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

Key characteristics


JSIUYLD
YTD Return7.16%5.15%
Daily Std Dev3.09%0.86%
Max Drawdown-1.35%-0.41%
Current Drawdown-0.08%-0.02%

Correlation

-0.50.00.51.00.5

The correlation between JSI and UYLD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

JSI vs. UYLD - Performance Comparison

In the year-to-date period, JSI achieves a 7.16% return, which is significantly higher than UYLD's 5.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
6.00%
3.58%
JSI
UYLD

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JSI vs. UYLD - Expense Ratio Comparison

JSI has a 0.50% expense ratio, which is higher than UYLD's 0.29% expense ratio.


JSI
Janus Henderson Securitized Income ETF
Expense ratio chart for JSI: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for UYLD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

JSI vs. UYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Securitized Income ETF (JSI) and Angel Oak Ultrashort Income ETF (UYLD). 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.


JSI
Sharpe ratio
No data
UYLD
Sharpe ratio
The chart of Sharpe ratio for UYLD, currently valued at 8.70, compared to the broader market0.002.004.008.70
Sortino ratio
The chart of Sortino ratio for UYLD, currently valued at 17.83, compared to the broader market-2.000.002.004.006.008.0010.0012.0017.83
Omega ratio
The chart of Omega ratio for UYLD, currently valued at 3.90, compared to the broader market0.501.001.502.002.503.003.90
Calmar ratio
The chart of Calmar ratio for UYLD, currently valued at 52.02, compared to the broader market0.005.0010.0015.0052.02
Martin ratio
The chart of Martin ratio for UYLD, currently valued at 221.98, compared to the broader market0.0020.0040.0060.0080.00100.00221.98

JSI vs. UYLD - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

JSI vs. UYLD - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 4.63%, less than UYLD's 5.66% yield.


TTM20232022
JSI
Janus Henderson Securitized Income ETF
4.63%0.84%0.00%
UYLD
Angel Oak Ultrashort Income ETF
5.66%5.92%0.75%

Drawdowns

JSI vs. UYLD - Drawdown Comparison

The maximum JSI drawdown since its inception was -1.35%, which is greater than UYLD's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for JSI and UYLD. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%AprilMayJuneJulyAugustSeptember
-0.08%
-0.02%
JSI
UYLD

Volatility

JSI vs. UYLD - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.54% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.15%. This indicates that JSI's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%AprilMayJuneJulyAugustSeptember
0.54%
0.15%
JSI
UYLD