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JANZ vs. OCTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JANZ vs. OCTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (January) ETF (JANZ) and Aptus October Buffer ETF (OCTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JANZ achieves a 7.23% return, which is significantly higher than OCTB's 6.11% return.


JANZ

1D
-0.35%
1M
0.06%
YTD
7.23%
6M
6.71%
1Y
19.50%
3Y*
15.42%
5Y*
10.40%
10Y*

OCTB

1D
-0.15%
1M
0.56%
YTD
6.11%
6M
6.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JANZ vs. OCTB - Yearly Performance Comparison


Correlation

The correlation between JANZ and OCTB is 0.95 - 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 (All Time)
Calculated using the full available price history since Oct 14, 2025

0.95

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Return for Risk

JANZ vs. OCTB — Risk / Return Rank

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

JANZ
JANZ Risk / Return Rank: 6262
Overall Rank
JANZ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JANZ Sortino Ratio Rank: 5959
Sortino Ratio Rank
JANZ Omega Ratio Rank: 6060
Omega Ratio Rank
JANZ Calmar Ratio Rank: 6060
Calmar Ratio Rank
JANZ Martin Ratio Rank: 6868
Martin Ratio Rank

OCTB

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.

JANZ vs. OCTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (January) ETF (JANZ) and Aptus October Buffer ETF (OCTB). 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.


JANZOCTBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.87

Martin ratioReturn relative to average drawdown

12.22

JANZ vs. OCTB - Sharpe Ratio Comparison


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Drawdowns

JANZ vs. OCTB - Drawdown Comparison

The maximum JANZ drawdown since its inception was -18.11%, which is greater than OCTB's maximum drawdown of -4.79%. Use the drawdown chart below to compare losses from any high point for JANZ and OCTB.


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Drawdown Indicators


JANZOCTBDifference

Max Drawdown

Largest peak-to-trough decline

-18.11%

-4.79%

-13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-1.47%

-0.26%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.47%

-0.69%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

JANZ vs. OCTB - Volatility Comparison


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Volatility by Period


JANZOCTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

7.24%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

7.24%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.00%

7.24%

+5.76%

JANZ vs. OCTB - Expense Ratio Comparison

JANZ has a 0.79% expense ratio, which is higher than OCTB's 0.25% expense ratio.


Dividends

JANZ vs. OCTB - Dividend Comparison

JANZ's dividend yield for the trailing twelve months is around 1.32%, while OCTB has not paid dividends to shareholders.


PositionTTM20252024202320222021
JANZ
TrueShares Structured Outcome (January) ETF
1.32%1.42%2.70%2.58%0.21%4.52%
OCTB
Aptus October Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, JANZ and OCTB 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.

On fees, OCTB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OCTB is cheaper with a 0.25% expense ratio, compared with 0.79% for JANZ.

JANZ has the higher dividend yield at 1.32%, compared with 0.00% for OCTB.

They also come from different issuers: TrueShares and Aptus Capital Advisors. Their fees differ too: 0.79% for JANZ and 0.25% for OCTB.

Portfolio Optimizer

Find the right allocation for JANZ and OCTB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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