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BJAN vs. OBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BJAN vs. OBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - January (BJAN) and Blue Owl Capital Corporation (OBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BJAN achieves a 6.13% return, which is significantly higher than OBDC's -6.89% return.


BJAN

1D
0.35%
1M
0.00%
YTD
6.13%
6M
7.42%
1Y
19.73%
3Y*
16.36%
5Y*
10.40%
10Y*

OBDC

1D
0.09%
1M
-0.71%
YTD
-6.89%
6M
-8.67%
1Y
-13.64%
3Y*
5.28%
5Y*
5.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJAN vs. OBDC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BJAN
Innovator U.S. Equity Buffer ETF - January
6.13%14.81%17.36%23.66%-11.40%13.86%12.54%4.92%
OBDC
Blue Owl Capital Corporation
-6.89%-7.87%14.69%43.51%-9.48%21.99%-19.52%20.00%

Correlation

The correlation between BJAN and OBDC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.43

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.46

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Return for Risk

BJAN vs. OBDC — Risk / Return Rank

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

BJAN
BJAN Risk / Return Rank: 8181
Overall Rank
BJAN Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BJAN Sortino Ratio Rank: 8585
Sortino Ratio Rank
BJAN Omega Ratio Rank: 8686
Omega Ratio Rank
BJAN Calmar Ratio Rank: 6868
Calmar Ratio Rank
BJAN Martin Ratio Rank: 8484
Martin Ratio Rank

OBDC
OBDC Risk / Return Rank: 1818
Overall Rank
OBDC Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OBDC Sortino Ratio Rank: 1616
Sortino Ratio Rank
OBDC Omega Ratio Rank: 1717
Omega Ratio Rank
OBDC Calmar Ratio Rank: 2020
Calmar Ratio Rank
OBDC Martin Ratio Rank: 2222
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.

BJAN vs. OBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - January (BJAN) and Blue Owl Capital Corporation (OBDC). 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.


BJANOBDCDifference
Sharpe ratioReturn per unit of total volatility

+3.02

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.46

0.91

+0.56

Calmar ratioReturn relative to maximum drawdown

3.00

-0.61

+3.61

Martin ratioReturn relative to average drawdown

14.94

-1.03

+15.97

BJAN vs. OBDC - Sharpe Ratio Comparison

The current BJAN Sharpe Ratio is 2.39, which is higher than the OBDC Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of BJAN and OBDC, 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

BJAN vs. OBDC - Drawdown Comparison

The maximum BJAN drawdown since its inception was -26.86%, smaller than the maximum OBDC drawdown of -56.07%. Use the drawdown chart below to compare losses from any high point for BJAN and OBDC.


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Drawdown Indicators


BJANOBDCDifference

Max Drawdown

Largest peak-to-trough decline

-26.86%

-56.07%

+29.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-23.90%

+17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.81%

-23.90%

+10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.38%

-28.26%

+10.88%

Current Drawdown

Current decline from peak

-1.06%

-18.68%

+17.62%

Average Drawdown

Average peak-to-trough decline

-2.90%

-10.67%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

14.20%

-12.94%

Volatility

BJAN vs. OBDC - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF - January (BJAN) is 2.23%, while Blue Owl Capital Corporation (OBDC) has a volatility of 6.58%. This indicates that BJAN experiences smaller price fluctuations and is considered to be less risky than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJANOBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

6.58%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

18.87%

-12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

7.87%

23.15%

-15.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.99%

20.77%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

27.06%

-13.00%

Dividends

BJAN vs. OBDC - Dividend Comparison

BJAN has not paid dividends to shareholders, while OBDC's dividend yield for the trailing twelve months is around 13.42%.


PositionTTM2025202420232022202120202019
BJAN
Innovator U.S. Equity Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.66%
OBDC
Blue Owl Capital Corporation
13.42%12.55%11.38%10.77%11.17%8.76%12.32%3.80%

Frequently Asked Questions


BJAN and OBDC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBDC has higher volatility (6.58%) compared to BJAN (2.23%). In terms of maximum drawdown, BJAN dropped -26.86% vs OBDC's -56.07%.

BJAN currently has the higher Sharpe Ratio (2.39 vs -0.63), 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.

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