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HYSA vs. BBBS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYSA vs. BBBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS). The values are adjusted to include any dividend payments, if applicable.

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HYSA vs. BBBS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HYSA achieves a -0.51% return, which is significantly lower than BBBS's 0.13% return.


HYSA

1D
0.48%
1M
-0.88%
YTD
-0.51%
6M
0.27%
1Y
6.03%
3Y*
5Y*
10Y*

BBBS

1D
0.06%
1M
-0.64%
YTD
0.13%
6M
1.09%
1Y
4.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYSA vs. BBBS - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than BBBS's 0.19% expense ratio.


Return for Risk

HYSA vs. BBBS — Risk / Return Rank

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

HYSA
HYSA Risk / Return Rank: 5757
Overall Rank
HYSA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYSA Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYSA Omega Ratio Rank: 5252
Omega Ratio Rank
HYSA Calmar Ratio Rank: 5858
Calmar Ratio Rank
HYSA Martin Ratio Rank: 6363
Martin Ratio Rank

BBBS
BBBS Risk / Return Rank: 9393
Overall Rank
BBBS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BBBS Sortino Ratio Rank: 9595
Sortino Ratio Rank
BBBS Omega Ratio Rank: 9494
Omega Ratio Rank
BBBS Calmar Ratio Rank: 9191
Calmar Ratio Rank
BBBS Martin Ratio Rank: 9191
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.

HYSA vs. BBBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS). 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.


HYSABBBSDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.16

-1.16

Sortino ratio

Return per unit of downside risk

1.51

3.20

-1.69

Omega ratio

Gain probability vs. loss probability

1.20

1.45

-0.25

Calmar ratio

Return relative to maximum drawdown

1.54

3.40

-1.86

Martin ratio

Return relative to average drawdown

6.57

13.34

-6.77

HYSA vs. BBBS - Sharpe Ratio Comparison

The current HYSA Sharpe Ratio is 1.01, which is lower than the BBBS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HYSA and BBBS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYSABBBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.16

-1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

2.38

-1.06

Correlation

The correlation between HYSA and BBBS is 0.37, 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.


Dividends

HYSA vs. BBBS - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.89%, more than BBBS's 4.58% yield.


Drawdowns

HYSA vs. BBBS - Drawdown Comparison

The maximum HYSA drawdown since its inception was -4.90%, which is greater than BBBS's maximum drawdown of -1.45%. Use the drawdown chart below to compare losses from any high point for HYSA and BBBS.


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Drawdown Indicators


HYSABBBSDifference

Max Drawdown

Largest peak-to-trough decline

-4.90%

-1.45%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-1.45%

-2.36%

Current Drawdown

Current decline from peak

-1.69%

-0.83%

-0.86%

Average Drawdown

Average peak-to-trough decline

-0.69%

-0.27%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.37%

+0.57%

Volatility

HYSA vs. BBBS - Volatility Comparison

Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) has a higher volatility of 2.17% compared to Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) at 0.98%. This indicates that HYSA's price experiences larger fluctuations and is considered to be riskier than BBBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSABBBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

0.98%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

1.32%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

6.02%

2.25%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

2.27%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

2.27%

+3.90%