JCL0.DE vs. OWL
JCL0.DE (Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc) is CLO fund actively managed by Janus Henderson, while OWL (Blue Owl Capital Inc.) is a stock. Over the past year, JCL0.DE returned 3.17% vs -43.60% for OWL. At a 0.03 correlation, their price movements are largely independent.
Performance
JCL0.DE vs. OWL - Performance Comparison
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Different Trading Currencies
JCL0.DE is traded in EUR, while OWL is traded in USD. To make them comparable, the OWL values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JCL0.DE achieves a 1.30% return, which is significantly higher than OWL's -27.99% return.
JCL0.DE
- 1D
- 0.09%
- 1M
- 0.43%
- YTD
- 1.30%
- 6M
- 1.52%
- 1Y
- 3.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OWL
- 1D
- 5.01%
- 1M
- -2.33%
- YTD
- -27.99%
- 6M
- -33.59%
- 1Y
- -43.60%
- 3Y*
- 1.46%
- 5Y*
- -0.93%
- 10Y*
- —
JCL0.DE vs. OWL - 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% |
OWL Blue Owl Capital Inc. | -27.99% | -40.80% | -1.14% |
Correlation
The correlation between JCL0.DE and OWL is 0.02, 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 (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024 | 0.03 |
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Return for Risk
JCL0.DE vs. OWL — Risk / Return Rank
JCL0.DE
OWL
JCL0.DE vs. OWL - 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 Blue Owl Capital Inc. (OWL). 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 | OWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.27 | ||
| Sortino ratioReturn per unit of downside risk | +7.09 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 0.83 | +0.94 |
| Calmar ratioReturn relative to maximum drawdown | 6.95 | -0.74 | +7.69 |
| Martin ratioReturn relative to average drawdown | 37.63 | -1.33 | +38.96 |
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 | OWL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.27 | -1.00 | +4.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.71 | 0.12 | +2.59 |
Drawdowns
JCL0.DE vs. OWL - Drawdown Comparison
The maximum JCL0.DE drawdown since its inception was -0.70%, smaller than the maximum OWL drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for JCL0.DE and OWL.
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Drawdown Indicators
| JCL0.DE | OWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.70% | -70.56% | +69.86% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -59.05% | +58.60% |
Max Drawdown (3Y)Largest decline over 3 years | — | -70.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -70.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -62.33% | +62.33% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -22.72% | +22.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 32.83% | -32.75% |
Volatility
JCL0.DE vs. OWL - Volatility Comparison
The current volatility for Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) is 0.29%, while Blue Owl Capital Inc. (OWL) has a volatility of 12.51%. This indicates that JCL0.DE experiences smaller price fluctuations and is considered to be less risky than OWL 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 | OWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 12.51% | -12.22% |
Volatility (6M)Calculated over the trailing 6-month period | 0.79% | 34.81% | -34.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.97% | 43.59% | -42.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.27% | 42.53% | -41.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.27% | 42.11% | -40.84% |
Dividends
JCL0.DE vs. OWL - Dividend Comparison
JCL0.DE has not paid dividends to shareholders, while OWL's dividend yield for the trailing twelve months is around 8.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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% |
OWL Blue Owl Capital Inc. | 8.88% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% |
Frequently Asked Questions
JCL0.DE and OWL have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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