CARY vs. OOSP

In the year-to-date period, CARY achieves a 1.86% return, which is significantly lower than OOSP's 2.72% return.

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CARY has a 0.80% expense ratio, which is lower than OOSP's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Income ETF (CARY) and Obra Opportunistic Structured Products ETF (OOSP). 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 current CARY Sharpe Ratio is 2.65, which is comparable to the OOSP Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of CARY and OOSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CARY's dividend yield for the trailing twelve months is around 6.58%, less than OOSP's 7.74% yield.

The maximum CARY drawdown since its inception was -1.68%, which is greater than OOSP's maximum drawdown of -1.20%. Use the drawdown chart below to compare losses from any high point for CARY and OOSP. For additional features, visit the drawdowns tool.

The current volatility for Angel Oak Income ETF (CARY) is 0.76%, while Obra Opportunistic Structured Products ETF (OOSP) has a volatility of 1.95%. This indicates that CARY experiences smaller price fluctuations and is considered to be less risky than OOSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.