PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JSML vs. CWS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSML and CWS is 0.67, 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.


-0.50.00.51.00.7

Performance

JSML vs. CWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Small Cap Growth Alpha ETF (JSML) and AdvisorShares Focused Equity ETF (CWS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.60%
1.66%
JSML
CWS

Key characteristics

Sharpe Ratio

JSML:

0.99

CWS:

1.09

Sortino Ratio

JSML:

1.49

CWS:

1.54

Omega Ratio

JSML:

1.18

CWS:

1.19

Calmar Ratio

JSML:

0.90

CWS:

1.32

Martin Ratio

JSML:

5.13

CWS:

4.37

Ulcer Index

JSML:

3.99%

CWS:

2.98%

Daily Std Dev

JSML:

20.69%

CWS:

11.90%

Max Drawdown

JSML:

-39.64%

CWS:

-33.82%

Current Drawdown

JSML:

-7.46%

CWS:

-7.17%

Returns By Period

In the year-to-date period, JSML achieves a 2.93% return, which is significantly higher than CWS's 1.97% return.


JSML

YTD

2.93%

1M

-2.88%

6M

7.60%

1Y

21.85%

5Y*

7.68%

10Y*

N/A

CWS

YTD

1.97%

1M

-3.15%

6M

1.66%

1Y

13.68%

5Y*

12.00%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


JSML vs. CWS - Expense Ratio Comparison

JSML has a 0.30% expense ratio, which is lower than CWS's 0.77% expense ratio.


CWS
AdvisorShares Focused Equity ETF
Expense ratio chart for CWS: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for JSML: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

JSML vs. CWS — Risk-Adjusted Performance Rank

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

JSML
The Risk-Adjusted Performance Rank of JSML is 4747
Overall Rank
The Sharpe Ratio Rank of JSML is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JSML is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JSML is 4444
Omega Ratio Rank
The Calmar Ratio Rank of JSML is 4545
Calmar Ratio Rank
The Martin Ratio Rank of JSML is 5353
Martin Ratio Rank

CWS
The Risk-Adjusted Performance Rank of CWS is 5252
Overall Rank
The Sharpe Ratio Rank of CWS is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of CWS is 5151
Sortino Ratio Rank
The Omega Ratio Rank of CWS is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CWS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of CWS is 4949
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.

JSML vs. CWS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small Cap Growth Alpha ETF (JSML) and AdvisorShares Focused Equity ETF (CWS). 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 JSML, currently valued at 0.99, compared to the broader market0.002.004.000.991.09
The chart of Sortino ratio for JSML, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.001.491.54
The chart of Omega ratio for JSML, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.19
The chart of Calmar ratio for JSML, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.901.32
The chart of Martin ratio for JSML, currently valued at 5.13, compared to the broader market0.0020.0040.0060.0080.00100.005.134.37
JSML
CWS

The current JSML Sharpe Ratio is 0.99, which is comparable to the CWS Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of JSML and CWS, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.99
1.09
JSML
CWS

Dividends

JSML vs. CWS - Dividend Comparison

JSML's dividend yield for the trailing twelve months is around 1.16%, more than CWS's 0.58% yield.


TTM202420232022202120202019201820172016
JSML
Janus Henderson Small Cap Growth Alpha ETF
1.16%1.19%0.49%0.67%0.46%0.30%0.27%0.76%0.42%0.53%
CWS
AdvisorShares Focused Equity ETF
0.58%0.59%0.25%0.50%0.16%0.27%0.39%2.61%0.29%0.03%

Drawdowns

JSML vs. CWS - Drawdown Comparison

The maximum JSML drawdown since its inception was -39.64%, which is greater than CWS's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for JSML and CWS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.46%
-7.17%
JSML
CWS

Volatility

JSML vs. CWS - Volatility Comparison

Janus Henderson Small Cap Growth Alpha ETF (JSML) has a higher volatility of 6.25% compared to AdvisorShares Focused Equity ETF (CWS) at 4.65%. This indicates that JSML's price experiences larger fluctuations and is considered to be riskier than CWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.25%
4.65%
JSML
CWS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab