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AUGZ vs. BSJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUGZ vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (August) ETF (AUGZ) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AUGZ

1D
-0.39%
1M
0.08%
YTD
7.08%
6M
6.74%
1Y
19.59%
3Y*
15.58%
5Y*
10.53%
10Y*

BSJP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUGZ vs. BSJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AUGZ
TrueShares Structured Outcome (August) ETF
7.08%13.49%17.99%17.32%-10.41%20.74%11.22%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%4.57%5.32%

Correlation

The correlation between AUGZ and BSJP is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2020

0.60

The correlation between AUGZ and BSJP shifts across timeframes, from -0.04 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AUGZ vs. BSJP — Risk / Return Rank

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

AUGZ
AUGZ Risk / Return Rank: 6060
Overall Rank
AUGZ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AUGZ Sortino Ratio Rank: 5959
Sortino Ratio Rank
AUGZ Omega Ratio Rank: 6060
Omega Ratio Rank
AUGZ Calmar Ratio Rank: 5757
Calmar Ratio Rank
AUGZ Martin Ratio Rank: 6464
Martin Ratio Rank

BSJP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

AUGZ vs. BSJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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.


AUGZBSJPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

11.29

AUGZ vs. BSJP - Sharpe Ratio Comparison


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Drawdowns

AUGZ vs. BSJP - Drawdown Comparison


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Drawdown Indicators


AUGZBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

Current Drawdown

Current decline from peak

-1.64%

Average Drawdown

Average peak-to-trough decline

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

AUGZ vs. BSJP - Volatility Comparison


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Volatility by Period


AUGZBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

AUGZ vs. BSJP - Expense Ratio Comparison

AUGZ has a 0.79% expense ratio, which is higher than BSJP's 0.42% expense ratio.


Dividends

AUGZ vs. BSJP - Dividend Comparison

AUGZ's dividend yield for the trailing twelve months is around 3.39%, more than BSJP's 2.26% yield.


PositionTTM202520242023202220212020201920182017
AUGZ
TrueShares Structured Outcome (August) ETF
3.39%3.63%4.08%3.42%0.41%0.00%0.00%0.00%0.00%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
2.26%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%

Frequently Asked Questions


AUGZ and BSJP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSJP is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJP is cheaper with a 0.42% expense ratio, compared with 0.79% for AUGZ.

AUGZ has the higher dividend yield at 3.39%, compared with 2.26% for BSJP.

AUGZ is categorized as Defined Outcome, while BSJP is High Yield Bonds. AUGZ tracks S&P 500 Index, while BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. They also come from different issuers: TrueShares and Invesco. Their fees differ too: 0.79% for AUGZ and 0.42% for BSJP.

Portfolio Optimizer

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