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BSJQ vs. BSJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSJQBSJP
YTD Return7.65%7.61%
1Y Return11.20%10.36%
3Y Return (Ann)3.23%4.23%
5Y Return (Ann)3.82%4.62%
Sharpe Ratio3.555.05
Sortino Ratio5.739.96
Omega Ratio1.762.30
Calmar Ratio6.1323.68
Martin Ratio39.5093.87
Ulcer Index0.27%0.11%
Daily Std Dev2.97%2.04%
Max Drawdown-24.15%-23.58%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between BSJQ and BSJP is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BSJQ vs. BSJP - Performance Comparison

The year-to-date returns for both stocks are quite close, with BSJQ having a 7.65% return and BSJP slightly lower at 7.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
5.20%
4.12%
BSJQ
BSJP

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSJQ vs. BSJP - Expense Ratio Comparison

Both BSJQ and BSJP have an expense ratio of 0.42%.


BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
Expense ratio chart for BSJQ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BSJP: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

BSJQ vs. BSJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) 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.


BSJQ
Sharpe ratio
The chart of Sharpe ratio for BSJQ, currently valued at 3.55, compared to the broader market-2.000.002.004.003.55
Sortino ratio
The chart of Sortino ratio for BSJQ, currently valued at 5.73, compared to the broader market-2.000.002.004.006.008.0010.0012.005.73
Omega ratio
The chart of Omega ratio for BSJQ, currently valued at 1.76, compared to the broader market1.001.502.002.503.001.76
Calmar ratio
The chart of Calmar ratio for BSJQ, currently valued at 6.13, compared to the broader market0.005.0010.0015.006.13
Martin ratio
The chart of Martin ratio for BSJQ, currently valued at 39.50, compared to the broader market0.0020.0040.0060.0080.00100.0039.50
BSJP
Sharpe ratio
The chart of Sharpe ratio for BSJP, currently valued at 5.05, compared to the broader market-2.000.002.004.005.05
Sortino ratio
The chart of Sortino ratio for BSJP, currently valued at 9.96, compared to the broader market-2.000.002.004.006.008.0010.0012.009.96
Omega ratio
The chart of Omega ratio for BSJP, currently valued at 2.30, compared to the broader market1.001.502.002.503.002.30
Calmar ratio
The chart of Calmar ratio for BSJP, currently valued at 23.68, compared to the broader market0.005.0010.0015.0023.68
Martin ratio
The chart of Martin ratio for BSJP, currently valued at 93.87, compared to the broader market0.0020.0040.0060.0080.00100.0093.87

BSJQ vs. BSJP - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 3.55, which is comparable to the BSJP Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of BSJQ and BSJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.004.505.005.50JuneJulyAugustSeptemberOctoberNovember
3.55
5.05
BSJQ
BSJP

Dividends

BSJQ vs. BSJP - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 6.60%, less than BSJP's 6.80% yield.


TTM2023202220212020201920182017
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
6.60%6.58%5.58%4.28%4.64%5.53%2.39%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
6.80%7.07%5.37%4.26%4.95%5.50%5.84%1.32%

Drawdowns

BSJQ vs. BSJP - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.15%, roughly equal to the maximum BSJP drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for BSJQ and BSJP. For additional features, visit the drawdowns tool.


-0.60%-0.50%-0.40%-0.30%-0.20%-0.10%0.00%JuneJulyAugustSeptemberOctoberNovember00
BSJQ
BSJP

Volatility

BSJQ vs. BSJP - Volatility Comparison

Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) has a higher volatility of 0.72% compared to Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) at 0.52%. This indicates that BSJQ's price experiences larger fluctuations and is considered to be riskier than BSJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%JuneJulyAugustSeptemberOctoberNovember
0.72%
0.52%
BSJQ
BSJP