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HYP vs. JXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYP vs. JXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Eagle Dynamic Hypergrowth ETF (HYP) and Janus Henderson Transformational Growth ETF (JXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYP achieves a 6.93% return, which is significantly lower than JXX's 9.07% return.


HYP

1D
0.31%
1M
-13.07%
6M
-3.82%
YTD
6.93%
1Y
3Y*
5Y*
10Y*
ALL TIME*

JXX

1D
1.24%
1M
-3.02%
6M
14.30%
YTD
9.07%
1Y
18.13%
3Y*
5Y*
10Y*
ALL TIME*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$526.64K$488.31K$1.07M
$63.62K$50.42K$49.83K

HYP vs. JXX - Yearly Performance Comparison


Correlation

The correlation between HYP and JXX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.69

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Return for Risk

HYP vs. JXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYP

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


JXX
JXX Risk / Return Rank: 2929
Overall Rank
JXX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JXX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JXX Omega Ratio Rank: 2828
Omega Ratio Rank
JXX Calmar Ratio Rank: 2828
Calmar Ratio Rank
JXX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYP vs. JXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and Janus Henderson Transformational Growth ETF (JXX). 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.


HYPJXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.88

Martin ratioReturn relative to average drawdown

2.55

HYP vs. JXX - Sharpe Ratio Comparison


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Drawdowns

HYP vs. JXX - Drawdown Comparison

The maximum HYP drawdown since its inception was -28.79%, which is greater than JXX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for HYP and JXX.


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Drawdown Indicators


HYPJXXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-23.73%

-5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-18.02%

Current Drawdown

Current decline from peak

-21.67%

-9.14%

-12.53%

Average Drawdown

Average peak-to-trough decline

-7.27%

-5.57%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

Volatility

HYP vs. JXX - Volatility Comparison


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Volatility by Period


HYPJXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

Volatility (6M)

Calculated over the trailing 6-month period

18.58%

Volatility (1Y)

Calculated over the trailing 1-year period

46.62%

22.87%

+23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.62%

24.95%

+21.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.62%

24.95%

+21.67%

HYP vs. JXX - Expense Ratio Comparison

HYP has a 0.85% expense ratio, which is higher than JXX's 0.57% expense ratio.


Dividends

HYP vs. JXX - Dividend Comparison

HYP's dividend yield for the trailing twelve months is around 0.13%, while JXX has not paid dividends to shareholders.


Frequently Asked Questions


HYP and JXX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JXX is cheaper at 0.57% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JXX is cheaper with a 0.57% expense ratio, compared with 0.85% for HYP.

HYP has the higher dividend yield at 0.13%, compared with 0.00% for JXX.

They also come from different issuers: Golden Eagle and Janus Henderson. Their fees differ too: 0.85% for HYP and 0.57% for JXX.

Portfolio Optimizer

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