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BSJO vs. INRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJO vs. INRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Blackrock U.S. Industry Rotation ETF (INRO). The values are adjusted to include any dividend payments, if applicable.

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BSJO vs. INRO - Yearly Performance Comparison


Returns By Period


BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

INRO

1D
3.22%
1M
-4.68%
YTD
-4.40%
6M
-2.68%
1Y
18.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJO vs. INRO - Expense Ratio Comparison

Both BSJO and INRO have an expense ratio of 0.42%.


Return for Risk

BSJO vs. INRO — Risk / Return Rank

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

BSJO

INRO
INRO Risk / Return Rank: 6060
Overall Rank
INRO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
INRO Sortino Ratio Rank: 5757
Sortino Ratio Rank
INRO Omega Ratio Rank: 6161
Omega Ratio Rank
INRO Calmar Ratio Rank: 6060
Calmar Ratio Rank
INRO Martin Ratio Rank: 6969
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.

BSJO vs. INRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Blackrock U.S. Industry Rotation ETF (INRO). 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.


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

BSJO vs. INRO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJOINRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

Dividends

BSJO vs. INRO - Dividend Comparison

BSJO has not paid dividends to shareholders, while INRO's dividend yield for the trailing twelve months is around 0.77%.


Drawdowns

BSJO vs. INRO - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum INRO drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for BSJO and INRO.


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Drawdown Indicators


BSJOINRODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.02%

+20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

Current Drawdown

Current decline from peak

0.00%

-6.45%

+6.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.75%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

BSJO vs. INRO - Volatility Comparison


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Volatility by Period


BSJOINRODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

18.69%

-18.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.37%

-17.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.37%

-17.37%