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BSJS vs. BKHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJS and BKHY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BSJS vs. BKHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) and BNY Mellon High Yield Beta ETF (BKHY). The values are adjusted to include any dividend payments, if applicable.

10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
14.34%
19.97%
BSJS
BKHY

Key characteristics

Sharpe Ratio

BSJS:

1.38

BKHY:

1.53

Sortino Ratio

BSJS:

2.14

BKHY:

2.11

Omega Ratio

BSJS:

1.29

BKHY:

1.34

Calmar Ratio

BSJS:

1.94

BKHY:

1.81

Martin Ratio

BSJS:

10.77

BKHY:

9.47

Ulcer Index

BSJS:

0.80%

BKHY:

0.93%

Daily Std Dev

BSJS:

6.23%

BKHY:

5.78%

Max Drawdown

BSJS:

-17.73%

BKHY:

-17.36%

Current Drawdown

BSJS:

-0.56%

BKHY:

-0.82%

Returns By Period

In the year-to-date period, BSJS achieves a 2.12% return, which is significantly higher than BKHY's 1.36% return.


BSJS

YTD

2.12%

1M

0.46%

6M

2.47%

1Y

8.76%

5Y*

N/A

10Y*

N/A

BKHY

YTD

1.36%

1M

0.25%

6M

2.04%

1Y

8.97%

5Y*

5.97%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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BSJS vs. BKHY - Expense Ratio Comparison

BSJS has a 0.42% expense ratio, which is higher than BKHY's 0.22% expense ratio.


Expense ratio chart for BSJS: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSJS: 0.42%
Expense ratio chart for BKHY: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKHY: 0.22%

Risk-Adjusted Performance

BSJS vs. BKHY — Risk-Adjusted Performance Rank

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

BSJS
The Risk-Adjusted Performance Rank of BSJS is 9191
Overall Rank
The Sharpe Ratio Rank of BSJS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BSJS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BSJS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BSJS is 9494
Martin Ratio Rank

BKHY
The Risk-Adjusted Performance Rank of BKHY is 9191
Overall Rank
The Sharpe Ratio Rank of BKHY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BKHY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BKHY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BKHY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BKHY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSJS vs. BKHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) and BNY Mellon High Yield Beta ETF (BKHY). 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.


The chart of Sharpe ratio for BSJS, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.00
BSJS: 1.38
BKHY: 1.53
The chart of Sortino ratio for BSJS, currently valued at 2.14, compared to the broader market-2.000.002.004.006.008.00
BSJS: 2.14
BKHY: 2.11
The chart of Omega ratio for BSJS, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
BSJS: 1.29
BKHY: 1.34
The chart of Calmar ratio for BSJS, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.00
BSJS: 1.94
BKHY: 1.81
The chart of Martin ratio for BSJS, currently valued at 10.77, compared to the broader market0.0020.0040.0060.00
BSJS: 10.77
BKHY: 9.47

The current BSJS Sharpe Ratio is 1.38, which is comparable to the BKHY Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of BSJS and BKHY, 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 Ratio1.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.38
1.53
BSJS
BKHY

Dividends

BSJS vs. BKHY - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 7.05%, less than BKHY's 7.34% yield.


TTM20242023202220212020
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
7.05%7.04%6.75%5.82%4.86%0.75%
BKHY
BNY Mellon High Yield Beta ETF
7.34%7.34%8.67%6.59%5.00%4.65%

Drawdowns

BSJS vs. BKHY - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, roughly equal to the maximum BKHY drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for BSJS and BKHY. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.56%
-0.82%
BSJS
BKHY

Volatility

BSJS vs. BKHY - Volatility Comparison

Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) and BNY Mellon High Yield Beta ETF (BKHY) have volatilities of 4.42% and 4.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.42%
4.46%
BSJS
BKHY