PortfoliosLab logoPortfoliosLab logo
RISR vs. BSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RISR vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RISR achieves a 3.07% return, which is significantly higher than BSX's -50.80% return.


RISR

1D
-0.18%
1M
-0.33%
YTD
3.07%
6M
3.20%
1Y
5.26%
3Y*
10.98%
5Y*
10Y*

BSX

1D
-0.55%
1M
-10.95%
YTD
-50.80%
6M
-49.33%
1Y
-52.97%
3Y*
-2.85%
5Y*
1.80%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISR vs. BSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
3.07%4.63%24.20%7.02%31.98%-0.04%
BSX
Boston Scientific Corporation
-50.80%6.75%54.51%24.94%8.92%-2.10%

Correlation

The correlation between RISR and BSX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.04

Compare stocks, funds, or ETFs

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


Return for Risk

RISR vs. BSX — Risk / Return Rank

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

RISR
RISR Risk / Return Rank: 3131
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4242
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
Martin Ratio Rank

BSX
BSX Risk / Return Rank: 22
Overall Rank
BSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BSX Sortino Ratio Rank: 22
Sortino Ratio Rank
BSX Omega Ratio Rank: 11
Omega Ratio Rank
BSX Calmar Ratio Rank: 55
Calmar Ratio Rank
BSX Martin Ratio Rank: 11
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.

RISR vs. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Boston Scientific Corporation (BSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RISRBSXDifference
Sharpe ratioReturn per unit of total volatility

+2.39

Sortino ratioReturn per unit of downside risk

+3.54

Omega ratioGain probability vs. loss probability

1.15

0.67

+0.49

Calmar ratioReturn relative to maximum drawdown

1.83

-0.93

+2.76

Martin ratioReturn relative to average drawdown

4.33

-2.00

+6.33

RISR vs. BSX - Sharpe Ratio Comparison

The current RISR Sharpe Ratio is 0.87, which is higher than the BSX Sharpe Ratio of -1.51. The chart below compares the historical Sharpe Ratios of RISR and BSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RISR vs. BSX - Drawdown Comparison

The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for RISR and BSX.


Loading charts...

Drawdown Indicators


RISRBSXDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-89.15%

+74.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-56.62%

+54.01%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

-56.62%

+48.55%

Max Drawdown (5Y)

Largest decline over 5 years

-56.62%

Max Drawdown (10Y)

Largest decline over 10 years

-56.62%

Current Drawdown

Current decline from peak

-0.44%

-56.62%

+56.18%

Average Drawdown

Average peak-to-trough decline

-2.17%

-38.76%

+36.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

26.23%

-25.13%

Volatility

RISR vs. BSX - Volatility Comparison

The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 1.30%, while Boston Scientific Corporation (BSX) has a volatility of 15.84%. This indicates that RISR experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RISRBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

15.84%

-14.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

32.83%

-28.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

34.77%

-29.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.82%

25.69%

-13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.82%

27.29%

-15.47%

Dividends

RISR vs. BSX - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.91%, while BSX has not paid dividends to shareholders.


PositionTTM20252024202320222021
BSX
Boston Scientific Corporation
0.00%0.00%0.00%0.00%0.00%0.00%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.91%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


RISR and BSX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSX has higher volatility (15.84%) compared to RISR (1.30%). In terms of maximum drawdown, RISR dropped -14.31% vs BSX's -89.15%.

RISR currently has the higher Sharpe Ratio (0.87 vs -1.51), 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.

Portfolio Optimizer

Find the right allocation for RISR and BSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer