JCL0.DE vs. BNP.PA
JCL0.DE (Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc) is CLO fund actively managed by Janus Henderson, while BNP.PA (BNP Paribas SA) is a stock. Over the past year, JCL0.DE returned 3.17% vs 30.56% for BNP.PA. At a 0.10 correlation, their price movements are largely independent.
Performance
JCL0.DE vs. BNP.PA - Performance Comparison
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Returns By Period
In the year-to-date period, JCL0.DE achieves a 1.30% return, which is significantly lower than BNP.PA's 19.76% return.
JCL0.DE
- 1D
- 0.09%
- 1M
- 0.43%
- YTD
- 1.30%
- 6M
- 1.52%
- 1Y
- 3.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BNP.PA
- 1D
- 0.83%
- 1M
- 8.98%
- YTD
- 19.76%
- 6M
- 27.83%
- 1Y
- 30.56%
- 3Y*
- 26.67%
- 5Y*
- 18.63%
- 10Y*
- 13.30%
JCL0.DE vs. BNP.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JCL0.DE Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc | 1.30% | 3.57% | 0.07% |
BNP.PA BNP Paribas SA | 19.76% | 50.14% | 3.10% |
Correlation
The correlation between JCL0.DE and BNP.PA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024 | 0.10 |
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Return for Risk
JCL0.DE vs. BNP.PA — Risk / Return Rank
JCL0.DE
BNP.PA
JCL0.DE vs. BNP.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) and BNP Paribas SA (BNP.PA). 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.
| JCL0.DE | BNP.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.20 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 6.95 | 1.55 | +5.40 |
| Martin ratioReturn relative to average drawdown | 37.63 | 3.93 | +33.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JCL0.DE | BNP.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.27 | 1.07 | +2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.71 | 0.25 | +2.46 |
Drawdowns
JCL0.DE vs. BNP.PA - Drawdown Comparison
The maximum JCL0.DE drawdown since its inception was -0.70%, smaller than the maximum BNP.PA drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for JCL0.DE and BNP.PA.
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Drawdown Indicators
| JCL0.DE | BNP.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.70% | -75.43% | +74.73% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -19.50% | +19.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.43% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -19.98% | +19.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 7.67% | -7.59% |
Volatility
JCL0.DE vs. BNP.PA - Volatility Comparison
The current volatility for Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) is 0.29%, while BNP Paribas SA (BNP.PA) has a volatility of 7.11%. This indicates that JCL0.DE experiences smaller price fluctuations and is considered to be less risky than BNP.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCL0.DE | BNP.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 7.11% | -6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 0.79% | 20.83% | -20.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.97% | 28.23% | -27.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.27% | 28.42% | -27.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.27% | 31.19% | -29.92% |
Dividends
JCL0.DE vs. BNP.PA - Dividend Comparison
JCL0.DE has not paid dividends to shareholders, while BNP.PA's dividend yield for the trailing twelve months is around 5.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.PA BNP Paribas SA | 5.49% | 9.13% | 7.77% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% |
JCL0.DE Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JCL0.DE and BNP.PA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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