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

Correlation

The correlation between JSI and UYLD is 0.46, 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.


-0.50.00.51.00.5

Performance

JSI vs. UYLD - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.69%
3.23%
JSI
UYLD

Key characteristics

Sharpe Ratio

JSI:

2.39

UYLD:

7.95

Sortino Ratio

JSI:

3.67

UYLD:

15.82

Omega Ratio

JSI:

1.47

UYLD:

3.52

Calmar Ratio

JSI:

4.86

UYLD:

48.80

Martin Ratio

JSI:

13.32

UYLD:

192.00

Ulcer Index

JSI:

0.54%

UYLD:

0.03%

Daily Std Dev

JSI:

3.01%

UYLD:

0.84%

Max Drawdown

JSI:

-1.48%

UYLD:

-0.41%

Current Drawdown

JSI:

-0.35%

UYLD:

0.00%

Returns By Period

In the year-to-date period, JSI achieves a 7.05% return, which is significantly higher than UYLD's 6.53% return.


JSI

YTD

7.05%

1M

0.81%

6M

3.69%

1Y

7.01%

5Y*

N/A

10Y*

N/A

UYLD

YTD

6.53%

1M

0.51%

6M

3.22%

1Y

6.59%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for JSI, currently valued at 2.39, compared to the broader market0.002.004.002.397.95
The chart of Sortino ratio for JSI, currently valued at 3.67, compared to the broader market-2.000.002.004.006.008.0010.0012.003.6715.82
The chart of Omega ratio for JSI, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.473.52
The chart of Calmar ratio for JSI, currently valued at 4.86, compared to the broader market0.005.0010.0015.004.8648.80
The chart of Martin ratio for JSI, currently valued at 13.32, compared to the broader market0.0020.0040.0060.0080.00100.0013.32192.00
JSI
UYLD

The current JSI Sharpe Ratio is 2.39, which is lower than the UYLD Sharpe Ratio of 7.95. The chart below compares the historical Sharpe Ratios of JSI and UYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.008.009.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.39
7.95
JSI
UYLD

Dividends

JSI vs. UYLD - Dividend Comparison

JSI's dividend yield for the trailing twelve months is around 6.17%, more than UYLD's 5.56% yield.


TTM20232022
JSI
Janus Henderson Securitized Income ETF
6.17%0.84%0.00%
UYLD
Angel Oak Ultrashort Income ETF
5.56%5.92%0.75%

Drawdowns

JSI vs. UYLD - Drawdown Comparison

The maximum JSI drawdown since its inception was -1.48%, 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.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.35%
0
JSI
UYLD

Volatility

JSI vs. UYLD - Volatility Comparison

Janus Henderson Securitized Income ETF (JSI) has a higher volatility of 0.93% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.19%. 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%1.20%JulyAugustSeptemberOctoberNovemberDecember
0.93%
0.19%
JSI
UYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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