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ADME vs. JPUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADME and JPUS is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

ADME vs. JPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Drawdown Managed Equity ETF (ADME) and JPMorgan Diversified Return US Equity ETF (JPUS). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
72.26%
120.55%
ADME
JPUS

Key characteristics

Sharpe Ratio

ADME:

-0.07

JPUS:

-0.17

Sortino Ratio

ADME:

-0.00

JPUS:

-0.14

Omega Ratio

ADME:

1.00

JPUS:

0.98

Calmar Ratio

ADME:

-0.06

JPUS:

-0.17

Martin Ratio

ADME:

-0.30

JPUS:

-0.64

Ulcer Index

ADME:

3.03%

JPUS:

3.55%

Daily Std Dev

ADME:

13.53%

JPUS:

13.06%

Max Drawdown

ADME:

-27.49%

JPUS:

-38.69%

Current Drawdown

ADME:

-15.10%

JPUS:

-13.47%

Returns By Period

In the year-to-date period, ADME achieves a -11.85% return, which is significantly lower than JPUS's -6.81% return.


ADME

YTD

-11.85%

1M

-11.31%

6M

-10.88%

1Y

0.00%

5Y*

9.08%

10Y*

N/A

JPUS

YTD

-6.81%

1M

-8.11%

6M

-10.35%

1Y

-1.33%

5Y*

16.18%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


ADME vs. JPUS - Expense Ratio Comparison

ADME has a 0.79% expense ratio, which is higher than JPUS's 0.18% expense ratio.


ADME
Aptus Drawdown Managed Equity ETF
Expense ratio chart for ADME: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ADME: 0.79%
Expense ratio chart for JPUS: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPUS: 0.18%

Risk-Adjusted Performance

ADME vs. JPUS — Risk-Adjusted Performance Rank

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

ADME
The Risk-Adjusted Performance Rank of ADME is 2727
Overall Rank
The Sharpe Ratio Rank of ADME is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ADME is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ADME is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ADME is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ADME is 2626
Martin Ratio Rank

JPUS
The Risk-Adjusted Performance Rank of JPUS is 1919
Overall Rank
The Sharpe Ratio Rank of JPUS is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of JPUS is 1818
Sortino Ratio Rank
The Omega Ratio Rank of JPUS is 1818
Omega Ratio Rank
The Calmar Ratio Rank of JPUS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of JPUS is 1818
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.

ADME vs. JPUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and JPMorgan Diversified Return US Equity ETF (JPUS). 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.


Sharpe ratio
The chart of Sharpe ratio for ADME, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.005.00
ADME: -0.07
JPUS: -0.17
The chart of Sortino ratio for ADME, currently valued at -0.00, compared to the broader market-2.000.002.004.006.008.0010.00
ADME: -0.00
JPUS: -0.14
The chart of Omega ratio for ADME, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
ADME: 1.00
JPUS: 0.98
The chart of Calmar ratio for ADME, currently valued at -0.06, compared to the broader market0.005.0010.0015.00
ADME: -0.06
JPUS: -0.17
The chart of Martin ratio for ADME, currently valued at -0.30, compared to the broader market0.0020.0040.0060.0080.00
ADME: -0.30
JPUS: -0.64

The current ADME Sharpe Ratio is -0.07, which is higher than the JPUS Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of ADME and JPUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.17
ADME
JPUS

Dividends

ADME vs. JPUS - Dividend Comparison

ADME's dividend yield for the trailing twelve months is around 0.50%, less than JPUS's 2.44% yield.


TTM2024202320222021202020192018201720162015
ADME
Aptus Drawdown Managed Equity ETF
0.50%0.47%0.78%0.74%0.26%0.41%0.69%0.86%0.32%0.69%0.00%
JPUS
JPMorgan Diversified Return US Equity ETF
2.44%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.78%0.48%

Drawdowns

ADME vs. JPUS - Drawdown Comparison

The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum JPUS drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for ADME and JPUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.10%
-13.47%
ADME
JPUS

Volatility

ADME vs. JPUS - Volatility Comparison

Aptus Drawdown Managed Equity ETF (ADME) and JPMorgan Diversified Return US Equity ETF (JPUS) have volatilities of 7.63% and 7.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.63%
7.88%
ADME
JPUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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