Performance

BRKR+43.79%RGEN+13.51%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
BRKR	-3.08%	+13.91%	+43.79%	-7.40%	-39.85%	0.86
RGEN	-4.75%	+6.74%	+13.51%	-9.66%	-40.28%	0.41

Summary

BRKR vs RGEN

Over the past year, BRKR returned +43.79% against +13.51% for RGEN. Over five years, BRKR averaged -7.40% a year, compared with -9.66% for RGEN. BRKR had the higher Sharpe ratio over the past year (0.86 vs 0.41), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -39.85% for BRKR and -40.28% for RGEN.

Current Drawdown

BRKR-15.37%RGEN-9.84%

Rolling Volatility

BRKR+2.78%RGEN+3.66%

METRICS

Correlation Matrix

	BRKR	RGEN
BRKR	1.00	0.50
RGEN	0.50	1.00

Metrics

Risk Indicators

BRKRRGEN

Alpha

35.93%

8.05%

Beta

1.34x

1.18x

Sharpe

0.86

0.41

Sortino

1.26

0.60

Omega

1.16

1.07

Calmar

1.10

0.34

Martin

2.73

0.98

Comparisons

More BRKR comparisons

BRKR vs XLV
BRKR vs SPY
BRKR vs RVTY
BRKR vs A
BRKR vs TMO

More RGEN comparisons

RGEN vs XLV
RGEN vs SPY
RGEN vs TMO
RGEN vs CRL
RGEN vs DHR
RGEN vs A

BRKR vs RGEN: returns, Sharpe ratio and drawdown

BRKR vs RGEN

More BRKR comparisons

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