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JUCY vs. CSHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JUCY and CSHI is 0.26, 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

JUCY vs. CSHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Enhanced Yield ETF (JUCY) and Neos Enhanced Income Cash Alternative ETF (CSHI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JUCY:

1.04

CSHI:

2.53

Sortino Ratio

JUCY:

1.37

CSHI:

3.67

Omega Ratio

JUCY:

1.17

CSHI:

1.96

Calmar Ratio

JUCY:

2.50

CSHI:

3.09

Martin Ratio

JUCY:

7.80

CSHI:

27.36

Ulcer Index

JUCY:

0.46%

CSHI:

0.19%

Daily Std Dev

JUCY:

3.86%

CSHI:

2.07%

Max Drawdown

JUCY:

-1.53%

CSHI:

-1.69%

Current Drawdown

JUCY:

-1.42%

CSHI:

-0.20%

Returns By Period

In the year-to-date period, JUCY achieves a 0.52% return, which is significantly lower than CSHI's 1.57% return.


JUCY

YTD

0.52%

1M

-0.86%

6M

0.68%

1Y

3.83%

5Y*

N/A

10Y*

N/A

CSHI

YTD

1.57%

1M

0.70%

6M

2.19%

1Y

5.18%

5Y*

N/A

10Y*

N/A

*Annualized

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JUCY vs. CSHI - Expense Ratio Comparison

JUCY has a 0.60% expense ratio, which is higher than CSHI's 0.38% expense ratio.


Risk-Adjusted Performance

JUCY vs. CSHI — Risk-Adjusted Performance Rank

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

JUCY
The Risk-Adjusted Performance Rank of JUCY is 8383
Overall Rank
The Sharpe Ratio Rank of JUCY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JUCY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of JUCY is 7272
Omega Ratio Rank
The Calmar Ratio Rank of JUCY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of JUCY is 9090
Martin Ratio Rank

CSHI
The Risk-Adjusted Performance Rank of CSHI is 9797
Overall Rank
The Sharpe Ratio Rank of CSHI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CSHI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CSHI is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CSHI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CSHI is 9898
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.

JUCY vs. CSHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Enhanced Yield ETF (JUCY) and Neos Enhanced Income Cash Alternative ETF (CSHI). 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 JUCY Sharpe Ratio is 1.04, which is lower than the CSHI Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of JUCY and CSHI, 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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Dividends

JUCY vs. CSHI - Dividend Comparison

JUCY's dividend yield for the trailing twelve months is around 7.89%, more than CSHI's 5.46% yield.


TTM202420232022
JUCY
Aptus Enhanced Yield ETF
7.89%7.83%9.31%0.58%
CSHI
Neos Enhanced Income Cash Alternative ETF
5.46%5.72%6.15%1.52%

Drawdowns

JUCY vs. CSHI - Drawdown Comparison

The maximum JUCY drawdown since its inception was -1.53%, smaller than the maximum CSHI drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for JUCY and CSHI. For additional features, visit the drawdowns tool.


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Volatility

JUCY vs. CSHI - Volatility Comparison

Aptus Enhanced Yield ETF (JUCY) has a higher volatility of 1.22% compared to Neos Enhanced Income Cash Alternative ETF (CSHI) at 0.42%. This indicates that JUCY's price experiences larger fluctuations and is considered to be riskier than CSHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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