PortfoliosLab logoPortfoliosLab logo
CARY vs. BLUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CARY vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Income ETF (CARY) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CARY achieves a 2.01% return, which is significantly lower than BLUI's 3.31% return.


CARY

1D
-0.10%
1M
0.49%
YTD
2.01%
6M
2.08%
1Y
6.45%
3Y*
7.33%
5Y*
10Y*

BLUI

1D
-0.01%
1M
-0.30%
YTD
3.31%
6M
3.52%
1Y
7.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARY vs. BLUI - Yearly Performance Comparison


2026 (YTD)2025
CARY
Angel Oak Income ETF
2.01%4.35%
BLUI
Bluemonte Diversified Income ETF
3.31%3.60%

Correlation

The correlation between CARY and BLUI is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 23, 2025

0.66

Compare stocks, funds, or ETFs

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


Return for Risk

CARY vs. BLUI — Risk / Return Rank

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

CARY
CARY Risk / Return Rank: 9494
Overall Rank
CARY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CARY Sortino Ratio Rank: 9696
Sortino Ratio Rank
CARY Omega Ratio Rank: 9696
Omega Ratio Rank
CARY Calmar Ratio Rank: 8989
Calmar Ratio Rank
CARY Martin Ratio Rank: 9292
Martin Ratio Rank

BLUI

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

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.

CARY vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Income ETF (CARY) and Bluemonte Diversified Income ETF (BLUI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CARYBLUIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.79

Calmar ratioReturn relative to maximum drawdown

5.07

Martin ratioReturn relative to average drawdown

21.83

CARY vs. BLUI - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CARY vs. BLUI - Drawdown Comparison

The maximum CARY drawdown since its inception was -1.96%, smaller than the maximum BLUI drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for CARY and BLUI.


Loading charts...

Drawdown Indicators


CARYBLUIDifference

Max Drawdown

Largest peak-to-trough decline

-1.96%

-2.43%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-2.43%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

Current Drawdown

Current decline from peak

-0.19%

-0.46%

+0.27%

Average Drawdown

Average peak-to-trough decline

-0.32%

-0.36%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

CARY vs. BLUI - Volatility Comparison


Loading charts...

Volatility by Period


CARYBLUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.81%

3.90%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

3.90%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

3.90%

-1.17%

CARY vs. BLUI - Expense Ratio Comparison

CARY has a 0.80% expense ratio, which is higher than BLUI's 0.75% expense ratio.


Dividends

CARY vs. BLUI - Dividend Comparison

CARY's dividend yield for the trailing twelve months is around 5.92%, more than BLUI's 4.72% yield.


PositionTTM2025202420232022
BLUI
Bluemonte Diversified Income ETF
4.72%2.91%0.00%0.00%0.00%
CARY
Angel Oak Income ETF
5.92%6.13%6.10%6.38%0.48%

Frequently Asked Questions


CARY and BLUI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, BLUI leads with 7.02% vs 6.45% for CARY. On fees, BLUI is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BLUI has performed better with a 7.02% return vs 6.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLUI is cheaper with a 0.75% expense ratio, compared with 0.80% for CARY.

CARY has the higher dividend yield at 5.92%, compared with 4.72% for BLUI.

They also come from different issuers: Angel Oak and Bluemonte. Their fees differ too: 0.80% for CARY and 0.75% for BLUI.

Portfolio Optimizer

Find the right allocation for CARY and BLUI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer