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JANW vs. BXSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JANW vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW) and Blackstone Secured Lending Fund (BXSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JANW achieves a 4.00% return, which is significantly higher than BXSL's -6.39% return.


JANW

1D
0.18%
1M
0.23%
YTD
4.00%
6M
4.45%
1Y
12.31%
3Y*
10.44%
5Y*
8.08%
10Y*

BXSL

1D
-0.21%
1M
-1.08%
YTD
-6.39%
6M
-9.95%
1Y
-15.35%
3Y*
7.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JANW vs. BXSL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JANW
AllianzIM U.S. Large Cap Buffer20 Jan ETF
4.00%10.05%10.99%14.56%-0.60%0.51%
BXSL
Blackstone Secured Lending Fund
-6.39%-9.36%29.02%37.82%-26.03%32.04%

Correlation

The correlation between JANW and BXSL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.33

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Return for Risk

JANW vs. BXSL — Risk / Return Rank

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

JANW
JANW Risk / Return Rank: 8686
Overall Rank
JANW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JANW Sortino Ratio Rank: 9090
Sortino Ratio Rank
JANW Omega Ratio Rank: 9191
Omega Ratio Rank
JANW Calmar Ratio Rank: 7272
Calmar Ratio Rank
JANW Martin Ratio Rank: 8989
Martin Ratio Rank

BXSL
BXSL Risk / Return Rank: 1515
Overall Rank
BXSL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BXSL Sortino Ratio Rank: 1111
Sortino Ratio Rank
BXSL Omega Ratio Rank: 1414
Omega Ratio Rank
BXSL Calmar Ratio Rank: 1717
Calmar Ratio Rank
BXSL Martin Ratio Rank: 2222
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.

JANW vs. BXSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW) and Blackstone Secured Lending Fund (BXSL). 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.


JANWBXSLDifference
Sharpe ratioReturn per unit of total volatility

+3.29

Sortino ratioReturn per unit of downside risk

+4.79

Omega ratioGain probability vs. loss probability

1.54

0.88

+0.65

Calmar ratioReturn relative to maximum drawdown

3.23

-0.68

+3.91

Martin ratioReturn relative to average drawdown

17.55

-1.01

+18.56

JANW vs. BXSL - Sharpe Ratio Comparison

The current JANW Sharpe Ratio is 2.50, which is higher than the BXSL Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of JANW and BXSL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JANW vs. BXSL - Drawdown Comparison

The maximum JANW drawdown since its inception was -9.69%, smaller than the maximum BXSL drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for JANW and BXSL.


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Drawdown Indicators


JANWBXSLDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-36.80%

+27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-23.47%

+19.82%

Max Drawdown (3Y)

Largest decline over 3 years

-8.66%

-24.21%

+15.55%

Max Drawdown (5Y)

Largest decline over 5 years

-9.69%

Current Drawdown

Current decline from peak

-0.54%

-20.54%

+20.00%

Average Drawdown

Average peak-to-trough decline

-1.23%

-14.15%

+12.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

15.73%

-15.06%

Volatility

JANW vs. BXSL - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer20 Jan ETF (JANW) is 1.31%, while Blackstone Secured Lending Fund (BXSL) has a volatility of 5.42%. This indicates that JANW experiences smaller price fluctuations and is considered to be less risky than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANWBXSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

5.42%

-4.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

16.42%

-12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

20.20%

-15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.79%

23.85%

-17.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

23.85%

-17.18%

Dividends

JANW vs. BXSL - Dividend Comparison

JANW has not paid dividends to shareholders, while BXSL's dividend yield for the trailing twelve months is around 12.91%.


PositionTTM20252024202320222021
BXSL
Blackstone Secured Lending Fund
12.91%11.70%9.53%10.64%13.02%1.56%
JANW
AllianzIM U.S. Large Cap Buffer20 Jan ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JANW and BXSL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXSL has higher volatility (5.42%) compared to JANW (1.31%). In terms of maximum drawdown, JANW dropped -9.69% vs BXSL's -36.80%.

JANW currently has the higher Sharpe Ratio (2.50 vs -0.79), 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.

Portfolio Optimizer

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