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INRO vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INRO vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock U.S. Industry Rotation ETF (INRO) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


INRO

1D
-0.44%
1M
2.10%
YTD
13.70%
6M
13.07%
1Y
31.94%
3Y*
5Y*
10Y*

BSJO

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

INRO vs. BSJO - Yearly Performance Comparison


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Return for Risk

INRO vs. BSJO — Risk / Return Rank

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

INRO
INRO Risk / Return Rank: 7575
Overall Rank
INRO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
INRO Sortino Ratio Rank: 7474
Sortino Ratio Rank
INRO Omega Ratio Rank: 7575
Omega Ratio Rank
INRO Calmar Ratio Rank: 7070
Calmar Ratio Rank
INRO Martin Ratio Rank: 8181
Martin Ratio Rank

BSJO

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

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.

INRO vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock U.S. Industry Rotation ETF (INRO) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


INROBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.43

Martin ratioReturn relative to average drawdown

15.50

INRO vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

INRO vs. BSJO - Drawdown Comparison

The maximum INRO drawdown since its inception was -20.02%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for INRO and BSJO.


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Drawdown Indicators


INROBSJODifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

0.00%

-20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-2.58%

0.00%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

INRO vs. BSJO - Volatility Comparison


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Volatility by Period


INROBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

0.00%

+13.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

0.00%

+17.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

0.00%

+17.26%

INRO vs. BSJO - Expense Ratio Comparison

Both INRO and BSJO have an expense ratio of 0.42%.


Dividends

INRO vs. BSJO - Dividend Comparison

INRO's dividend yield for the trailing twelve months is around 0.60%, while BSJO has not paid dividends to shareholders.


Frequently Asked Questions


Both ETFs have the same 0.42% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

INRO and BSJO have the same expense ratio: 0.42% per year.

INRO has the higher dividend yield at 0.60%, compared with 0.00% for BSJO.

INRO is categorized as Large Cap Blend Equities, while BSJO is High Yield Bonds. They also come from different issuers: BlackRock and Invesco.

Portfolio Optimizer

Find the right allocation for INRO and BSJO

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