PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YieldMax JPM Option Income Strategy ETF (JPMO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

88634T436

Issuer

YieldMax

Inception Date

Sep 11, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Alternatives

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JPMO vs. XOMO JPMO vs. FBY JPMO vs. YMAG JPMO vs. MSFO JPMO vs. JPM JPMO vs. NVDY JPMO vs. JEPQ JPMO vs. FFRHX JPMO vs. AMZY JPMO vs. jpm
Popular comparisons:
JPMO vs. XOMO JPMO vs. FBY JPMO vs. YMAG JPMO vs. MSFO JPMO vs. JPM JPMO vs. NVDY JPMO vs. JEPQ JPMO vs. FFRHX JPMO vs. AMZY JPMO vs. jpm

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in YieldMax JPM Option Income Strategy ETF , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.50%
12.32%
JPMO (YieldMax JPM Option Income Strategy ETF )
Benchmark (^GSPC)

Returns By Period

YieldMax JPM Option Income Strategy ETF had a return of 15.57% year-to-date (YTD) and 22.13% in the last 12 months.


JPMO

YTD

15.57%

1M

5.05%

6M

6.99%

1Y

22.13%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of JPMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.71%5.67%5.42%-5.90%3.06%-0.88%1.10%1.87%-4.97%3.24%15.57%
20230.07%-4.89%5.07%5.08%5.08%

Expense Ratio

JPMO has a high expense ratio of 1.01%, indicating higher-than-average management fees.


Expense ratio chart for JPMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JPMO is 51, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JPMO is 5151
Combined Rank
The Sharpe Ratio Rank of JPMO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of JPMO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of JPMO is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JPMO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of JPMO is 4343
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JPMO, currently valued at 1.38, compared to the broader market0.002.004.001.382.46
The chart of Sortino ratio for JPMO, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.803.31
The chart of Omega ratio for JPMO, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.46
The chart of Calmar ratio for JPMO, currently valued at 2.18, compared to the broader market0.005.0010.0015.002.183.55
The chart of Martin ratio for JPMO, currently valued at 5.56, compared to the broader market0.0020.0040.0060.0080.00100.005.5615.76
JPMO
^GSPC

The current YieldMax JPM Option Income Strategy ETF Sharpe ratio is 1.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of YieldMax JPM Option Income Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.38
2.46
JPMO (YieldMax JPM Option Income Strategy ETF )
Benchmark (^GSPC)

Dividends

Dividend History

YieldMax JPM Option Income Strategy ETF provided a 23.76% dividend yield over the last twelve months, with an annual payout of $4.44 per share.


4.85%$0.00$0.20$0.40$0.60$0.80$1.002023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$4.44$0.97

Dividend yield

23.76%4.85%

Monthly Dividends

The table displays the monthly dividend distributions for YieldMax JPM Option Income Strategy ETF . The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.25$0.24$0.49$0.65$0.42$0.35$0.22$0.37$0.52$0.38$0.35$4.24
2023$0.25$0.52$0.20$0.97

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.68%
-1.40%
JPMO (YieldMax JPM Option Income Strategy ETF )
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax JPM Option Income Strategy ETF . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the YieldMax JPM Option Income Strategy ETF was 10.64%, occurring on Aug 5, 2024. Recovery took 66 trading sessions.

The current YieldMax JPM Option Income Strategy ETF drawdown is 1.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.64%Apr 9, 202482Aug 5, 202466Nov 6, 2024148
-9.93%Oct 16, 202310Oct 27, 202336Dec 19, 202346
-2.84%Sep 19, 202311Oct 3, 20238Oct 13, 202319
-2.84%Nov 7, 20241Nov 7, 2024
-1.74%Feb 21, 20241Feb 21, 20241Feb 22, 20242

Volatility

Volatility Chart

The current YieldMax JPM Option Income Strategy ETF volatility is 7.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
7.21%
4.07%
JPMO (YieldMax JPM Option Income Strategy ETF )
Benchmark (^GSPC)