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

Correlation

The correlation between JUCY and OOSP is 0.07, 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.


-0.50.00.51.0
Correlation: 0.1

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.

3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
4.79%
8.09%
JUCY
OOSP

Key characteristics

Sharpe Ratio

JUCY:

1.40

OOSP:

3.06

Sortino Ratio

JUCY:

2.13

OOSP:

4.56

Omega Ratio

JUCY:

1.27

OOSP:

1.81

Calmar Ratio

JUCY:

3.83

OOSP:

7.88

Martin Ratio

JUCY:

13.04

OOSP:

40.55

Ulcer Index

JUCY:

0.40%

OOSP:

0.19%

Daily Std Dev

JUCY:

3.72%

OOSP:

2.51%

Max Drawdown

JUCY:

-1.53%

OOSP:

-0.97%

Current Drawdown

JUCY:

-0.57%

OOSP:

-0.83%

Returns By Period

In the year-to-date period, JUCY achieves a 1.39% return, which is significantly lower than OOSP's 1.57% return.


JUCY

YTD

1.39%

1M

0.08%

6M

1.64%

1Y

4.97%

5Y*

N/A

10Y*

N/A

OOSP

YTD

1.57%

1M

-0.37%

6M

2.84%

1Y

7.66%

5Y*

N/A

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.


JUCY vs. OOSP - Expense Ratio Comparison

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


OOSP
Obra Opportunistic Structured Products ETF
Expense ratio chart for OOSP: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OOSP: 0.90%
Expense ratio chart for JUCY: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JUCY: 0.60%

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 9292
Overall Rank
The Sharpe Ratio Rank of JUCY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of JUCY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of JUCY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of JUCY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JUCY is 9595
Martin Ratio Rank

OOSP
The Risk-Adjusted Performance Rank of OOSP is 9898
Overall Rank
The Sharpe Ratio Rank of OOSP is 9898
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 9999
Calmar Ratio Rank
The Martin Ratio Rank of OOSP is 9999
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.


Sharpe ratio
The chart of Sharpe ratio for JUCY, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.00
JUCY: 1.40
OOSP: 3.06
The chart of Sortino ratio for JUCY, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.00
JUCY: 2.13
OOSP: 4.56
The chart of Omega ratio for JUCY, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
JUCY: 1.27
OOSP: 1.81
The chart of Calmar ratio for JUCY, currently valued at 3.83, compared to the broader market0.002.004.006.008.0010.0012.00
JUCY: 3.83
OOSP: 7.88
The chart of Martin ratio for JUCY, currently valued at 13.04, compared to the broader market0.0020.0040.0060.00
JUCY: 13.04
OOSP: 40.55

The current JUCY Sharpe Ratio is 1.40, which is lower than the OOSP Sharpe Ratio of 3.06. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.0006 AM12 PM06 PMTue 1506 AM12 PM06 PMWed 1606 AM12 PM06 PMThu 17
1.40
3.06
JUCY
OOSP

Dividends

JUCY vs. OOSP - Dividend Comparison

JUCY's dividend yield for the trailing twelve months is around 7.57%, more than OOSP's 7.19% yield.


TTM202420232022
JUCY
Aptus Enhanced Yield ETF
7.57%7.83%9.30%0.57%
OOSP
Obra Opportunistic Structured Products ETF
7.19%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 -0.97%. Use the drawdown chart below to compare losses from any high point for JUCY and OOSP. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.57%
-0.83%
JUCY
OOSP

Volatility

JUCY vs. OOSP - Volatility Comparison

Aptus Enhanced Yield ETF (JUCY) has a higher volatility of 1.46% compared to Obra Opportunistic Structured Products ETF (OOSP) at 1.05%. This indicates that JUCY's price experiences larger fluctuations and is considered to be riskier than OOSP 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%1.40%NovemberDecember2025FebruaryMarchApril
1.46%
1.05%
JUCY
OOSP
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