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CLOA vs. PTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOA vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock AAA CLO ETF (CLOA) and PIMCO Corporate & Income Opportunity Fund (PTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLOA achieves a 2.15% return, which is significantly higher than PTY's -3.70% return.


CLOA

1D
0.02%
1M
0.30%
YTD
2.15%
6M
2.54%
1Y
5.12%
3Y*
6.62%
5Y*
10Y*

PTY

1D
0.26%
1M
-0.51%
YTD
-3.70%
6M
-3.85%
1Y
-4.11%
3Y*
7.73%
5Y*
-0.75%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOA vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023
CLOA
BlackRock AAA CLO ETF
2.15%5.44%7.25%8.38%
PTY
PIMCO Corporate & Income Opportunity Fund
-3.70%-0.51%19.87%12.88%

Correlation

The correlation between CLOA and PTY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.12

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Return for Risk

CLOA vs. PTY — Risk / Return Rank

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

CLOA
CLOA Risk / Return Rank: 9999
Overall Rank
CLOA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLOA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CLOA Omega Ratio Rank: 9999
Omega Ratio Rank
CLOA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CLOA Martin Ratio Rank: 9999
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
Sortino Ratio Rank
PTY Omega Ratio Rank: 11
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
Martin Ratio Rank
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.

CLOA vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock AAA CLO ETF (CLOA) and PIMCO Corporate & Income Opportunity Fund (PTY). 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.


CLOAPTYDifference
Sharpe ratioReturn per unit of total volatility

+7.81

Sortino ratioReturn per unit of downside risk

+14.23

Omega ratioGain probability vs. loss probability

3.33

0.92

+2.40

Calmar ratioReturn relative to maximum drawdown

29.15

-0.29

+29.44

Martin ratioReturn relative to average drawdown

145.81

-0.57

+146.39

CLOA vs. PTY - Sharpe Ratio Comparison

The current CLOA Sharpe Ratio is 7.39, which is higher than the PTY Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of CLOA and PTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLOA vs. PTY - Drawdown Comparison

The maximum CLOA drawdown since its inception was -1.34%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for CLOA and PTY.


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Drawdown Indicators


CLOAPTYDifference

Max Drawdown

Largest peak-to-trough decline

-1.34%

-60.86%

+59.52%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-15.44%

+15.26%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

-16.04%

+14.91%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

Current Drawdown

Current decline from peak

0.00%

-12.60%

+12.60%

Average Drawdown

Average peak-to-trough decline

-0.05%

-8.61%

+8.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

7.89%

-7.85%

Volatility

CLOA vs. PTY - Volatility Comparison

The current volatility for BlackRock AAA CLO ETF (CLOA) is 0.13%, while PIMCO Corporate & Income Opportunity Fund (PTY) has a volatility of 2.64%. This indicates that CLOA experiences smaller price fluctuations and is considered to be less risky than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLOAPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

2.64%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

7.49%

-7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.70%

10.80%

-10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.31%

17.39%

-16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.31%

21.19%

-19.88%

CLOA vs. PTY - Expense Ratio Comparison

CLOA has a 0.20% expense ratio, which is lower than PTY's 1.19% expense ratio.


Dividends

CLOA vs. PTY - Dividend Comparison

CLOA's dividend yield for the trailing twelve months is around 4.95%, less than PTY's 12.15% yield.


PositionTTM20252024202320222021202020192018201720162015
CLOA
BlackRock AAA CLO ETF
4.95%5.35%6.01%5.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTY
PIMCO Corporate & Income Opportunity Fund
12.15%11.05%9.92%10.77%13.12%9.16%8.74%8.37%10.63%9.48%12.09%11.92%

Frequently Asked Questions


CLOA and PTY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTY has higher volatility (2.64%) compared to CLOA (0.13%). In terms of maximum drawdown, CLOA dropped -1.34% vs PTY's -60.86%.

CLOA currently has the higher Sharpe Ratio (7.39 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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