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

Correlation

The correlation between JUCY and OOSP is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JUCY vs. OOSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Enhanced Yield ETF (JUCY) and Obra Opportunistic Structured Products ETF (OOSP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JUCY:

1.04

OOSP:

2.64

Sortino Ratio

JUCY:

1.37

OOSP:

3.91

Omega Ratio

JUCY:

1.17

OOSP:

1.81

Calmar Ratio

JUCY:

2.50

OOSP:

6.57

Martin Ratio

JUCY:

7.80

OOSP:

30.79

Ulcer Index

JUCY:

0.46%

OOSP:

0.26%

Daily Std Dev

JUCY:

3.86%

OOSP:

2.95%

Max Drawdown

JUCY:

-1.53%

OOSP:

-1.20%

Current Drawdown

JUCY:

-1.42%

OOSP:

-1.11%

Returns By Period

In the year-to-date period, JUCY achieves a 0.52% return, which is significantly lower than OOSP's 2.36% return.


JUCY

YTD

0.52%

1M

-0.86%

6M

0.68%

1Y

3.83%

5Y*

N/A

10Y*

N/A

OOSP

YTD

2.36%

1M

0.78%

6M

3.03%

1Y

7.91%

5Y*

N/A

10Y*

N/A

*Annualized

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JUCY vs. OOSP - Expense Ratio Comparison

JUCY has a 0.60% expense ratio, which is lower than OOSP's 0.90% expense ratio.


Risk-Adjusted Performance

JUCY vs. OOSP — 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

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

This table presents a comparison of risk-adjusted performance metrics for Aptus Enhanced Yield ETF (JUCY) and Obra Opportunistic Structured Products ETF (OOSP). 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 OOSP Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of JUCY and OOSP, 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. OOSP - Dividend Comparison

JUCY's dividend yield for the trailing twelve months is around 7.89%, more than OOSP's 7.75% yield.


TTM202420232022
JUCY
Aptus Enhanced Yield ETF
7.89%7.83%9.31%0.58%
OOSP
Obra Opportunistic Structured Products ETF
7.75%5.41%0.00%0.00%

Drawdowns

JUCY vs. OOSP - Drawdown Comparison

The maximum JUCY drawdown since its inception was -1.53%, which is greater than OOSP's maximum drawdown of -1.20%. Use the drawdown chart below to compare losses from any high point for JUCY and OOSP. For additional features, visit the drawdowns tool.


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Volatility

JUCY vs. OOSP - Volatility Comparison

The current volatility for Aptus Enhanced Yield ETF (JUCY) is 1.22%, while Obra Opportunistic Structured Products ETF (OOSP) has a volatility of 1.96%. This indicates that JUCY experiences smaller price fluctuations and is considered to be less risky than OOSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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