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HYSA vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYSA vs. BBHY - 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 JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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HYSA vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
-0.51%8.37%6.71%5.98%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
-0.05%8.51%7.81%5.74%

Returns By Period

In the year-to-date period, HYSA achieves a -0.51% return, which is significantly lower than BBHY's -0.05% return.


HYSA

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

BBHY

1D
0.23%
1M
-0.68%
YTD
-0.05%
6M
1.03%
1Y
7.05%
3Y*
8.15%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYSA vs. BBHY - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

HYSA vs. BBHY — 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

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7777
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
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. BBHY - 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 JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


HYSABBHYDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.24

-0.23

Sortino ratio

Return per unit of downside risk

1.51

1.81

-0.30

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.54

1.68

-0.14

Martin ratio

Return relative to average drawdown

6.57

9.08

-2.51

HYSA vs. BBHY - Sharpe Ratio Comparison

The current HYSA Sharpe Ratio is 1.01, which is comparable to the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HYSA and BBHY, 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


HYSABBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.24

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.63

+0.70

Correlation

The correlation between HYSA and BBHY is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYSA vs. BBHY - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.89%, less than BBHY's 7.14% yield.


TTM2025202420232022202120202019201820172016
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.89%6.70%6.99%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.14%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%

Drawdowns

HYSA vs. BBHY - Drawdown Comparison

The maximum HYSA drawdown since its inception was -4.90%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for HYSA and BBHY.


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Drawdown Indicators


HYSABBHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.90%

-24.98%

+20.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-4.34%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-1.69%

-1.04%

-0.65%

Average Drawdown

Average peak-to-trough decline

-0.69%

-2.41%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.80%

+0.14%

Volatility

HYSA vs. BBHY - Volatility Comparison

Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) have volatilities of 2.17% and 2.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSABBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

2.19%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

2.80%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

6.02%

5.73%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

7.25%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

7.58%

-1.41%