BIO vs XLV: returns, Sharpe ratio and drawdown

Over the past year, XLV returned +22.05% against +9.88% for BIO. Over five years, XLV averaged +5.76% a year, compared with -15.04% for BIO. XLV had the higher Sharpe ratio over the past year (1.05 vs 0.32), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -28.86% for BIO.