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JOJO vs. JSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JOJO and JSI is 0.12, 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.


Performance

JOJO vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ATAC Credit Rotation ETF (JOJO) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JOJO:

1.29

JSI:

2.59

Sortino Ratio

JOJO:

1.77

JSI:

3.86

Omega Ratio

JOJO:

1.26

JSI:

1.54

Calmar Ratio

JOJO:

0.52

JSI:

3.49

Martin Ratio

JOJO:

5.16

JSI:

14.67

Ulcer Index

JOJO:

2.53%

JSI:

0.55%

Daily Std Dev

JOJO:

10.39%

JSI:

3.12%

Max Drawdown

JOJO:

-28.42%

JSI:

-2.31%

Current Drawdown

JOJO:

-14.62%

JSI:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with JOJO having a 2.85% return and JSI slightly lower at 2.78%.


JOJO

YTD

2.85%

1M

1.56%

6M

2.46%

1Y

13.31%

3Y*

1.76%

5Y*

N/A

10Y*

N/A

JSI

YTD

2.78%

1M

0.41%

6M

3.06%

1Y

8.02%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ATAC Credit Rotation ETF

JOJO vs. JSI - Expense Ratio Comparison

JOJO has a 1.28% expense ratio, which is higher than JSI's 0.50% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JOJO vs. JSI — Risk-Adjusted Performance Rank

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

JOJO
The Risk-Adjusted Performance Rank of JOJO is 7878
Overall Rank
The Sharpe Ratio Rank of JOJO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JOJO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of JOJO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of JOJO is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JOJO is 8484
Martin Ratio Rank

JSI
The Risk-Adjusted Performance Rank of JSI is 9696
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
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.

JOJO vs. JSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ATAC Credit Rotation ETF (JOJO) and Janus Henderson Securitized Income ETF (JSI). 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.


The current JOJO Sharpe Ratio is 1.29, which is lower than the JSI Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of JOJO and JSI, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JOJO vs. JSI - Dividend Comparison

JOJO's dividend yield for the trailing twelve months is around 4.70%, less than JSI's 6.27% yield.


TTM2024202320222021
JOJO
ATAC Credit Rotation ETF
4.70%4.88%4.30%3.64%2.54%
JSI
Janus Henderson Securitized Income ETF
6.27%6.16%0.84%0.00%0.00%

Drawdowns

JOJO vs. JSI - Drawdown Comparison

The maximum JOJO drawdown since its inception was -28.42%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for JOJO and JSI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JOJO vs. JSI - Volatility Comparison

ATAC Credit Rotation ETF (JOJO) has a higher volatility of 1.50% compared to Janus Henderson Securitized Income ETF (JSI) at 0.80%. This indicates that JOJO's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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