025540.KS vs. JMOM

Last updated Jun 5, 2026

025540.KS (Korea Electric Terminal) is a stock, while JMOM (JPMorgan U.S. Momentum Factor ETF) is Momentum fund tracking the JP Morgan US Momentum Factor Index. Over the past 5 years, 025540.KS returned -2.69%/yr vs 23.43%/yr for JMOM. At a 0.05 correlation, their price movements are largely independent.

Performance

025540.KS vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Korea Electric Terminal (025540.KS) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

025540.KS is traded in KRW, while JMOM is traded in USD. To make them comparable, the JMOM values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 025540.KS achieves a 14.71% return, which is significantly lower than JMOM's 27.59% return.

025540.KS

• 1D: -0.52%
• 1M: -12.37%
• YTD: 14.71%
• 6M: 20.07%
• 1Y: 30.74%
• 3Y*: 11.43%
• 5Y*: -2.69%
• 10Y*: 0.06%

JMOM

• 1D: -2.17%
• 1M: 9.76%
• YTD: 27.59%
• 6M: 23.35%
• 1Y: 51.29%
• 3Y*: 34.72%
• 5Y*: 23.43%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

025540.KS vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
025540.KS Korea Electric Terminal	14.71%	5.45%	-7.80%	46.32%	-31.22%	23.72%	47.66%	6.85%	-38.29%	-7.88%
JMOM JPMorgan U.S. Momentum Factor ETF	27.59%	15.30%	46.48%	26.39%	-16.35%	36.98%	21.66%	33.11%	-1.16%	-1.53%

Correlation

The correlation between 025540.KS and JMOM is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017	0.05

Return for Risk

025540.KS vs. JMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

025540.KS

025540.KS Risk / Return Rank: 70
025540.KS Sharpe Ratio Rank: 71
025540.KS Sortino Ratio Rank: 66
025540.KS Omega Ratio Rank: 67
025540.KS Calmar Ratio Rank: 73
025540.KS Martin Ratio Rank: 75

JMOM

JMOM Risk / Return Rank: 73
JMOM Sharpe Ratio Rank: 67
JMOM Sortino Ratio Rank: 64
JMOM Omega Ratio Rank: 64
JMOM Calmar Ratio Rank: 80
JMOM Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

025540.KS vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Korea Electric Terminal (025540.KS) and JPMorgan U.S. Momentum Factor ETF (JMOM). 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.

	025540.KS	JMOM	Difference
Sharpe ratio: Return per unit of total volatility	0.96	3.80	-2.85
Sortino ratio: Return per unit of downside risk	1.53	4.94	-3.41
Omega ratio: Gain probability vs. loss probability	1.20	1.65	-0.45
Calmar ratio: Return relative to maximum drawdown	1.84	10.35	-8.51
Martin ratio: Return relative to average drawdown	5.01	38.07	-33.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

025540.KS vs. JMOM - Sharpe Ratio Comparison

The current 025540.KS Sharpe Ratio is 0.96, which is lower than the JMOM Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of 025540.KS and JMOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	025540.KS	JMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	3.80	-2.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	1.33	-1.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	1.09	-0.94

Drawdowns

025540.KS vs. JMOM - Drawdown Comparison

The maximum 025540.KS drawdown since its inception was -84.97%, which is greater than JMOM's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for 025540.KS and JMOM.

Drawdown Indicators

	025540.KS	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-84.97%	-30.97%	-54.00%
Max Drawdown (1Y) Largest decline over 1 year	-19.13%	-4.98%	-14.15%
Max Drawdown (3Y) Largest decline over 3 years	-31.64%	-17.39%	-14.25%
Max Drawdown (5Y) Largest decline over 5 years	-54.21%	-22.25%	-31.96%
Max Drawdown (10Y) Largest decline over 10 years	-76.97%	—	—
Current Drawdown Current decline from peak	-19.65%	-2.27%	-17.38%
Average Drawdown Average peak-to-trough decline	-31.90%	-4.54%	-27.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.93%	1.35%	+5.58%

Volatility

025540.KS vs. JMOM - Volatility Comparison

Korea Electric Terminal (025540.KS) has a higher volatility of 12.64% compared to JPMorgan U.S. Momentum Factor ETF (JMOM) at 5.12%. This indicates that 025540.KS's price experiences larger fluctuations and is considered to be riskier than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	025540.KS	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.64%	5.12%	+7.52%
Volatility (6M) Calculated over the trailing 6-month period	32.64%	10.65%	+21.99%
Volatility (1Y) Calculated over the trailing 1-year period	36.78%	13.57%	+23.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.13%	17.72%	+19.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.19%	18.81%	+20.38%

Dividends

025540.KS vs. JMOM - Dividend Comparison

025540.KS's dividend yield for the trailing twelve months is around 4.15%, more than JMOM's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
025540.KS Korea Electric Terminal	4.15%	4.75%	3.29%	0.93%	1.35%	0.92%	1.13%	1.64%	1.72%	1.05%	0.89%	0.61%
JMOM JPMorgan U.S. Momentum Factor ETF	0.74%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 025540.KS and JMOM in my portfolio?

025540.KS and JMOM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.