Sharpe ratio

Return per unit of total volatility

1.20

Sortino ratio

Return per unit of downside risk

1.70

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

2.50

Martin ratio

Return relative to average drawdown

9.12

PTF vs. LBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PTFLBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

Correlation

The correlation between PTF and LBPH is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PTF vs. LBPH - Dividend Comparison

PTF's dividend yield for the trailing twelve months is around 0.01%, while LBPH has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
PTF
Invesco DWA Technology Momentum ETF
0.01%0.21%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%
LBPH
Longboard Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTF vs. LBPH - Drawdown Comparison


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Drawdown Indicators


PTFLBPHDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-9.77%

Average Drawdown

Average peak-to-trough decline

-13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

Volatility

PTF vs. LBPH - Volatility Comparison


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Volatility by Period


PTFLBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.55%

Volatility (6M)

Calculated over the trailing 6-month period

32.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.56%