PortfoliosLab logo
APRT vs. JANT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APRT and JANT is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

APRT vs. JANT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) and AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

APRT:

0.47

JANT:

0.59

Sortino Ratio

APRT:

0.78

JANT:

0.94

Omega Ratio

APRT:

1.12

JANT:

1.17

Calmar Ratio

APRT:

0.46

JANT:

0.56

Martin Ratio

APRT:

1.75

JANT:

2.45

Ulcer Index

APRT:

3.96%

JANT:

3.04%

Daily Std Dev

APRT:

13.89%

JANT:

12.23%

Max Drawdown

APRT:

-14.98%

JANT:

-16.18%

Current Drawdown

APRT:

-7.30%

JANT:

-4.72%

Returns By Period

In the year-to-date period, APRT achieves a -3.71% return, which is significantly lower than JANT's -1.89% return.


APRT

YTD

-3.71%

1M

4.98%

6M

-4.25%

1Y

6.35%

5Y*

N/A

10Y*

N/A

JANT

YTD

-1.89%

1M

3.01%

6M

-0.88%

1Y

7.16%

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.


APRT vs. JANT - Expense Ratio Comparison

Both APRT and JANT have an expense ratio of 0.74%.


Risk-Adjusted Performance

APRT vs. JANT — Risk-Adjusted Performance Rank

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

APRT
The Risk-Adjusted Performance Rank of APRT is 5757
Overall Rank
The Sharpe Ratio Rank of APRT is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of APRT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of APRT is 5959
Omega Ratio Rank
The Calmar Ratio Rank of APRT is 5959
Calmar Ratio Rank
The Martin Ratio Rank of APRT is 5757
Martin Ratio Rank

JANT
The Risk-Adjusted Performance Rank of JANT is 6868
Overall Rank
The Sharpe Ratio Rank of JANT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JANT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of JANT is 7676
Omega Ratio Rank
The Calmar Ratio Rank of JANT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JANT is 6969
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.

APRT vs. JANT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) and AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT). 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.


The current APRT Sharpe Ratio is 0.47, which is comparable to the JANT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of APRT and JANT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

APRT vs. JANT - Dividend Comparison

Neither APRT nor JANT has paid dividends to shareholders.


TTM20242023202220212020
APRT
AllianzIM U.S. Large Cap Buffer10 Apr ETF
0.00%0.00%0.00%0.00%0.00%4.67%
JANT
AllianzIM U.S. Large Cap Buffer10 Jan ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

APRT vs. JANT - Drawdown Comparison

The maximum APRT drawdown since its inception was -14.98%, smaller than the maximum JANT drawdown of -16.18%. Use the drawdown chart below to compare losses from any high point for APRT and JANT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

APRT vs. JANT - Volatility Comparison


Loading data...