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CUSIP
03463K760
Issuer
Angel Oak
Inception Date
Nov 7, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$1B

Share Price Chart


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Performance

CARY Performance Chart

Angel Oak Income ETF (CARY) is up 2.0% since the beginning of the year. CARY is currently trading at $21 per share.


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S&P 500 Index

Returns By Period

Angel Oak Income ETF (CARY) has returned 2.01% so far this year and 6.45% over the past 12 months.


Angel Oak Income ETF

1D
-0.10%
1M
0.49%
YTD
2.01%
6M
2.08%
1Y
6.45%
3Y*
7.33%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARY Monthly Returns History

Based on dividend-adjusted daily data since Nov 8, 2022, CARY's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 84% of months were positive and 16% were negative. The best month was Nov 2023 with a return of +2.1%, while the worst month was Oct 2024 at -1.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 1 months.

On a daily basis, CARY closed higher 55% of trading days. The best single day was Nov 14, 2023 with a return of +0.9%, while the worst single day was Dec 31, 2024 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.66%1.12%-0.81%0.58%0.33%0.12%2.01%
20250.58%1.43%0.13%0.24%0.06%1.39%0.22%1.09%0.80%0.44%0.63%0.30%7.54%
20240.60%0.12%1.12%-1.11%1.67%1.43%1.62%1.48%1.33%-1.45%0.57%-0.58%6.93%
20231.59%-0.68%1.12%0.63%-0.12%0.64%0.86%0.86%-0.42%0.06%2.07%1.80%8.70%
20220.35%0.23%0.58%

Benchmark Metrics

Angel Oak Income ETF has an annualized alpha of 6.77%, beta of 0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 08, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.59%) than losses (1.71%) - typical of diversified or defensive assets.
  • Beta of 0.02 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.77%
Beta
0.02
0.01
Upside Capture
19.59%
Downside Capture
1.71%

Expense Ratio

CARY has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CARY ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CARY Risk / Return Rank: 9494
Overall Rank
CARY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CARY Sortino Ratio Rank: 9696
Sortino Ratio Rank
CARY Omega Ratio Rank: 9696
Omega Ratio Rank
CARY Calmar Ratio Rank: 8989
Calmar Ratio Rank
CARY Martin Ratio Rank: 9292
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Angel Oak Income ETF (CARY) and compare them to S&P 500 Index.

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.


CARYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.79

1.37

+0.42

Calmar ratioReturn relative to maximum drawdown

5.07

2.78

+2.28

Martin ratioReturn relative to average drawdown

21.83

12.44

+9.39

Dividends

Dividend History

Angel Oak Income ETF provided a 5.92% dividend yield over the last twelve months, with an annual payout of $1.23 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.23$1.28$1.26$1.30$0.10

Dividend yield

5.92%6.13%6.10%6.38%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for Angel Oak Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.07$0.08$0.11$0.09$0.09$0.00$0.44
2025$0.09$0.09$0.09$0.11$0.10$0.10$0.11$0.09$0.13$0.10$0.09$0.18$1.28
2024$0.11$0.07$0.11$0.11$0.12$0.11$0.13$0.11$0.09$0.11$0.09$0.09$1.26
2023$0.00$0.10$0.12$0.12$0.11$0.12$0.11$0.11$0.08$0.09$0.12$0.22$1.30
2022$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Angel Oak Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Angel Oak Income ETF was 1.96%, occurring on Jan 14, 2025. Recovery took 28 trading sessions.

The current Angel Oak Income ETF drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-1.96%Jan 2025
3mo 21d1mo 12d
5mo 3dSep 2024 - Feb 2025
2024 pullback2024
-1.31%Apr 2024
15d21d
1mo 6dApr 2024 - May 2024
2026 pullback2026
-1.28%Mar 2026
24d2mo 3d
2mo 27dMar 2026 - May 2026
2025 selloff2025
-1.15%Apr 2025
7d19d
26dApr 2025 - Apr 2025
2023 pullback2023
-1.08%Feb 2023
15d22d
1mo 7dFeb 2023 - Mar 2023

Drawdown Indicators


CARYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.96%

-56.78%

+54.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-9.10%

+7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-18.90%

+16.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.19%

-1.80%

+1.61%

Average Drawdown

Average peak-to-trough decline

-0.32%

-10.71%

+10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

2.03%

-1.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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