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JBBB vs. RAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBBB vs. RAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson B-BBB CLO ETF (JBBB) and Reckoner Leveraged AAA CLO ETF (RAAA). 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 1.86% return, which is significantly lower than RAAA's 2.18% return.


JBBB

1D
0.02%
1M
0.62%
YTD
1.86%
6M
2.34%
1Y
5.67%
3Y*
10.60%
5Y*
10Y*

RAAA

1D
-0.02%
1M
0.23%
YTD
2.18%
6M
2.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBBB vs. RAAA - Yearly Performance Comparison


2026 (YTD)2025
JBBB
Janus Henderson B-BBB CLO ETF
1.86%2.64%
RAAA
Reckoner Leveraged AAA CLO ETF
2.18%2.46%

Correlation

The correlation between JBBB and RAAA is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

-0.08

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Return for Risk

JBBB vs. RAAA — Risk / Return Rank

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

JBBB
JBBB Risk / Return Rank: 5151
Overall Rank
JBBB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JBBB Sortino Ratio Rank: 5656
Sortino Ratio Rank
JBBB Omega Ratio Rank: 5959
Omega Ratio Rank
JBBB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JBBB Martin Ratio Rank: 4747
Martin Ratio Rank

RAAA
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. RAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and Reckoner Leveraged AAA CLO ETF (RAAA). 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.


JBBBRAAADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

7.84

JBBB vs. RAAA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JBBBRAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

3.76

-2.45

Drawdowns

JBBB vs. RAAA - Drawdown Comparison

The maximum JBBB drawdown since its inception was -10.57%, which is greater than RAAA's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for JBBB and RAAA.


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Drawdown Indicators


JBBBRAAADifference

Max Drawdown

Largest peak-to-trough decline

-10.57%

-0.71%

-9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-1.58%

-0.06%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

Volatility

JBBB vs. RAAA - Volatility Comparison


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Volatility by Period


JBBBRAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

1.39%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

1.39%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

1.39%

+3.87%

JBBB vs. RAAA - Expense Ratio Comparison

JBBB has a 0.49% expense ratio, which is higher than RAAA's 0.30% expense ratio.


Dividends

JBBB vs. RAAA - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 7.13%, more than RAAA's 4.79% yield.


PositionTTM2025202420232022
JBBB
Janus Henderson B-BBB CLO ETF
7.13%8.41%9.24%8.71%5.71%
RAAA
Reckoner Leveraged AAA CLO ETF
4.79%2.70%0.00%0.00%0.00%

Frequently Asked Questions


JBBB and RAAA have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAAA is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAAA is cheaper with a 0.30% expense ratio, compared with 0.49% for JBBB.

JBBB has the higher dividend yield at 7.13%, compared with 4.79% for RAAA.

They also come from different issuers: Janus Henderson and Reckoner. Their fees differ too: 0.49% for JBBB and 0.30% for RAAA.

Portfolio Optimizer

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