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BBHY vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHY vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBHY achieves a 1.90% return, which is significantly lower than UGA's 66.14% return.


BBHY

1D
0.10%
1M
0.29%
YTD
1.90%
6M
1.89%
1Y
6.28%
3Y*
8.81%
5Y*
3.99%
10Y*

UGA

1D
4.14%
1M
-5.40%
YTD
66.14%
6M
62.36%
1Y
70.24%
3Y*
19.22%
5Y*
23.21%
10Y*
14.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHY vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.90%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%
UGA
United States Gasoline Fund LP
66.14%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between BBHY and UGA is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.30

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

-0.08

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.15

The correlation between BBHY and UGA shifts across timeframes, from -0.30 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BBHY vs. UGA — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6464
Overall Rank
BBHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6363
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7373
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 6363
Sortino Ratio Rank
UGA Omega Ratio Rank: 6464
Omega Ratio Rank
UGA Calmar Ratio Rank: 7777
Calmar Ratio Rank
UGA Martin Ratio Rank: 6767
Martin Ratio Rank
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.

BBHY vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and United States Gasoline Fund LP (UGA). 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.


BBHYUGADifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.33

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

2.66

3.47

-0.82

Martin ratioReturn relative to average drawdown

11.84

10.69

+1.15

BBHY vs. UGA - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.72, which is comparable to the UGA Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BBHY and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBHY vs. UGA - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for BBHY and UGA.


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Drawdown Indicators


BBHYUGADifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-86.59%

+61.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-20.32%

+17.95%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

-26.68%

+21.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-38.11%

+22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-0.13%

-17.02%

+16.89%

Average Drawdown

Average peak-to-trough decline

-2.36%

-36.69%

+34.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

6.59%

-6.06%

Volatility

BBHY vs. UGA - Volatility Comparison

The current volatility for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) is 1.00%, while United States Gasoline Fund LP (UGA) has a volatility of 8.84%. This indicates that BBHY experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

8.84%

-7.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

30.92%

-27.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

34.74%

-31.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.28%

34.52%

-27.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.51%

37.24%

-29.73%

BBHY vs. UGA - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

BBHY vs. UGA - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 6.92%, while UGA has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.92%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
UGA
United States Gasoline Fund LP
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


BBHY and UGA have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (8.84%) compared to BBHY (1.00%). In terms of maximum drawdown, BBHY dropped -24.98% vs UGA's -86.59%.

On 5-year performance, UGA leads with 23.21% vs 3.99% for BBHY. On fees, BBHY is cheaper at 0.15% per year. On volatility, BBHY has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 23.21% return vs 3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.75% for UGA.

BBHY has the higher dividend yield at 6.92%, compared with 0.00% for UGA.

BBHY is categorized as High Yield Bonds, while UGA is Oil & Gas. BBHY tracks ICE BofA US High Yield Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: JPMorgan and Concierge Technologies. Their fees differ too: 0.15% for BBHY and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.03 vs 1.72), 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.

Portfolio Optimizer

Find the right allocation for BBHY and UGA

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