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AOHY vs. JSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOHY and JSI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

AOHY vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak High Yield Opportunities ETF (AOHY) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
6.16%
7.05%
AOHY
JSI

Key characteristics

Sharpe Ratio

AOHY:

1.20

JSI:

2.23

Sortino Ratio

AOHY:

1.70

JSI:

3.25

Omega Ratio

AOHY:

1.26

JSI:

1.45

Calmar Ratio

AOHY:

1.20

JSI:

2.88

Martin Ratio

AOHY:

7.63

JSI:

13.66

Ulcer Index

AOHY:

0.66%

JSI:

0.49%

Daily Std Dev

AOHY:

4.17%

JSI:

2.99%

Max Drawdown

AOHY:

-4.17%

JSI:

-2.31%

Current Drawdown

AOHY:

-3.27%

JSI:

-2.31%

Returns By Period

In the year-to-date period, AOHY achieves a -1.25% return, which is significantly lower than JSI's 0.05% return.


AOHY

YTD

-1.25%

1M

-2.39%

6M

-1.05%

1Y

5.47%

5Y*

N/A

10Y*

N/A

JSI

YTD

0.05%

1M

-1.56%

6M

0.63%

1Y

6.35%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


AOHY vs. JSI - Expense Ratio Comparison

AOHY has a 0.55% expense ratio, which is higher than JSI's 0.50% expense ratio.


AOHY
Angel Oak High Yield Opportunities ETF
Expense ratio chart for AOHY: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AOHY: 0.55%
Expense ratio chart for JSI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JSI: 0.50%

Risk-Adjusted Performance

AOHY vs. JSI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AOHY
The Risk-Adjusted Performance Rank of AOHY is 9191
Overall Rank
The Sharpe Ratio Rank of AOHY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AOHY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of AOHY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AOHY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AOHY is 9292
Martin Ratio Rank

JSI
The Risk-Adjusted Performance Rank of JSI is 9696
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AOHY vs. JSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak High Yield Opportunities ETF (AOHY) and Janus Henderson Securitized Income ETF (JSI). 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 AOHY, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.00
AOHY: 1.20
JSI: 2.23
The chart of Sortino ratio for AOHY, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.00
AOHY: 1.70
JSI: 3.25
The chart of Omega ratio for AOHY, currently valued at 1.26, compared to the broader market0.501.001.502.002.50
AOHY: 1.26
JSI: 1.45
The chart of Calmar ratio for AOHY, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.00
AOHY: 1.20
JSI: 2.88
The chart of Martin ratio for AOHY, currently valued at 7.63, compared to the broader market0.0020.0040.0060.00
AOHY: 7.63
JSI: 13.66

The current AOHY Sharpe Ratio is 1.20, which is lower than the JSI Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of AOHY and JSI, 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 Ratio1.001.502.002.503.00Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06
1.20
2.23
AOHY
JSI

Dividends

AOHY vs. JSI - Dividend Comparison

AOHY's dividend yield for the trailing twelve months is around 6.76%, more than JSI's 6.43% yield.


TTM20242023
AOHY
Angel Oak High Yield Opportunities ETF
6.76%6.05%0.00%
JSI
Janus Henderson Securitized Income ETF
6.43%6.16%0.84%

Drawdowns

AOHY vs. JSI - Drawdown Comparison

The maximum AOHY drawdown since its inception was -4.17%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for AOHY and JSI. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.27%
-2.31%
AOHY
JSI

Volatility

AOHY vs. JSI - Volatility Comparison

Angel Oak High Yield Opportunities ETF (AOHY) has a higher volatility of 2.88% compared to Janus Henderson Securitized Income ETF (JSI) at 1.39%. This indicates that AOHY's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.88%
1.39%
AOHY
JSI
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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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