PortfoliosLab logo
SIXJ vs. SIXO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIXJ and SIXO is 0.91, 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.


Performance

SIXJ vs. SIXO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) and AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (SIXO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SIXJ:

0.75

SIXO:

0.69

Sortino Ratio

SIXJ:

1.16

SIXO:

1.09

Omega Ratio

SIXJ:

1.19

SIXO:

1.17

Calmar Ratio

SIXJ:

0.74

SIXO:

0.66

Martin Ratio

SIXJ:

3.42

SIXO:

2.72

Ulcer Index

SIXJ:

2.35%

SIXO:

2.89%

Daily Std Dev

SIXJ:

10.69%

SIXO:

10.82%

Max Drawdown

SIXJ:

-14.08%

SIXO:

-12.04%

Current Drawdown

SIXJ:

-3.33%

SIXO:

-4.62%

Returns By Period

In the year-to-date period, SIXJ achieves a -0.78% return, which is significantly higher than SIXO's -1.85% return.


SIXJ

YTD

-0.78%

1M

2.40%

6M

0.43%

1Y

7.96%

5Y*

N/A

10Y*

N/A

SIXO

YTD

-1.85%

1M

2.65%

6M

-1.97%

1Y

7.40%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SIXJ vs. SIXO - Expense Ratio Comparison

Both SIXJ and SIXO have an expense ratio of 0.74%.


Risk-Adjusted Performance

SIXJ vs. SIXO — Risk-Adjusted Performance Rank

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

SIXJ
The Risk-Adjusted Performance Rank of SIXJ is 7777
Overall Rank
The Sharpe Ratio Rank of SIXJ is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SIXJ is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SIXJ is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SIXJ is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SIXJ is 7878
Martin Ratio Rank

SIXO
The Risk-Adjusted Performance Rank of SIXO is 7373
Overall Rank
The Sharpe Ratio Rank of SIXO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SIXO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SIXO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SIXO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SIXO is 7373
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.

SIXJ vs. SIXO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) and AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (SIXO). 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.


The current SIXJ Sharpe Ratio is 0.75, which is comparable to the SIXO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SIXJ and SIXO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SIXJ vs. SIXO - Dividend Comparison

Neither SIXJ nor SIXO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SIXJ vs. SIXO - Drawdown Comparison

The maximum SIXJ drawdown since its inception was -14.08%, which is greater than SIXO's maximum drawdown of -12.04%. Use the drawdown chart below to compare losses from any high point for SIXJ and SIXO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SIXJ vs. SIXO - Volatility Comparison


Loading data...