BBJP vs EFG: returns, Sharpe ratio and drawdown

Over the past year, BBJP returned +11.12% against +1.21% for EFG. Over five years, BBJP averaged +6.06% a year, compared with +1.40% for EFG. BBJP had the higher Sharpe ratio over the past year (0.40 vs -0.08), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.78% for EFG and -13.60% for BBJP.