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ACSI vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACSI and BSJO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ACSI vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Customer Satisfaction ETF (ACSI) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
169.04%
37.46%
ACSI
BSJO

Key characteristics

Sharpe Ratio

ACSI:

2.24

BSJO:

5.47

Sortino Ratio

ACSI:

2.96

BSJO:

9.96

Omega Ratio

ACSI:

1.41

BSJO:

2.53

Calmar Ratio

ACSI:

3.36

BSJO:

17.21

Martin Ratio

ACSI:

15.51

BSJO:

94.69

Ulcer Index

ACSI:

1.63%

BSJO:

0.06%

Daily Std Dev

ACSI:

11.27%

BSJO:

1.04%

Max Drawdown

ACSI:

-34.49%

BSJO:

-21.99%

Current Drawdown

ACSI:

-3.00%

BSJO:

0.00%

Returns By Period

In the year-to-date period, ACSI achieves a 23.78% return, which is significantly higher than BSJO's 5.37% return.


ACSI

YTD

23.78%

1M

1.69%

6M

12.73%

1Y

24.05%

5Y*

12.68%

10Y*

N/A

BSJO

YTD

5.37%

1M

0.27%

6M

2.26%

1Y

5.48%

5Y*

2.86%

10Y*

N/A

Compare stocks, funds, or ETFs

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ACSI vs. BSJO - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is higher than BSJO's 0.42% expense ratio.


ACSI
American Customer Satisfaction ETF
Expense ratio chart for ACSI: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for BSJO: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

ACSI vs. BSJO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ACSI, currently valued at 2.24, compared to the broader market0.002.004.002.245.54
The chart of Sortino ratio for ACSI, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.9610.15
The chart of Omega ratio for ACSI, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.412.58
The chart of Calmar ratio for ACSI, currently valued at 3.36, compared to the broader market0.005.0010.0015.003.3617.34
The chart of Martin ratio for ACSI, currently valued at 15.51, compared to the broader market0.0020.0040.0060.0080.00100.0015.5195.39
ACSI
BSJO

The current ACSI Sharpe Ratio is 2.24, which is lower than the BSJO Sharpe Ratio of 5.47. The chart below compares the historical Sharpe Ratios of ACSI and BSJO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
2.24
5.54
ACSI
BSJO

Dividends

ACSI vs. BSJO - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.81%, less than BSJO's 5.38% yield.


TTM20232022202120202019201820172016
ACSI
American Customer Satisfaction ETF
0.00%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

ACSI vs. BSJO - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.49%, which is greater than BSJO's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for ACSI and BSJO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.00%
0
ACSI
BSJO

Volatility

ACSI vs. BSJO - Volatility Comparison

American Customer Satisfaction ETF (ACSI) has a higher volatility of 3.42% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.19%. This indicates that ACSI's price experiences larger fluctuations and is considered to be riskier than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
0.19%
ACSI
BSJO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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