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JBBB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBBB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson B-BBB CLO ETF (JBBB) and iShares Bitcoin Trust ETF (IBIT). 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 IBIT's -27.41% return.


JBBB

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

IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBBB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
JBBB
Janus Henderson B-BBB CLO ETF
2.03%5.43%11.80%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between JBBB and IBIT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.14

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Return for Risk

JBBB vs. IBIT — 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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and iShares Bitcoin Trust ETF (IBIT). 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.


JBBBIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+3.82

Omega ratioGain probability vs. loss probability

1.34

0.85

+0.48

Calmar ratioReturn relative to maximum drawdown

2.21

-0.78

+2.99

Martin ratioReturn relative to average drawdown

7.50

-1.37

+8.87

JBBB vs. IBIT - Sharpe Ratio Comparison

The current JBBB Sharpe Ratio is 1.58, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of JBBB and IBIT, 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. IBIT - Drawdown Comparison

The maximum JBBB drawdown since its inception was -10.57%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for JBBB and IBIT.


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Drawdown Indicators


JBBBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-10.57%

-52.11%

+41.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-52.11%

+49.65%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

Current Drawdown

Current decline from peak

0.00%

-49.45%

+49.45%

Average Drawdown

Average peak-to-trough decline

-1.57%

-16.53%

+14.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

29.64%

-28.92%

Volatility

JBBB vs. IBIT - Volatility Comparison

The current volatility for Janus Henderson B-BBB CLO ETF (JBBB) is 1.02%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that JBBB experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBBBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

12.07%

-11.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

34.45%

-31.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

44.10%

-40.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

50.26%

-45.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

50.26%

-45.00%

JBBB vs. IBIT - Expense Ratio Comparison

JBBB has a 0.49% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

JBBB vs. IBIT - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 7.11%, while IBIT has not paid dividends to shareholders.


PositionTTM2025202420232022
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%
JBBB
Janus Henderson B-BBB CLO ETF
7.11%8.41%9.24%8.71%5.71%

Frequently Asked Questions


JBBB and IBIT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to JBBB (1.02%). In terms of maximum drawdown, JBBB dropped -10.57% vs IBIT's -52.11%.

On 1-year performance, JBBB leads with 5.67% vs -39.67% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, JBBB has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JBBB has performed better with a 5.67% return vs -39.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.49% for JBBB.

JBBB has the higher dividend yield at 7.11%, compared with 0.00% for IBIT.

JBBB is categorized as CLO, while IBIT is Cryptocurrency. They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.49% for JBBB and 0.25% for IBIT.

JBBB currently has the higher Sharpe Ratio (1.58 vs -0.92), 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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