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BSJP vs. AOHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJP vs. AOHY - Performance Comparison

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

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BSJP vs. AOHY - Yearly Performance Comparison


Returns By Period


BSJP

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

AOHY

1D
0.00%
1M
-0.47%
YTD
0.49%
6M
1.30%
1Y
6.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJP vs. AOHY - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is lower than AOHY's 0.55% expense ratio.


Return for Risk

BSJP vs. AOHY — Risk / Return Rank

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

BSJP

AOHY
AOHY Risk / Return Rank: 7777
Overall Rank
AOHY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AOHY Sortino Ratio Rank: 8181
Sortino Ratio Rank
AOHY Omega Ratio Rank: 8383
Omega Ratio Rank
AOHY Calmar Ratio Rank: 6565
Calmar Ratio Rank
AOHY Martin Ratio Rank: 7979
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.

BSJP vs. AOHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and Angel Oak High Yield Opportunities ETF (AOHY). 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.

BSJP vs. AOHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJPAOHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.94

Correlation

The correlation between BSJP and AOHY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BSJP vs. AOHY - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 3.10%, less than AOHY's 6.58% yield.


TTM202520242023202220212020201920182017
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
3.10%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%
AOHY
Angel Oak High Yield Opportunities ETF
6.58%6.53%6.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSJP vs. AOHY - Drawdown Comparison


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Drawdown Indicators


BSJPAOHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

Current Drawdown

Current decline from peak

-0.72%

Average Drawdown

Average peak-to-trough decline

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

BSJP vs. AOHY - Volatility Comparison


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Volatility by Period


BSJPAOHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%