Securitize Tokenized AAA CLO Fund vs Janus Henderson Anemoy AAA CLO Fund

Janus Henderson Anemoy AAA CLO Fund (JAAA) is 5.4× the size of Securitize Tokenized AAA CLO Fund (STAC) by market capitalisation. Over the past 30 days, STAC is ahead by 0.0 percentage points (STAC +0.6% against JAAA +0.6%). Their daily returns move barely together (correlation 0.30 across 54 shared trading days). STAC has been the more volatile of the two, at 1% annualised against JAAA's 1%.

Correlation: 0.30
Size ratio: 1 : 5.4
Ahead over 30 days: STAC

Securitize Tokenized AAA CLO FundSTAC

$1,039

24h: +0.02%
Market cap: $104.76M
Volume 24h: —
Volatility (ann.): 1%

Janus Henderson Anemoy AAA CLO FundJAAA

$1.0550

24h: +0.02%
Market cap: $565.44M
Volume 24h: —
Volatility (ann.): 1%

STAC 15.6%Share of the two combined market caps84.4% JAAA

Performance

STACJAAA

7 days+0.12%+0.09%STAC
30 days+0.59%+0.57%STAC

Correlation

0.30over 54 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.5390d: insufficient data1y: insufficient data

Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.

Risk & extremes

Metric	STAC	JAAA
Max drawdown (400d)	-0.2%	0.0%
Risk-adjusted return (90d)	0.83	1.37

Relative strength over 90 days: STAC outperformed JAAA by 0.3% — measured on the STAC/JAAA ratio, so it holds regardless of market direction.

Securitize Tokenized AAA CLO Fund →Janus Henderson Anemoy AAA CLO Fund →