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SBIO.L vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SBIO.L and ^GSPC is 0.35, 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.


-0.50.00.51.00.4

Performance

SBIO.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotech UCITS ETF (SBIO.L) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.25%
9.25%
SBIO.L
^GSPC

Key characteristics

Sharpe Ratio

SBIO.L:

0.17

^GSPC:

1.83

Sortino Ratio

SBIO.L:

0.36

^GSPC:

2.47

Omega Ratio

SBIO.L:

1.04

^GSPC:

1.33

Calmar Ratio

SBIO.L:

0.13

^GSPC:

2.76

Martin Ratio

SBIO.L:

0.52

^GSPC:

11.27

Ulcer Index

SBIO.L:

6.16%

^GSPC:

2.08%

Daily Std Dev

SBIO.L:

18.41%

^GSPC:

12.79%

Max Drawdown

SBIO.L:

-39.44%

^GSPC:

-56.78%

Current Drawdown

SBIO.L:

-15.80%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, SBIO.L achieves a 5.14% return, which is significantly higher than ^GSPC's 3.96% return. Over the past 10 years, SBIO.L has underperformed ^GSPC with an annualized return of 2.85%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.


SBIO.L

YTD

5.14%

1M

4.75%

6M

-5.86%

1Y

3.01%

5Y*

3.58%

10Y*

2.85%

^GSPC

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SBIO.L vs. ^GSPC — Risk-Adjusted Performance Rank

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

SBIO.L
The Risk-Adjusted Performance Rank of SBIO.L is 99
Overall Rank
The Sharpe Ratio Rank of SBIO.L is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SBIO.L is 99
Sortino Ratio Rank
The Omega Ratio Rank of SBIO.L is 99
Omega Ratio Rank
The Calmar Ratio Rank of SBIO.L is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SBIO.L is 99
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
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.

SBIO.L vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotech UCITS ETF (SBIO.L) and S&P 500 (^GSPC). 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 SBIO.L, currently valued at 0.07, compared to the broader market0.002.004.000.071.61
The chart of Sortino ratio for SBIO.L, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.000.222.17
The chart of Omega ratio for SBIO.L, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.30
The chart of Calmar ratio for SBIO.L, currently valued at 0.05, compared to the broader market0.005.0010.0015.0020.000.052.38
The chart of Martin ratio for SBIO.L, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.219.65
SBIO.L
^GSPC

The current SBIO.L Sharpe Ratio is 0.17, which is lower than the ^GSPC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SBIO.L and ^GSPC, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.07
1.61
SBIO.L
^GSPC

Drawdowns

SBIO.L vs. ^GSPC - Drawdown Comparison

The maximum SBIO.L drawdown since its inception was -39.44%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SBIO.L and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.80%
-0.07%
SBIO.L
^GSPC

Volatility

SBIO.L vs. ^GSPC - Volatility Comparison

Invesco Nasdaq Biotech UCITS ETF (SBIO.L) has a higher volatility of 5.32% compared to S&P 500 (^GSPC) at 3.07%. This indicates that SBIO.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%8.00%SeptemberOctoberNovemberDecember2025February
5.32%
3.07%
SBIO.L
^GSPC
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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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