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JBBB vs. VRP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JBBB and VRP is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JBBB vs. VRP - Performance Comparison

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

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Key characteristics

Daily Std Dev

JBBB:

3.49%

VRP:

5.51%

Max Drawdown

JBBB:

-0.19%

VRP:

-46.04%

Current Drawdown

JBBB:

-0.04%

VRP:

-0.97%

Returns By Period


JBBB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VRP

YTD

1.06%

1M

2.38%

6M

0.73%

1Y

6.79%

5Y*

6.15%

10Y*

4.88%

*Annualized

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JBBB vs. VRP - Expense Ratio Comparison

JBBB has a 0.49% expense ratio, which is lower than VRP's 0.50% expense ratio.


Risk-Adjusted Performance

JBBB vs. VRP — Risk-Adjusted Performance Rank

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

JBBB
The Risk-Adjusted Performance Rank of JBBB is 9090
Overall Rank
The Sharpe Ratio Rank of JBBB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of JBBB is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JBBB is 9494
Omega Ratio Rank
The Calmar Ratio Rank of JBBB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JBBB is 8989
Martin Ratio Rank

VRP
The Risk-Adjusted Performance Rank of VRP is 8888
Overall Rank
The Sharpe Ratio Rank of VRP is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VRP is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VRP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VRP is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VRP is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JBBB vs. VRP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and Invesco Variable Rate Preferred ETF (VRP). 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.



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Dividends

JBBB vs. VRP - Dividend Comparison

JBBB's dividend yield for the trailing twelve months is around 8.05%, more than VRP's 5.87% yield.


TTM20242023202220212020201920182017201620152014
JBBB
Janus Henderson B-BBB CLO ETF
8.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRP
Invesco Variable Rate Preferred ETF
5.87%5.78%6.61%5.38%4.25%4.17%5.15%5.28%4.69%5.10%5.02%3.04%

Drawdowns

JBBB vs. VRP - Drawdown Comparison

The maximum JBBB drawdown since its inception was -0.19%, smaller than the maximum VRP drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for JBBB and VRP. For additional features, visit the drawdowns tool.


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Volatility

JBBB vs. VRP - Volatility Comparison


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