ARCC vs. JANW
ARCC (Ares Capital Corporation) is a stock, while JANW (AllianzIM U.S. Large Cap Buffer20 Jan ETF) is Options Trading fund actively managed by Allianz. Over the past 5 years, ARCC returned 9.04%/yr vs 8.08%/yr for JANW. At a 0.49 correlation, their price movements are largely independent.
Performance
ARCC vs. JANW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ARCC achieves a -2.20% return, which is significantly lower than JANW's 4.00% return.
ARCC
- 1D
- 1.00%
- 1M
- 1.69%
- YTD
- -2.20%
- 6M
- -2.87%
- 1Y
- -3.87%
- 3Y*
- 10.27%
- 5Y*
- 9.04%
- 10Y*
- 13.20%
JANW
- 1D
- 0.18%
- 1M
- 0.23%
- YTD
- 4.00%
- 6M
- 4.45%
- 1Y
- 12.31%
- 3Y*
- 10.44%
- 5Y*
- 8.08%
- 10Y*
- —
ARCC vs. JANW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | -2.20% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% |
JANW AllianzIM U.S. Large Cap Buffer20 Jan ETF | 4.00% | 10.05% | 10.99% | 14.56% | -0.60% | 6.31% |
Correlation
The correlation between ARCC and JANW is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021 | 0.49 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ARCC vs. JANW — Risk / Return Rank
ARCC
JANW
ARCC vs. JANW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Capital Corporation (ARCC) and AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW). 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.
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.
| ARCC | JANW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.54 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.23 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.47 | 17.55 | -18.02 |
Loading charts...
Drawdowns
ARCC vs. JANW - Drawdown Comparison
The maximum ARCC drawdown since its inception was -79.36%, which is greater than JANW's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for ARCC and JANW.
Loading charts...
Drawdown Indicators
| ARCC | JANW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.36% | -9.69% | -69.67% |
Max Drawdown (1Y)Largest decline over 1 year | -19.35% | -3.65% | -15.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -8.66% | -10.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -9.69% | -12.07% |
Max Drawdown (10Y)Largest decline over 10 years | -56.77% | — | — |
Current DrawdownCurrent decline from peak | -10.98% | -0.54% | -10.44% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -1.23% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.68% | 0.67% | +10.01% |
Volatility
ARCC vs. JANW - Volatility Comparison
Ares Capital Corporation (ARCC) has a higher volatility of 3.72% compared to AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW) at 1.31%. This indicates that ARCC's price experiences larger fluctuations and is considered to be riskier than JANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ARCC | JANW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 1.31% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 3.83% | +11.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 4.71% | +13.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 6.79% | +13.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.58% | 6.67% | +18.91% |
Dividends
ARCC vs. JANW - Dividend Comparison
ARCC's dividend yield for the trailing twelve months is around 9.97%, while JANW has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 7.48% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
JANW AllianzIM U.S. Large Cap Buffer20 Jan ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ARCC and JANW have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARCC has higher volatility (3.72%) compared to JANW (1.31%). In terms of maximum drawdown, ARCC dropped -79.36% vs JANW's -9.69%.
JANW currently has the higher Sharpe Ratio (2.50 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ARCC and JANW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer