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SJB vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SJB vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short High Yield (SJB) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SJB achieves a 0.48% return, which is significantly lower than BINC's 0.92% return.


SJB

1D
-0.20%
1M
-0.13%
YTD
0.48%
6M
0.59%
1Y
-0.45%
3Y*
-2.01%
5Y*
-0.58%
10Y*
-3.84%

BINC

1D
0.02%
1M
0.50%
YTD
0.92%
6M
1.32%
1Y
5.62%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJB vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
SJB
ProShares Short High Yield
0.48%-1.87%-0.84%-4.63%
BINC
iShares Flexible Income Active ETF
0.92%7.57%5.76%7.08%

Correlation

The correlation between SJB and BINC is -0.70, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.70

Correlation (3Y)
Calculated over the trailing 3-year period

-0.72

Correlation (All Time)
Calculated using the full available price history since May 24, 2023

-0.72

The correlation between SJB and BINC has been stable across timeframes, ranging from -0.72 to -0.70 - a consistent structural relationship.

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Return for Risk

SJB vs. BINC — Risk / Return Rank

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

SJB
SJB Risk / Return Rank: 77
Overall Rank
SJB Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SJB Sortino Ratio Rank: 77
Sortino Ratio Rank
SJB Omega Ratio Rank: 77
Omega Ratio Rank
SJB Calmar Ratio Rank: 77
Calmar Ratio Rank
SJB Martin Ratio Rank: 88
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 6767
Overall Rank
BINC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8181
Sortino Ratio Rank
BINC Omega Ratio Rank: 8383
Omega Ratio Rank
BINC Calmar Ratio Rank: 4343
Calmar Ratio Rank
BINC Martin Ratio Rank: 5050
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.

SJB vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short High Yield (SJB) and iShares Flexible Income Active ETF (BINC). 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.


SJBBINCDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.74

Omega ratioGain probability vs. loss probability

0.98

1.50

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.17

2.10

-2.26

Martin ratioReturn relative to average drawdown

-0.31

8.26

-8.57

SJB vs. BINC - Sharpe Ratio Comparison

The current SJB Sharpe Ratio is -0.12, which is lower than the BINC Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SJB and BINC, 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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Sharpe Ratios by Period


SJBBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

2.48

-2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

2.36

-2.97

Drawdowns

SJB vs. BINC - Drawdown Comparison

The maximum SJB drawdown since its inception was -58.06%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for SJB and BINC.


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Drawdown Indicators


SJBBINCDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-2.69%

-55.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-2.69%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-10.54%

-2.69%

-7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

Current Drawdown

Current decline from peak

-57.51%

-0.47%

-57.04%

Average Drawdown

Average peak-to-trough decline

-42.48%

-0.36%

-42.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.68%

+0.77%

Volatility

SJB vs. BINC - Volatility Comparison

ProShares Short High Yield (SJB) has a higher volatility of 1.22% compared to iShares Flexible Income Active ETF (BINC) at 0.75%. This indicates that SJB's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJBBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

0.75%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

1.84%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

2.28%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

3.00%

+4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

3.00%

+5.52%

SJB vs. BINC - Expense Ratio Comparison

SJB has a 0.95% expense ratio, which is higher than BINC's 0.40% expense ratio.


Dividends

SJB vs. BINC - Dividend Comparison

SJB's dividend yield for the trailing twelve months is around 3.44%, less than BINC's 5.86% yield.


PositionTTM20252024202320222021202020192018
BINC
iShares Flexible Income Active ETF
5.86%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%
SJB
ProShares Short High Yield
3.44%3.86%5.86%4.10%0.46%0.00%0.07%1.27%0.71%

Frequently Asked Questions


SJB and BINC have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SJB has higher volatility (1.22%) compared to BINC (0.75%). In terms of maximum drawdown, SJB dropped -58.06% vs BINC's -2.69%.

On 3-year performance, BINC leads with 7.00% vs -2.01% for SJB. On fees, BINC is cheaper at 0.40% per year. On volatility, BINC has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BINC has performed better with a 7.00% return vs -2.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BINC is cheaper with a 0.40% expense ratio, compared with 0.95% for SJB.

BINC has the higher dividend yield at 5.86%, compared with 3.44% for SJB.

SJB is categorized as Inverse Bonds, while BINC is Multisector Bonds. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SJB and 0.40% for BINC.

BINC currently has the higher Sharpe Ratio (2.48 vs -0.12), 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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