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

Correlation

The correlation between UYLD and JSI is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

UYLD:

7.89

JSI:

2.41

Sortino Ratio

UYLD:

15.54

JSI:

3.47

Omega Ratio

UYLD:

3.51

JSI:

1.48

Calmar Ratio

UYLD:

32.64

JSI:

3.14

Martin Ratio

UYLD:

174.43

JSI:

13.18

Ulcer Index

UYLD:

0.04%

JSI:

0.55%

Daily Std Dev

UYLD:

0.78%

JSI:

3.12%

Max Drawdown

UYLD:

-0.41%

JSI:

-2.31%

Current Drawdown

UYLD:

0.00%

JSI:

-0.10%

Returns By Period

In the year-to-date period, UYLD achieves a 1.91% return, which is significantly lower than JSI's 2.38% return.


UYLD

YTD

1.91%

1M

0.57%

6M

2.63%

1Y

6.10%

3Y*

N/A

5Y*

N/A

10Y*

N/A

JSI

YTD

2.38%

1M

1.32%

6M

3.45%

1Y

7.48%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Angel Oak Ultrashort Income ETF

UYLD vs. JSI - Expense Ratio Comparison

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


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 9696
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
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.


The current UYLD Sharpe Ratio is 7.89, which is higher than the JSI Sharpe Ratio of 2.41. 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.


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Dividends

UYLD vs. JSI - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 5.61%, less than JSI's 6.30% yield.


TTM202420232022
UYLD
Angel Oak Ultrashort Income ETF
5.61%5.52%5.92%0.75%
JSI
Janus Henderson Securitized Income ETF
6.30%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 -2.31%. Use the drawdown chart below to compare losses from any high point for UYLD and JSI. For additional features, visit the drawdowns tool.


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Volatility

UYLD vs. JSI - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.21%, while Janus Henderson Securitized Income ETF (JSI) has a volatility of 0.87%. 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.


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