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BSJU vs. CLOZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJU and CLOZ is 0.03, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

BSJU vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) and Panagram Bbb-B Clo ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.98%
23.79%
BSJU
CLOZ

Key characteristics

Sharpe Ratio

BSJU:

0.99

CLOZ:

1.22

Sortino Ratio

BSJU:

1.38

CLOZ:

1.32

Omega Ratio

BSJU:

1.18

CLOZ:

1.42

Calmar Ratio

BSJU:

1.44

CLOZ:

0.84

Martin Ratio

BSJU:

6.57

CLOZ:

7.11

Ulcer Index

BSJU:

0.77%

CLOZ:

0.60%

Daily Std Dev

BSJU:

5.07%

CLOZ:

3.50%

Max Drawdown

BSJU:

-7.51%

CLOZ:

-5.10%

Current Drawdown

BSJU:

-3.49%

CLOZ:

-5.10%

Returns By Period

In the year-to-date period, BSJU achieves a -1.27% return, which is significantly higher than CLOZ's -3.69% return.


BSJU

YTD

-1.27%

1M

-3.16%

6M

-1.55%

1Y

5.19%

5Y*

N/A

10Y*

N/A

CLOZ

YTD

-3.69%

1M

-4.45%

6M

-0.28%

1Y

4.30%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BSJU vs. CLOZ - Expense Ratio Comparison

BSJU has a 0.42% expense ratio, which is lower than CLOZ's 0.50% expense ratio.


CLOZ
Panagram Bbb-B Clo ETF
Expense ratio chart for CLOZ: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CLOZ: 0.50%
Expense ratio chart for BSJU: 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%
BSJU: 0.42%

Risk-Adjusted Performance

BSJU vs. CLOZ — Risk-Adjusted Performance Rank

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

BSJU
The Risk-Adjusted Performance Rank of BSJU is 8585
Overall Rank
The Sharpe Ratio Rank of BSJU is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJU is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BSJU is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BSJU is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BSJU is 8989
Martin Ratio Rank

CLOZ
The Risk-Adjusted Performance Rank of CLOZ is 8484
Overall Rank
The Sharpe Ratio Rank of CLOZ is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CLOZ is 7777
Sortino Ratio Rank
The Omega Ratio Rank of CLOZ is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CLOZ is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CLOZ is 8888
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.

BSJU vs. CLOZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) and Panagram Bbb-B Clo ETF (CLOZ). 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.


Sharpe ratio
The chart of Sharpe ratio for BSJU, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.005.00
BSJU: 0.99
CLOZ: 1.22
The chart of Sortino ratio for BSJU, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.00
BSJU: 1.38
CLOZ: 1.32
The chart of Omega ratio for BSJU, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
BSJU: 1.18
CLOZ: 1.42
The chart of Calmar ratio for BSJU, currently valued at 1.44, compared to the broader market0.005.0010.0015.00
BSJU: 1.44
CLOZ: 0.84
The chart of Martin ratio for BSJU, currently valued at 6.57, compared to the broader market0.0020.0040.0060.0080.00100.00
BSJU: 6.57
CLOZ: 7.11

The current BSJU Sharpe Ratio is 0.99, which is comparable to the CLOZ Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BSJU and CLOZ, 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 Ratio1.002.003.004.005.006.007.00NovemberDecember2025FebruaryMarchApril
0.99
1.22
BSJU
CLOZ

Dividends

BSJU vs. CLOZ - Dividend Comparison

BSJU's dividend yield for the trailing twelve months is around 7.33%, less than CLOZ's 9.06% yield.


TTM202420232022
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
7.33%7.08%6.74%2.38%
CLOZ
Panagram Bbb-B Clo ETF
9.06%9.09%8.81%0.00%

Drawdowns

BSJU vs. CLOZ - Drawdown Comparison

The maximum BSJU drawdown since its inception was -7.51%, which is greater than CLOZ's maximum drawdown of -5.10%. Use the drawdown chart below to compare losses from any high point for BSJU and CLOZ. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.49%
-5.10%
BSJU
CLOZ

Volatility

BSJU vs. CLOZ - Volatility Comparison

The current volatility for Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) is 2.30%, while Panagram Bbb-B Clo ETF (CLOZ) has a volatility of 2.94%. This indicates that BSJU experiences smaller price fluctuations and is considered to be less risky than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.30%
2.94%
BSJU
CLOZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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