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RUFF vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RUFF and BSJO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

RUFF vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Dog ETF (RUFF) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.53%
1.60%
RUFF
BSJO

Key characteristics

Returns By Period


RUFF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RUFF vs. BSJO - Expense Ratio Comparison

RUFF has a 0.90% expense ratio, which is higher than BSJO's 0.42% expense ratio.


RUFF
Alpha Dog ETF
Expense ratio chart for RUFF: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for BSJO: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

RUFF vs. BSJO — Risk-Adjusted Performance Rank

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

RUFF
The Risk-Adjusted Performance Rank of RUFF is 5151
Overall Rank
The Sharpe Ratio Rank of RUFF is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of RUFF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of RUFF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RUFF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of RUFF is 5858
Martin Ratio Rank

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RUFF vs. BSJO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Dog ETF (RUFF) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


Sharpe ratio
No data
RUFF
BSJO


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.27
5.47
RUFF
BSJO

Dividends

RUFF vs. BSJO - Dividend Comparison

Neither RUFF nor BSJO has paid dividends to shareholders.


TTM20232022202120202019201820172016
RUFF
Alpha Dog ETF
0.00%0.33%1.30%0.08%0.00%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
4.37%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

RUFF vs. BSJO - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
-3.39%
0
RUFF
BSJO

Volatility

RUFF vs. BSJO - Volatility Comparison

The current volatility for Alpha Dog ETF (RUFF) is 0.00%, while Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) has a volatility of 0.21%. This indicates that RUFF experiences smaller price fluctuations and is considered to be less risky than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 150
0.21%
RUFF
BSJO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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