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JBBB vs. SCRD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JBBB vs. SCRD - Performance Comparison

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

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JBBB vs. SCRD - Yearly Performance Comparison


2026 (YTD)2025202420232022
JBBB
Janus Henderson B-BBB CLO ETF
-0.18%5.43%12.50%17.63%-5.99%
SCRD
Janus Henderson Corporate Bond ETF
-0.63%7.77%3.21%8.76%-14.67%

Returns By Period

In the year-to-date period, JBBB achieves a -0.18% return, which is significantly higher than SCRD's -0.63% return.


JBBB

1D
0.63%
1M
1.10%
YTD
-0.18%
6M
1.19%
1Y
4.26%
3Y*
11.06%
5Y*
10Y*

SCRD

1D
0.04%
1M
-1.59%
YTD
-0.63%
6M
0.29%
1Y
4.33%
3Y*
5.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JBBB vs. SCRD - Expense Ratio Comparison

JBBB has a 0.49% expense ratio, which is higher than SCRD's 0.35% expense ratio.


Return for Risk

JBBB vs. SCRD — Risk / Return Rank

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

JBBB
JBBB Risk / Return Rank: 4747
Overall Rank
JBBB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JBBB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JBBB Omega Ratio Rank: 5050
Omega Ratio Rank
JBBB Calmar Ratio Rank: 4848
Calmar Ratio Rank
JBBB Martin Ratio Rank: 5252
Martin Ratio Rank

SCRD
SCRD Risk / Return Rank: 4141
Overall Rank
SCRD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SCRD Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCRD Omega Ratio Rank: 4040
Omega Ratio Rank
SCRD Calmar Ratio Rank: 4242
Calmar Ratio Rank
SCRD Martin Ratio Rank: 3939
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. SCRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and Janus Henderson Corporate Bond ETF (SCRD). 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.


JBBBSCRDDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.86

-0.02

Sortino ratio

Return per unit of downside risk

1.22

1.19

+0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.30

1.27

+0.04

Martin ratio

Return relative to average drawdown

5.29

4.28

+1.01

JBBB vs. SCRD - Sharpe Ratio Comparison

The current JBBB Sharpe Ratio is 0.85, which is comparable to the SCRD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of JBBB and SCRD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JBBBSCRDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.86

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

-0.01

+1.25

Correlation

The correlation between JBBB and SCRD is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JBBB vs. SCRD - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 7.65%, more than SCRD's 5.37% yield.


TTM20252024202320222021
JBBB
Janus Henderson B-BBB CLO ETF
7.65%8.41%9.24%8.71%5.71%0.00%
SCRD
Janus Henderson Corporate Bond ETF
5.37%5.28%5.36%3.99%2.77%0.83%

Drawdowns

JBBB vs. SCRD - Drawdown Comparison

The maximum JBBB drawdown since its inception was -10.57%, smaller than the maximum SCRD drawdown of -21.17%. Use the drawdown chart below to compare losses from any high point for JBBB and SCRD.


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Drawdown Indicators


JBBBSCRDDifference

Max Drawdown

Largest peak-to-trough decline

-10.57%

-21.17%

+10.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-3.57%

+0.12%

Current Drawdown

Current decline from peak

-1.39%

-1.83%

+0.44%

Average Drawdown

Average peak-to-trough decline

-1.62%

-9.06%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.06%

-0.20%

Volatility

JBBB vs. SCRD - Volatility Comparison

Janus Henderson B-BBB CLO ETF (JBBB) and Janus Henderson Corporate Bond ETF (SCRD) have volatilities of 2.05% and 1.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBBBSCRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.97%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.55%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

5.03%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.33%

6.39%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

6.39%

-1.06%