PortfoliosLab logoPortfoliosLab logo
ILS vs. HYBI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILS vs. HYBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookmont Catastrophic Bond ETF (ILS) and NEOS Enhanced Income Credit Select ETF (HYBI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ILS vs. HYBI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ILS achieves a 1.09% return, which is significantly higher than HYBI's 0.31% return.


ILS

1D
0.05%
1M
0.38%
YTD
1.09%
6M
2.49%
1Y
6.76%
3Y*
5Y*
10Y*

HYBI

1D
-0.00%
1M
-0.57%
YTD
0.31%
6M
1.46%
1Y
7.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ILS vs. HYBI - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than HYBI's 0.68% expense ratio.


Return for Risk

ILS vs. HYBI — Risk / Return Rank

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

ILS

HYBI
HYBI Risk / Return Rank: 8181
Overall Rank
HYBI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYBI Sortino Ratio Rank: 7676
Sortino Ratio Rank
HYBI Omega Ratio Rank: 8787
Omega Ratio Rank
HYBI Calmar Ratio Rank: 8282
Calmar Ratio Rank
HYBI Martin Ratio Rank: 8989
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.

ILS vs. HYBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) and NEOS Enhanced Income Credit Select ETF (HYBI). 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.


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

ILS vs. HYBI - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


ILSHYBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.93

0.88

+1.05

Correlation

The correlation between ILS and HYBI is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ILS vs. HYBI - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.15%, less than HYBI's 8.37% yield.


TTM20252024
ILS
Brookmont Catastrophic Bond ETF
8.15%6.06%0.00%
HYBI
NEOS Enhanced Income Credit Select ETF
8.37%8.48%2.21%

Drawdowns

ILS vs. HYBI - Drawdown Comparison

The maximum ILS drawdown since its inception was -1.56%, smaller than the maximum HYBI drawdown of -4.68%. Use the drawdown chart below to compare losses from any high point for ILS and HYBI.


Loading graphics...

Drawdown Indicators


ILSHYBIDifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-4.68%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.56%

-3.07%

+1.51%

Current Drawdown

Current decline from peak

0.00%

-0.96%

+0.96%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.66%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

Volatility

ILS vs. HYBI - Volatility Comparison


Loading graphics...

Volatility by Period


ILSHYBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

5.56%

-2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

5.10%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

5.10%

-1.58%