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PGIM S&P 500 Buffer 12 ETF - June (JUNP) Sharpe Ratio: 1.16

ETF · Main listing JUNP · Currency in USD · Last updated Jul 17, 2026

JUNP is an actively managed ETF by PGIM. JUNP launched on May 31, 2024 and has a 0.50% expense ratio.

JUNP's Sharpe Ratio of 1.16 indicates that for each unit of volatility, it generates 1.16 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JUNP Sharpe Ratio Rank

JUNP Sharpe Ratio Rank: 39.439
Below Average

JUNP ranks above 39.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

JUNP Sharpe Ratio Market Positioning

The chart shows JUNP's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.46+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares PGIM S&P 500 Buffer 12 ETF - June's Sharpe Ratio with other ETFs in the Defined Outcome category across multiple time periods, showing how JUNP's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April5.83
MMAXiShares Large Cap Max Buffer Mar ETF4.83
CPSPCalamos S&P 500 Structured Alt Protection ETF - April4.69
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April4.50
PMMYPGIM S&P 500 Max Buffer ETF - May4.02
APXMFT Vest U.S. Equity Max Buffer ETF - April3.97
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April3.96
CPRACalamos Russell 2000 Structured Alt Protection ETF - April3.93
PAPRInnovator U.S. Equity Power Buffer ETF - April3.87
UAPRInnovator U.S. Equity Ultra Buffer ETF - April3.76
JUNPPGIM S&P 500 Buffer 12 ETF - June1.16

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JUNP's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JUNP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JUNP fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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