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SIXO vs. JANT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIXO and JANT is 0.94, 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

SIXO vs. JANT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SIXO:

0.69

JANT:

0.59

Sortino Ratio

SIXO:

1.09

JANT:

0.94

Omega Ratio

SIXO:

1.17

JANT:

1.17

Calmar Ratio

SIXO:

0.66

JANT:

0.56

Martin Ratio

SIXO:

2.72

JANT:

2.45

Ulcer Index

SIXO:

2.89%

JANT:

3.04%

Daily Std Dev

SIXO:

10.82%

JANT:

12.23%

Max Drawdown

SIXO:

-12.04%

JANT:

-16.18%

Current Drawdown

SIXO:

-4.62%

JANT:

-4.72%

Returns By Period

The year-to-date returns for both stocks are quite close, with SIXO having a -1.85% return and JANT slightly lower at -1.89%.


SIXO

YTD

-1.85%

1M

2.65%

6M

-1.97%

1Y

7.40%

5Y*

N/A

10Y*

N/A

JANT

YTD

-1.89%

1M

3.01%

6M

-0.88%

1Y

7.16%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SIXO vs. JANT - Expense Ratio Comparison

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


Risk-Adjusted Performance

SIXO vs. JANT — Risk-Adjusted Performance Rank

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

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

JANT
The Risk-Adjusted Performance Rank of JANT is 6868
Overall Rank
The Sharpe Ratio Rank of JANT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JANT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of JANT is 7676
Omega Ratio Rank
The Calmar Ratio Rank of JANT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JANT is 6969
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.

SIXO vs. JANT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (SIXO) and AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT). 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 SIXO Sharpe Ratio is 0.69, which is comparable to the JANT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SIXO and JANT, 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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Dividends

SIXO vs. JANT - Dividend Comparison

Neither SIXO nor JANT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SIXO vs. JANT - Drawdown Comparison

The maximum SIXO drawdown since its inception was -12.04%, smaller than the maximum JANT drawdown of -16.18%. Use the drawdown chart below to compare losses from any high point for SIXO and JANT. For additional features, visit the drawdowns tool.


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Volatility

SIXO vs. JANT - Volatility Comparison


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