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JUNZ vs. JANZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUNZ vs. JANZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (June) ETF (JUNZ) and TrueShares Structured Outcome (January) ETF (JANZ). The values are adjusted to include any dividend payments, if applicable.

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JUNZ vs. JANZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JUNZ
TrueShares Structured Outcome (June) ETF
-3.86%12.83%17.32%17.28%-12.97%9.81%
JANZ
TrueShares Structured Outcome (January) ETF
-2.92%12.47%18.10%19.09%-11.43%10.20%

Returns By Period

In the year-to-date period, JUNZ achieves a -3.86% return, which is significantly lower than JANZ's -2.92% return.


JUNZ

1D
0.69%
1M
-4.05%
YTD
-3.86%
6M
-2.38%
1Y
11.94%
3Y*
12.55%
5Y*
10Y*

JANZ

1D
0.64%
1M
-3.20%
YTD
-2.92%
6M
-1.38%
1Y
12.87%
3Y*
13.27%
5Y*
9.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUNZ vs. JANZ - Expense Ratio Comparison

Both JUNZ and JANZ have an expense ratio of 0.79%.


Return for Risk

JUNZ vs. JANZ — Risk / Return Rank

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

JUNZ
JUNZ Risk / Return Rank: 4848
Overall Rank
JUNZ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JUNZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
JUNZ Omega Ratio Rank: 4747
Omega Ratio Rank
JUNZ Calmar Ratio Rank: 5050
Calmar Ratio Rank
JUNZ Martin Ratio Rank: 5353
Martin Ratio Rank

JANZ
JANZ Risk / Return Rank: 5151
Overall Rank
JANZ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JANZ Sortino Ratio Rank: 4949
Sortino Ratio Rank
JANZ Omega Ratio Rank: 5151
Omega Ratio Rank
JANZ Calmar Ratio Rank: 4747
Calmar Ratio Rank
JANZ Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JUNZ vs. JANZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (June) ETF (JUNZ) and TrueShares Structured Outcome (January) ETF (JANZ). 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.


JUNZJANZDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.92

-0.03

Sortino ratio

Return per unit of downside risk

1.35

1.41

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.45

1.37

+0.08

Martin ratio

Return relative to average drawdown

5.78

6.42

-0.64

JUNZ vs. JANZ - Sharpe Ratio Comparison

The current JUNZ Sharpe Ratio is 0.89, which is comparable to the JANZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JUNZ and JANZ, 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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Sharpe Ratios by Period


JUNZJANZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.92

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.77

-0.12

Correlation

The correlation between JUNZ and JANZ is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JUNZ vs. JANZ - Dividend Comparison

JUNZ's dividend yield for the trailing twelve months is around 2.39%, more than JANZ's 1.46% yield.


TTM20252024202320222021
JUNZ
TrueShares Structured Outcome (June) ETF
2.39%2.30%3.97%6.03%0.56%0.32%
JANZ
TrueShares Structured Outcome (January) ETF
1.46%1.42%2.70%2.58%0.21%4.52%

Drawdowns

JUNZ vs. JANZ - Drawdown Comparison

The maximum JUNZ drawdown since its inception was -17.88%, roughly equal to the maximum JANZ drawdown of -18.11%. Use the drawdown chart below to compare losses from any high point for JUNZ and JANZ.


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Drawdown Indicators


JUNZJANZDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-18.11%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.28%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-5.63%

-4.33%

-1.30%

Average Drawdown

Average peak-to-trough decline

-4.39%

-3.58%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.99%

+0.17%

Volatility

JUNZ vs. JANZ - Volatility Comparison

TrueShares Structured Outcome (June) ETF (JUNZ) has a higher volatility of 4.38% compared to TrueShares Structured Outcome (January) ETF (JANZ) at 4.08%. This indicates that JUNZ's price experiences larger fluctuations and is considered to be riskier than JANZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUNZJANZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.08%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

7.58%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.46%

14.05%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.78%

13.15%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.78%

13.08%

-1.30%