JANT vs. MART

Last updated Jun 4, 2026

JANT (AllianzIM U.S. Large Cap Buffer10 Jan ETF) and MART (Allianzim U.S. Large Cap Buffer10 Mar ETF) are both Options Trading funds from Allianz. Both are actively managed. Over the past 3 years, JANT returned 16.37%/yr vs 16.35%/yr for MART. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.74% expense ratio.

Performance

JANT vs. MART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JANT achieves a 6.61% return, which is significantly lower than MART's 8.18% return.

JANT

• 1D: -0.31%
• 1M: 2.67%
• YTD: 6.61%
• 6M: 8.04%
• 1Y: 19.56%
• 3Y*: 16.37%
• 5Y*: 10.26%
• 10Y*: —

MART

• 1D: -0.24%
• 1M: 2.60%
• YTD: 8.18%
• 6M: 9.29%
• 1Y: 19.86%
• 3Y*: 16.35%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JANT vs. MART - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JANT AllianzIM U.S. Large Cap Buffer10 Jan ETF	6.61%	14.30%	16.01%	19.25%
MART Allianzim U.S. Large Cap Buffer10 Mar ETF	8.18%	14.93%	15.60%	16.94%

Correlation

The correlation between JANT and MART is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 2, 2023	0.94

The correlation between JANT and MART has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

JANT vs. MART - Sectors Allocation Comparison

Sectors	JANT	MART
Technology	36.2%	36.2%
Financial Services	11.9%	11.9%
Communication Services	10.9%	10.9%
Consumer Cyclical	10.1%	10.1%
Healthcare	8.4%	8.4%
Industrials	8.1%	8.1%
Consumer Defensive	4.9%	4.9%
Energy	3.5%	3.5%
Utilities	2.3%	2.3%
Real Estate	1.9%	1.9%
Basic Materials	1.8%	1.8%

Return for Risk

JANT vs. MART — Risk / Return Rank

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

JANT

JANT Risk / Return Rank: 81
JANT Sharpe Ratio Rank: 82
JANT Sortino Ratio Rank: 85
JANT Omega Ratio Rank: 87
JANT Calmar Ratio Rank: 68
JANT Martin Ratio Rank: 84

MART

MART Risk / Return Rank: 86
MART Sharpe Ratio Rank: 85
MART Sortino Ratio Rank: 90
MART Omega Ratio Rank: 90
MART Calmar Ratio Rank: 75
MART Martin Ratio Rank: 90

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.

JANT vs. MART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART). 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.

	JANT	MART	Difference
Sharpe ratio: Return per unit of total volatility	2.64	2.82	-0.18
Sortino ratio: Return per unit of downside risk	3.84	4.16	-0.32
Omega ratio: Gain probability vs. loss probability	1.54	1.59	-0.05
Calmar ratio: Return relative to maximum drawdown	3.31	3.76	-0.45
Martin ratio: Return relative to average drawdown	17.34	21.14	-3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JANT vs. MART - Sharpe Ratio Comparison

The current JANT Sharpe Ratio is 2.64, which is comparable to the MART Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of JANT and MART, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JANT	MART	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	2.82	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	1.79	-0.79

Drawdowns

JANT vs. MART - Drawdown Comparison

The maximum JANT drawdown since its inception was -16.18%, which is greater than MART's maximum drawdown of -11.61%. Use the drawdown chart below to compare losses from any high point for JANT and MART.

Drawdown Indicators

	JANT	MART	Difference
Max Drawdown Largest peak-to-trough decline	-16.18%	-11.61%	-4.57%
Max Drawdown (1Y) Largest decline over 1 year	-5.94%	-5.30%	-0.64%
Max Drawdown (3Y) Largest decline over 3 years	-13.25%	-11.61%	-1.64%
Max Drawdown (5Y) Largest decline over 5 years	-16.18%	—	—
Current Drawdown Current decline from peak	-0.31%	-0.33%	+0.02%
Average Drawdown Average peak-to-trough decline	-2.67%	-0.90%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.13%	0.94%	+0.19%

Volatility

JANT vs. MART - Volatility Comparison

AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) have volatilities of 1.36% and 1.31%, 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.

Volatility by Period

	JANT	MART	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.36%	1.31%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	5.96%	5.60%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	7.45%	7.07%	+0.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.31%	9.69%	+1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.10%	9.69%	+1.41%

JANT vs. MART - Expense Ratio Comparison

Both JANT and MART have an expense ratio of 0.74%.

Dividends

JANT vs. MART - Dividend Comparison

Neither JANT nor MART has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JANT and MART in my portfolio?

With a correlation of 0.96, JANT and MART move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JANT or MART?

JANT has higher volatility (1.36%) compared to MART (1.31%). In terms of maximum drawdown, JANT dropped -16.18% vs MART's -11.61%.

Which ETF is better, JANT or MART?

On 3-year performance, JANT leads with 16.37% vs 16.35% for MART. Both ETFs have the same 0.74% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JANT or MART?

Over the 3-year period, JANT has performed better with a 16.37% return vs 16.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JANT or MART?

JANT and MART have the same expense ratio: 0.74% per year.

Which ETF pays a higher dividend yield, JANT or MART?

JANT and MART have nearly identical dividend yields, around 0.00%.

Which has better risk-adjusted returns?

MART currently has the higher Sharpe Ratio (2.82 vs 2.64), 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.