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

Correlation

The correlation between UYLD and JSI is 0.45, 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.


-0.50.00.51.00.4

Performance

UYLD vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Ultrashort Income ETF (UYLD) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025
2.92%
2.97%
UYLD
JSI

Key characteristics

Sharpe Ratio

UYLD:

7.94

JSI:

2.49

Sortino Ratio

UYLD:

15.64

JSI:

3.78

Omega Ratio

UYLD:

3.45

JSI:

1.49

Calmar Ratio

UYLD:

47.64

JSI:

5.04

Martin Ratio

UYLD:

191.02

JSI:

13.86

Ulcer Index

UYLD:

0.03%

JSI:

0.54%

Daily Std Dev

UYLD:

0.82%

JSI:

3.00%

Max Drawdown

UYLD:

-0.41%

JSI:

-1.48%

Current Drawdown

UYLD:

0.00%

JSI:

0.00%

Returns By Period

In the year-to-date period, UYLD achieves a 0.42% return, which is significantly lower than JSI's 0.84% return.


UYLD

YTD

0.42%

1M

0.42%

6M

2.91%

1Y

6.42%

5Y*

N/A

10Y*

N/A

JSI

YTD

0.84%

1M

0.84%

6M

2.98%

1Y

7.18%

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.


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 Rank

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

UYLD
The Risk-Adjusted Performance Rank of UYLD is 9999
Overall Rank
The Sharpe Ratio Rank of UYLD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of UYLD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of UYLD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of UYLD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of UYLD is 9999
Martin Ratio Rank

JSI
The Risk-Adjusted Performance Rank of JSI is 9393
Overall Rank
The Sharpe Ratio Rank of JSI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 8787
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.

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.


Sharpe ratio
The chart of Sharpe ratio for UYLD, currently valued at 7.94, compared to the broader market0.002.004.007.942.49
The chart of Sortino ratio for UYLD, currently valued at 15.64, compared to the broader market0.005.0010.0015.643.78
The chart of Omega ratio for UYLD, currently valued at 3.45, compared to the broader market0.501.001.502.002.503.003.451.49
The chart of Calmar ratio for UYLD, currently valued at 47.64, compared to the broader market0.005.0010.0015.0047.645.04
The chart of Martin ratio for UYLD, currently valued at 191.02, compared to the broader market0.0020.0040.0060.0080.00100.00191.0213.86
UYLD
JSI

The current UYLD Sharpe Ratio is 7.94, which is higher than the JSI Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of UYLD and JSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.008.009.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
7.94
2.49
UYLD
JSI

Dividends

UYLD vs. JSI - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 5.05%, less than JSI's 6.11% yield.


TTM202420232022
UYLD
Angel Oak Ultrashort Income ETF
5.05%5.52%5.92%0.75%
JSI
Janus Henderson Securitized Income ETF
5.68%6.16%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 -1.48%. Use the drawdown chart below to compare losses from any high point for UYLD and JSI. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember202500
UYLD
JSI

Volatility

UYLD vs. JSI - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.17%, while Janus Henderson Securitized Income ETF (JSI) has a volatility of 0.71%. 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%1.20%SeptemberOctoberNovemberDecember2025
0.17%
0.71%
UYLD
JSI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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