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JBBB vs. HSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBBB vs. HSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson B-BBB CLO ETF (JBBB) and The Hershey Company (HSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JBBB achieves a 2.03% return, which is significantly higher than HSY's 1.25% return.


JBBB

1D
0.15%
1M
0.52%
YTD
2.03%
6M
2.43%
1Y
5.67%
3Y*
10.46%
5Y*
10Y*

HSY

1D
0.45%
1M
-3.82%
YTD
1.25%
6M
1.34%
1Y
10.63%
3Y*
-8.39%
5Y*
3.29%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBBB vs. HSY - Yearly Performance Comparison


2026 (YTD)2025202420232022
JBBB
Janus Henderson B-BBB CLO ETF
2.03%5.43%12.50%17.63%-5.88%
HSY
The Hershey Company
1.25%10.98%-6.51%-17.88%21.51%

Correlation

The correlation between JBBB and HSY is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2022

0.03

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Return for Risk

JBBB vs. HSY — Risk / Return Rank

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

JBBB
JBBB Risk / Return Rank: 5656
Overall Rank
JBBB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JBBB Sortino Ratio Rank: 6262
Sortino Ratio Rank
JBBB Omega Ratio Rank: 6464
Omega Ratio Rank
JBBB Calmar Ratio Rank: 5050
Calmar Ratio Rank
JBBB Martin Ratio Rank: 5151
Martin Ratio Rank

HSY
HSY Risk / Return Rank: 5050
Overall Rank
HSY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HSY Sortino Ratio Rank: 4848
Sortino Ratio Rank
HSY Omega Ratio Rank: 4646
Omega Ratio Rank
HSY Calmar Ratio Rank: 5151
Calmar Ratio Rank
HSY Martin Ratio Rank: 5252
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.

JBBB vs. HSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and The Hershey Company (HSY). 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.


JBBBHSYDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.34

1.08

+0.26

Calmar ratioReturn relative to maximum drawdown

2.21

0.35

+1.86

Martin ratioReturn relative to average drawdown

7.50

0.87

+6.63

JBBB vs. HSY - Sharpe Ratio Comparison

The current JBBB Sharpe Ratio is 1.58, which is higher than the HSY Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of JBBB and HSY, 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

JBBB vs. HSY - Drawdown Comparison

The maximum JBBB drawdown since its inception was -10.57%, smaller than the maximum HSY drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for JBBB and HSY.


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Drawdown Indicators


JBBBHSYDifference

Max Drawdown

Largest peak-to-trough decline

-10.57%

-49.15%

+38.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-25.01%

+22.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-42.23%

+38.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.25%

Current Drawdown

Current decline from peak

0.00%

-28.02%

+28.02%

Average Drawdown

Average peak-to-trough decline

-1.57%

-13.10%

+11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

10.00%

-9.28%

Volatility

JBBB vs. HSY - Volatility Comparison

The current volatility for Janus Henderson B-BBB CLO ETF (JBBB) is 1.02%, while The Hershey Company (HSY) has a volatility of 9.48%. This indicates that JBBB experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBBBHSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

9.48%

-8.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

20.08%

-17.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

27.49%

-24.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

22.77%

-17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

23.44%

-18.18%

Dividends

JBBB vs. HSY - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 7.11%, more than HSY's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
HSY
The Hershey Company
3.11%3.01%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%
JBBB
Janus Henderson B-BBB CLO ETF
7.11%8.41%9.24%8.71%5.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JBBB and HSY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSY has higher volatility (9.48%) compared to JBBB (1.02%). In terms of maximum drawdown, JBBB dropped -10.57% vs HSY's -49.15%.

JBBB currently has the higher Sharpe Ratio (1.58 vs 0.32), 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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