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SJNK vs. BSCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SJNK and BSCN is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

SJNK vs. BSCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) and Invesco BulletShares 2023 Corporate Bond ETF (BSCN). The values are adjusted to include any dividend payments, if applicable.

44.00%46.00%48.00%50.00%52.00%54.00%56.00%NovemberDecember2025FebruaryMarchApril
53.88%
43.24%
SJNK
BSCN

Key characteristics

Returns By Period


SJNK

YTD

1.07%

1M

-0.12%

6M

2.00%

1Y

8.54%

5Y*

7.27%

10Y*

4.39%

BSCN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SJNK vs. BSCN - Expense Ratio Comparison

SJNK has a 0.40% expense ratio, which is higher than BSCN's 0.10% expense ratio.


Expense ratio chart for SJNK: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SJNK: 0.40%
Expense ratio chart for BSCN: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCN: 0.10%

Risk-Adjusted Performance

SJNK vs. BSCN — Risk-Adjusted Performance Rank

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

SJNK
The Risk-Adjusted Performance Rank of SJNK is 9191
Overall Rank
The Sharpe Ratio Rank of SJNK is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SJNK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SJNK is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SJNK is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SJNK is 9292
Martin Ratio Rank

BSCN
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.

SJNK vs. BSCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) and Invesco BulletShares 2023 Corporate Bond ETF (BSCN). 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 chart of Sharpe ratio for SJNK, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
SJNK: 1.55
The chart of Sortino ratio for SJNK, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.00
SJNK: 2.25
The chart of Omega ratio for SJNK, currently valued at 1.35, compared to the broader market0.501.001.502.00
SJNK: 1.35
The chart of Calmar ratio for SJNK, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.0012.00
SJNK: 1.72
BSCN: 0.00
The chart of Martin ratio for SJNK, currently valued at 9.47, compared to the broader market0.0020.0040.0060.00
SJNK: 9.47


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.55
-1.00
SJNK
BSCN

Dividends

SJNK vs. BSCN - Dividend Comparison

SJNK's dividend yield for the trailing twelve months is around 7.49%, while BSCN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.49%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%
BSCN
Invesco BulletShares 2023 Corporate Bond ETF
0.00%0.00%3.69%1.51%1.56%2.36%2.92%2.88%2.67%2.88%2.88%0.72%

Drawdowns

SJNK vs. BSCN - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.05%
-0.38%
SJNK
BSCN

Volatility

SJNK vs. BSCN - Volatility Comparison

SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a higher volatility of 4.17% compared to Invesco BulletShares 2023 Corporate Bond ETF (BSCN) at 0.00%. This indicates that SJNK's price experiences larger fluctuations and is considered to be riskier than BSCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.17%
0
SJNK
BSCN