lag 1dρ -0.21holdout -0.26stable 75%$/day $105krobust
JAJL Innovator Equity Defined Protection ETF - 6mo Jan/Jul
- Last close
- 30.11
- 504-day return
- +12.64%
- Median $/day
- $764k
- Relationships shown
- 17
- Leader rank
- #516
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
JAJL vs VXX
Both indexed to 100 at 2026-05-11.
Follows JAJL
These tend to repeat JAJL's moves later.
Moves with JAJL
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.33beyond mkt -0.07holdout +0.35stable 88%robust
ρ +0.37beyond mkt -0.07holdout +0.27stable 88%robust
ρ +0.32beyond mkt -0.07holdout +0.19stable 88%robust
ρ +0.31beyond mkt +0.07holdout +0.52stable 75%robust
ρ +0.32beyond mkt +0.06holdout +0.45stable 88%robust
ρ +0.34beyond mkt +0.03holdout +0.29stable 100%robust
Moves against JAJL
ρ -0.62beyond mkt -0.08holdout -0.60stable 100%robust
ρ -0.53beyond mkt -0.03holdout -0.49stable 100%robust
ρ -0.56beyond mkt +0.02holdout -0.66stable 100%robust
ρ -0.48beyond mkt +0.01holdout -0.45stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.50holdout +0.45stable 62%moderate
horizon 5dρ +0.42holdout +0.35stable 88%robust
horizon 5dρ +0.38holdout +0.19stable 75%moderate
horizon 10dρ +0.37holdout +0.31stable 75%robust
horizon 10dρ +0.37holdout +0.23stable 88%robust
horizon 10dρ +0.36holdout +0.07stable 75%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.58recent -0.22prior +0.36beyond mkt -0.07
Δ -0.52recent -0.33prior +0.19beyond mkt +0.02
Δ -0.47recent -0.09prior +0.38beyond mkt -0.07
Δ -0.45recent -0.01prior +0.43beyond mkt -0.03
Δ -0.44recent -0.48prior -0.04beyond mkt -0.05
Δ -0.44recent -0.38prior +0.06beyond mkt -0.04