JAAA vs. RCI
JAAA (Janus Henderson AAA CLO ETF) is CLO fund actively managed by Janus Henderson, while RCI (Rogers Communications Inc.) is a stock. Over the past 5 years, JAAA returned 4.76%/yr vs -2.04%/yr for RCI. At a 0.04 correlation, their price movements are largely independent.
Performance
JAAA vs. RCI - Performance Comparison
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Returns By Period
In the year-to-date period, JAAA achieves a 1.99% return, which is significantly lower than RCI's 4.12% return.
JAAA
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.99%
- 6M
- 2.49%
- 1Y
- 5.01%
- 3Y*
- 6.67%
- 5Y*
- 4.76%
- 10Y*
- —
RCI
- 1D
- -0.54%
- 1M
- 9.02%
- YTD
- 4.12%
- 6M
- 8.46%
- 1Y
- 44.93%
- 3Y*
- 0.09%
- 5Y*
- -2.04%
- 10Y*
- 3.75%
JAAA vs. RCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 1.99% | 5.16% | 7.43% | 8.59% | 0.49% | 1.39% | 0.76% |
RCI Rogers Communications Inc. | 4.12% | 28.55% | -31.89% | 3.37% | 1.59% | 5.64% | 15.66% |
Correlation
The correlation between JAAA and RCI is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2020 | 0.04 |
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Return for Risk
JAAA vs. RCI — Risk / Return Rank
JAAA
RCI
JAAA vs. RCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson AAA CLO ETF (JAAA) and Rogers Communications Inc. (RCI). 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.
| JAAA | RCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.30 | ||
| Sortino ratioReturn per unit of downside risk | +7.41 | ||
| Omega ratioGain probability vs. loss probability | 2.72 | 1.34 | +1.38 |
| Calmar ratioReturn relative to maximum drawdown | 12.91 | 2.24 | +10.67 |
| Martin ratioReturn relative to average drawdown | 69.57 | 6.88 | +62.69 |
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Drawdowns
JAAA vs. RCI - Drawdown Comparison
The maximum JAAA drawdown since its inception was -2.64%, smaller than the maximum RCI drawdown of -84.00%. Use the drawdown chart below to compare losses from any high point for JAAA and RCI.
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Drawdown Indicators
| JAAA | RCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.64% | -84.00% | +81.36% |
Max Drawdown (1Y)Largest decline over 1 year | -0.39% | -20.10% | +19.71% |
Max Drawdown (3Y)Largest decline over 3 years | -1.46% | -48.21% | +46.75% |
Max Drawdown (5Y)Largest decline over 5 years | -2.64% | -56.92% | +54.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -25.65% | +25.65% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -25.36% | +25.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 6.54% | -6.47% |
Volatility
JAAA vs. RCI - Volatility Comparison
The current volatility for Janus Henderson AAA CLO ETF (JAAA) is 0.12%, while Rogers Communications Inc. (RCI) has a volatility of 6.07%. This indicates that JAAA experiences smaller price fluctuations and is considered to be less risky than RCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAAA | RCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 6.07% | -5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 0.63% | 21.54% | -20.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.83% | 26.23% | -25.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.67% | 22.48% | -20.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.64% | 23.05% | -21.41% |
Dividends
JAAA vs. RCI - Dividend Comparison
JAAA's dividend yield for the trailing twelve months is around 4.99%, more than RCI's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 4.99% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCI Rogers Communications Inc. | 3.76% | 3.81% | 4.74% | 3.14% | 3.27% | 3.36% | 3.26% | 3.03% | 3.08% | 3.77% | 4.98% | 5.57% |
Frequently Asked Questions
JAAA and RCI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCI has higher volatility (6.07%) compared to JAAA (0.12%). In terms of maximum drawdown, JAAA dropped -2.64% vs RCI's -84.00%.
JAAA currently has the higher Sharpe Ratio (6.03 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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