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NJNK vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NJNK vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. High Yield ETF (NJNK) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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NJNK vs. BBHY - Yearly Performance Comparison


2026 (YTD)20252024
NJNK
Columbia U.S. High Yield ETF
-0.58%9.03%0.62%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
-0.28%8.51%1.06%

Returns By Period

In the year-to-date period, NJNK achieves a -0.58% return, which is significantly lower than BBHY's -0.28% return.


NJNK

1D
1.01%
1M
-0.84%
YTD
-0.58%
6M
1.11%
1Y
7.28%
3Y*
5Y*
10Y*

BBHY

1D
0.99%
1M
-0.91%
YTD
-0.28%
6M
0.95%
1Y
7.05%
3Y*
8.06%
5Y*
3.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NJNK vs. BBHY - Expense Ratio Comparison

NJNK has a 0.46% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

NJNK vs. BBHY — Risk / Return Rank

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

NJNK
NJNK Risk / Return Rank: 7676
Overall Rank
NJNK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NJNK Sortino Ratio Rank: 7777
Sortino Ratio Rank
NJNK Omega Ratio Rank: 7777
Omega Ratio Rank
NJNK Calmar Ratio Rank: 7272
Calmar Ratio Rank
NJNK Martin Ratio Rank: 8282
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7575
Overall Rank
BBHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBHY Omega Ratio Rank: 8181
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
BBHY Martin Ratio Rank: 8282
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.

NJNK vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. High Yield ETF (NJNK) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


NJNKBBHYDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.24

+0.12

Sortino ratio

Return per unit of downside risk

2.03

1.81

+0.22

Omega ratio

Gain probability vs. loss probability

1.30

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

1.92

1.65

+0.28

Martin ratio

Return relative to average drawdown

9.42

8.93

+0.49

NJNK vs. BBHY - Sharpe Ratio Comparison

The current NJNK Sharpe Ratio is 1.36, which is comparable to the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of NJNK and BBHY, 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


NJNKBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.24

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.62

+0.56

Correlation

The correlation between NJNK and BBHY is 0.90, 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

NJNK vs. BBHY - Dividend Comparison

NJNK's dividend yield for the trailing twelve months is around 6.36%, less than BBHY's 7.37% yield.


TTM2025202420232022202120202019201820172016
NJNK
Columbia U.S. High Yield ETF
6.36%6.34%2.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.37%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%

Drawdowns

NJNK vs. BBHY - Drawdown Comparison

The maximum NJNK drawdown since its inception was -4.48%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for NJNK and BBHY.


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Drawdown Indicators


NJNKBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.48%

-24.98%

+20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.83%

-4.34%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-1.45%

-1.26%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.50%

-2.41%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.80%

-0.02%

Volatility

NJNK vs. BBHY - Volatility Comparison

The current volatility for Columbia U.S. High Yield ETF (NJNK) is 2.07%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 2.18%. This indicates that NJNK experiences smaller price fluctuations and is considered to be less risky than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NJNKBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

2.18%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.79%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.37%

5.72%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

7.25%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

7.58%

-2.74%