PortfoliosLab logoPortfoliosLab logo
NEAR vs. CLOZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEAR vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration Bond Active ETF (NEAR) and Panagram BBB-B CLO ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NEAR achieves a 0.53% return, which is significantly lower than CLOZ's 2.44% return.


NEAR

1D
-0.02%
1M
-0.18%
YTD
0.53%
6M
1.05%
1Y
4.12%
3Y*
5.54%
5Y*
3.81%
10Y*
2.82%

CLOZ

1D
0.04%
1M
0.39%
YTD
2.44%
6M
2.91%
1Y
6.07%
3Y*
10.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR vs. CLOZ - Yearly Performance Comparison


2026 (YTD)202520242023
NEAR
iShares Short Duration Bond Active ETF
0.53%5.90%5.09%6.88%
CLOZ
Panagram BBB-B CLO ETF
2.44%5.99%11.85%14.92%

Correlation

The correlation between NEAR and CLOZ is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2023

-0.03

Compare stocks, funds, or ETFs

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


Return for Risk

NEAR vs. CLOZ — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 8989
Overall Rank
NEAR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9595
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9494
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7878
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8686
Martin Ratio Rank

CLOZ
CLOZ Risk / Return Rank: 5353
Overall Rank
CLOZ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CLOZ Sortino Ratio Rank: 5151
Sortino Ratio Rank
CLOZ Omega Ratio Rank: 8383
Omega Ratio Rank
CLOZ Calmar Ratio Rank: 3535
Calmar Ratio Rank
CLOZ Martin Ratio Rank: 3636
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.

NEAR vs. CLOZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) and Panagram BBB-B CLO ETF (CLOZ). 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.


NEARCLOZDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.63

1.45

+0.19

Calmar ratioReturn relative to maximum drawdown

3.65

1.56

+2.09

Martin ratioReturn relative to average drawdown

16.68

5.19

+11.49

NEAR vs. CLOZ - Sharpe Ratio Comparison

The current NEAR Sharpe Ratio is 3.05, which is higher than the CLOZ Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of NEAR and CLOZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NEARCLOZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

1.77

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

2.75

-1.67

Drawdowns

NEAR vs. CLOZ - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, which is greater than CLOZ's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for NEAR and CLOZ.


Loading charts...

Drawdown Indicators


NEARCLOZDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-5.32%

-4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-3.90%

+2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

-5.32%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-0.29%

-0.21%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.38%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.17%

-0.92%

Volatility

NEAR vs. CLOZ - Volatility Comparison

The current volatility for iShares Short Duration Bond Active ETF (NEAR) is 0.40%, while Panagram BBB-B CLO ETF (CLOZ) has a volatility of 0.47%. This indicates that NEAR experiences smaller price fluctuations and is considered to be less risky than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NEARCLOZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.47%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

3.13%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

3.44%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

3.80%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

3.80%

-1.30%

NEAR vs. CLOZ - Expense Ratio Comparison

NEAR has a 0.25% expense ratio, which is lower than CLOZ's 0.50% expense ratio.


Dividends

NEAR vs. CLOZ - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.44%, less than CLOZ's 7.40% yield.


PositionTTM20252024202320222021202020192018201720162015
CLOZ
Panagram BBB-B CLO ETF
7.40%7.63%9.09%8.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


NEAR and CLOZ have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLOZ has higher volatility (0.47%) compared to NEAR (0.40%). In terms of maximum drawdown, NEAR dropped -9.61% vs CLOZ's -5.32%.

On 3-year performance, CLOZ leads with 10.45% vs 5.54% for NEAR. On fees, NEAR is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CLOZ has performed better with a 10.45% return vs 5.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NEAR is cheaper with a 0.25% expense ratio, compared with 0.50% for CLOZ.

CLOZ has the higher dividend yield at 7.40%, compared with 4.44% for NEAR.

NEAR is categorized as Short-Term Bond, while CLOZ is CLO. They also come from different issuers: iShares and Panagram. Their fees differ too: 0.25% for NEAR and 0.50% for CLOZ.

NEAR currently has the higher Sharpe Ratio (3.05 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NEAR and CLOZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer