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NSLR vs. JCL0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NSLR vs. JCL0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neostellar Capital Corp. (NSLR) and Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NSLR is traded in USD, while JCL0.DE is traded in EUR. To make them comparable, the JCL0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NSLR achieves a 18.11% return, which is significantly higher than JCL0.DE's -1.16% return.


NSLR

1D
3.72%
1M
-15.59%
6M
19.76%
YTD
18.11%
1Y
30.79%
3Y*
44.02%
5Y*
6.54%
10Y*
15.39%
ALL TIME*
5.72%

JCL0.DE

1D
0.00%
1M
-0.17%
6M
-1.18%
YTD
-1.16%
1Y
0.75%
3Y*
5Y*
10Y*
ALL TIME*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSLR vs. JCL0.DE - Yearly Performance Comparison


2026 (YTD)20252024
NSLR
Neostellar Capital Corp.
18.11%69.91%0.86%
JCL0.DE
Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc
-1.16%16.92%0.08%

Correlation

The correlation between NSLR and JCL0.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2024

0.09

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Return for Risk

NSLR vs. JCL0.DE — Risk / Return Rank

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

NSLR
NSLR Risk / Return Rank: 6868
Overall Rank
NSLR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NSLR Sortino Ratio Rank: 6868
Sortino Ratio Rank
NSLR Omega Ratio Rank: 6363
Omega Ratio Rank
NSLR Calmar Ratio Rank: 6666
Calmar Ratio Rank
NSLR Martin Ratio Rank: 7575
Martin Ratio Rank

JCL0.DE
JCL0.DE Risk / Return Rank: 9797
Overall Rank
JCL0.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JCL0.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
JCL0.DE Omega Ratio Rank: 9797
Omega Ratio Rank
JCL0.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
JCL0.DE Martin Ratio Rank: 9898
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.

NSLR vs. JCL0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neostellar Capital Corp. (NSLR) and Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NSLRJCL0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.15

1.03

+0.13

Calmar ratioReturn relative to maximum drawdown

0.98

0.15

+0.83

Martin ratioReturn relative to average drawdown

3.81

0.32

+3.49

NSLR vs. JCL0.DE - Sharpe Ratio Comparison

The current NSLR Sharpe Ratio is 0.70, which is higher than the JCL0.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of NSLR and JCL0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NSLR vs. JCL0.DE - Drawdown Comparison

The maximum NSLR drawdown since its inception was -77.81%, which is greater than JCL0.DE's maximum drawdown of -5.11%. Use the drawdown chart below to compare losses from any high point for NSLR and JCL0.DE.


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Drawdown Indicators


NSLRJCL0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.81%

-5.11%

-72.70%

Max Drawdown (1Y)

Largest decline over 1 year

-31.59%

-5.11%

-26.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.03%

Max Drawdown (5Y)

Largest decline over 5 years

-77.81%

Max Drawdown (10Y)

Largest decline over 10 years

-77.81%

Current Drawdown

Current decline from peak

-25.22%

-3.85%

-21.37%

Average Drawdown

Average peak-to-trough decline

-46.94%

-1.49%

-45.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

2.34%

+5.79%

Volatility

NSLR vs. JCL0.DE - Volatility Comparison

Neostellar Capital Corp. (NSLR) has a higher volatility of 15.19% compared to Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc (JCL0.DE) at 1.19%. This indicates that NSLR's price experiences larger fluctuations and is considered to be riskier than JCL0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSLRJCL0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

1.19%

+14.00%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

4.58%

+30.78%

Volatility (1Y)

Calculated over the trailing 1-year period

43.91%

6.34%

+37.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.47%

7.49%

+39.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.74%

7.49%

+39.25%

Dividends

NSLR vs. JCL0.DE - Dividend Comparison

NSLR's dividend yield for the trailing twelve months is around 2.24%, while JCL0.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
JCL0.DE
Janus Henderson EUR AAA CLO Active Core UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NSLR
Neostellar Capital Corp.
2.24%5.30%0.00%0.00%2.89%61.78%6.65%4.89%0.00%0.00%55.67%

Frequently Asked Questions


NSLR and JCL0.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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