PortfoliosLab logoPortfoliosLab logo
ISIN
US19761L8393
CUSIP
19761L839
Issuer
Columbia
Inception Date
Sep 5, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$38M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

NJNK Performance Chart

Columbia U.S. High Yield ETF (NJNK) is up 1.6% since the beginning of the year. NJNK is currently trading at $20 per share.


Loading charts...

S&P 500 Index

Returns By Period

Columbia U.S. High Yield ETF (NJNK) has returned 1.64% so far this year and 7.51% over the past 12 months.


Columbia U.S. High Yield ETF

1D
0.11%
1M
0.70%
YTD
1.64%
6M
2.34%
1Y
7.51%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NJNK Monthly Returns History

Based on dividend-adjusted daily data since Sep 5, 2024, NJNK's average daily return is +0.03%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 77% of months were positive and 23% were negative. The best month was Jun 2025 with a return of +1.9%, while the worst month was Mar 2025 at -1.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, NJNK closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +2.5%, while the worst single day was Apr 4, 2025 at -1.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.08%0.18%-0.84%1.45%0.77%0.00%1.64%
20251.36%0.77%-1.09%0.26%1.77%1.91%0.08%1.25%0.69%0.31%0.80%0.59%9.03%
20240.97%-1.07%1.60%-0.85%0.62%

Benchmark Metrics

Columbia U.S. High Yield ETF has an annualized alpha of 1.93%, beta of 0.22, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since September 06, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (21.85%) than losses (13.04%) - typical of diversified or defensive assets.
  • Beta of 0.22 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.93%
Beta
0.22
0.60
Upside Capture
21.85%
Downside Capture
13.04%

Expense Ratio

NJNK has an expense ratio of 0.46%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NJNK ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NJNK Risk / Return Rank: 5858
Overall Rank
NJNK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NJNK Sortino Ratio Rank: 5959
Sortino Ratio Rank
NJNK Omega Ratio Rank: 5858
Omega Ratio Rank
NJNK Calmar Ratio Rank: 5656
Calmar Ratio Rank
NJNK Martin Ratio Rank: 6464
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 Columbia U.S. High Yield ETF (NJNK) and compare them to S&P 500 Index.


NJNKBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.39

-0.50

Sortino ratio

Return per unit of downside risk

2.88

3.25

-0.38

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

2.86

3.11

-0.25

Martin ratio

Return relative to average drawdown

11.90

14.38

-2.48

Dividends

Dividend History

Columbia U.S. High Yield ETF provided a 6.42% dividend yield over the last twelve months, with an annual payout of $1.29 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.29$1.29$0.41

Dividend yield

6.42%6.34%2.05%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia U.S. High Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.09$0.10$0.11$0.10$0.11$0.51
2025$0.00$0.11$0.09$0.12$0.10$0.09$0.10$0.11$0.11$0.15$0.10$0.21$1.29
2024$0.09$0.11$0.21$0.41

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia U.S. High Yield 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 Columbia U.S. High Yield ETF was 4.48%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-4.48%Apr 2025
1mo 6d1mo 4d
2mo 10dMar 2025 - May 2025
2026 pullback2026
-2.63%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2024 pullback2024
-1.64%Dec 2024
10d1mo 3d
1mo 13dDec 2024 - Jan 2025
2025 pullback2025
-1.36%Nov 2025
21d15d
1mo 6dOct 2025 - Dec 2025
2025 pullback2025
-1.32%Oct 2025
16d10d
26dSep 2025 - Oct 2025

Drawdown Indicators


NJNKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-56.78%

+52.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-9.10%

+6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.50%

-10.72%

+10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

1.97%

-1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with NJNK

Add Columbia U.S. High Yield ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with NJNK