OUT vs. JNK
OUT (Outfront Media Inc. (REIT)) is a stock, while JNK (SPDR Barclays High Yield Bond ETF) is High Yield Bonds fund tracking the Barclays Capital High Yield Very Liquid Index. Over the past 10 years, OUT returned 8.70%/yr vs 5.01%/yr for JNK. At a 0.43 correlation, their price movements are largely independent.
Performance
OUT vs. JNK - Performance Comparison
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Returns By Period
In the year-to-date period, OUT achieves a 31.06% return, which is significantly higher than JNK's 1.51% return. Over the past 10 years, OUT has outperformed JNK with an annualized return of 8.70%, while JNK has yielded a comparatively lower 5.01% annualized return.
OUT
- 1D
- -0.64%
- 1M
- 0.81%
- YTD
- 31.06%
- 6M
- 36.91%
- 1Y
- 97.32%
- 3Y*
- 36.10%
- 5Y*
- 12.27%
- 10Y*
- 8.70%
JNK
- 1D
- -0.22%
- 1M
- 0.44%
- YTD
- 1.51%
- 6M
- 1.97%
- 1Y
- 7.24%
- 3Y*
- 8.63%
- 5Y*
- 3.68%
- 10Y*
- 5.01%
OUT vs. JNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OUT Outfront Media Inc. (REIT) | 31.06% | 41.46% | 37.21% | -8.04% | -34.39% | 38.24% | -26.05% | 56.84% | -16.04% | -0.71% |
JNK SPDR Barclays High Yield Bond ETF | 1.51% | 8.76% | 7.71% | 12.42% | -12.19% | 4.00% | 4.95% | 14.88% | -3.28% | 6.49% |
Correlation
The correlation between OUT and JNK is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2014 | 0.43 |
The correlation between OUT and JNK shifts across timeframes, from 0.39 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OUT vs. JNK — Risk / Return Rank
OUT
JNK
OUT vs. JNK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Outfront Media Inc. (REIT) (OUT) and SPDR Barclays High Yield Bond ETF (JNK). 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.
| OUT | JNK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.36 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 8.70 | 2.90 | +5.80 |
| Martin ratioReturn relative to average drawdown | 24.92 | 12.79 | +12.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OUT | JNK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.03 | 1.90 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.49 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.60 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.42 | -0.25 |
Drawdowns
OUT vs. JNK - Drawdown Comparison
The maximum OUT drawdown since its inception was -73.83%, which is greater than JNK's maximum drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for OUT and JNK.
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Drawdown Indicators
| OUT | JNK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.83% | -38.48% | -35.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -2.51% | -8.74% |
Max Drawdown (3Y)Largest decline over 3 years | -47.32% | -5.02% | -42.30% |
Max Drawdown (5Y)Largest decline over 5 years | -67.79% | -16.67% | -51.12% |
Max Drawdown (10Y)Largest decline over 10 years | -73.83% | -22.89% | -50.94% |
Current DrawdownCurrent decline from peak | -7.79% | -0.26% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -23.23% | -3.70% | -19.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.57% | +3.36% |
Volatility
OUT vs. JNK - Volatility Comparison
Outfront Media Inc. (REIT) (OUT) has a higher volatility of 9.98% compared to SPDR Barclays High Yield Bond ETF (JNK) at 1.13%. This indicates that OUT's price experiences larger fluctuations and is considered to be riskier than JNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OUT | JNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 1.13% | +8.85% |
Volatility (6M)Calculated over the trailing 6-month period | 19.79% | 2.97% | +16.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.31% | 3.82% | +28.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.30% | 7.54% | +31.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.15% | 8.31% | +36.84% |
Dividends
OUT vs. JNK - Dividend Comparison
OUT's dividend yield for the trailing twelve months is around 3.84%, less than JNK's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNK SPDR Barclays High Yield Bond ETF | 6.62% | 6.54% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% |
OUT Outfront Media Inc. (REIT) | 3.84% | 4.98% | 6.76% | 8.60% | 7.24% | 0.75% | 1.94% | 5.37% | 7.95% | 6.21% | 5.47% | 6.50% |
Frequently Asked Questions
OUT and JNK have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OUT has higher volatility (9.98%) compared to JNK (1.13%). In terms of maximum drawdown, OUT dropped -73.83% vs JNK's -38.48%.
OUT currently has the higher Sharpe Ratio (3.03 vs 1.90), 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.
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