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UYLD vs. JSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UYLDJSI
YTD Return5.17%7.10%
Daily Std Dev0.86%3.09%
Max Drawdown-0.41%-1.35%
Current Drawdown0.00%-0.13%

Correlation

-0.50.00.51.00.5

The correlation between UYLD and JSI is 0.48, 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.

Performance

UYLD vs. JSI - Performance Comparison

In the year-to-date period, UYLD achieves a 5.17% return, which is significantly lower than JSI's 7.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.60%
5.93%
UYLD
JSI

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UYLD vs. JSI - Expense Ratio Comparison

UYLD has a 0.29% expense ratio, which is lower than JSI's 0.50% expense ratio.


JSI
Janus Henderson Securitized Income ETF
Expense ratio chart for JSI: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for UYLD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

UYLD vs. JSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) and Janus Henderson Securitized Income ETF (JSI). 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.


UYLD
Sharpe ratio
The chart of Sharpe ratio for UYLD, currently valued at 8.76, compared to the broader market0.002.004.008.76
Sortino ratio
The chart of Sortino ratio for UYLD, currently valued at 17.95, compared to the broader market-2.000.002.004.006.008.0010.0012.0017.95
Omega ratio
The chart of Omega ratio for UYLD, currently valued at 3.94, compared to the broader market0.501.001.502.002.503.003.94
Calmar ratio
The chart of Calmar ratio for UYLD, currently valued at 52.31, compared to the broader market0.005.0010.0015.0052.32
Martin ratio
The chart of Martin ratio for UYLD, currently valued at 223.38, compared to the broader market0.0020.0040.0060.0080.00100.00120.00223.38
JSI
Sharpe ratio
No data

UYLD vs. JSI - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

UYLD vs. JSI - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 5.66%, more than JSI's 4.63% yield.


TTM20232022
UYLD
Angel Oak Ultrashort Income ETF
5.66%5.92%0.75%
JSI
Janus Henderson Securitized Income ETF
4.63%0.84%0.00%

Drawdowns

UYLD vs. JSI - Drawdown Comparison

The maximum UYLD drawdown since its inception was -0.41%, smaller than the maximum JSI drawdown of -1.35%. Use the drawdown chart below to compare losses from any high point for UYLD and JSI. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%AprilMayJuneJulyAugustSeptember0
-0.13%
UYLD
JSI

Volatility

UYLD vs. JSI - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.14%, while Janus Henderson Securitized Income ETF (JSI) has a volatility of 0.56%. This indicates that UYLD experiences smaller price fluctuations and is considered to be less risky than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%AprilMayJuneJulyAugustSeptember
0.14%
0.56%
UYLD
JSI