AMAT vs. JEDI.DE
AMAT (Applied Materials, Inc.) is a stock, while JEDI.DE (VanEck Space Innovators UCITS ETF) is Industrials Equities fund tracking the MVIS Global Space Industry ESG. Over the past 3 years, AMAT returned 60.05%/yr vs 70.22%/yr for JEDI.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
AMAT vs. JEDI.DE - Performance Comparison
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Different Trading Currencies
AMAT is traded in USD, while JEDI.DE is traded in EUR. To make them comparable, the JEDI.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMAT achieves a 121.28% return, which is significantly higher than JEDI.DE's 74.93% return.
AMAT
- 1D
- 2.64%
- 1M
- 30.08%
- YTD
- 121.28%
- 6M
- 119.38%
- 1Y
- 226.52%
- 3Y*
- 60.05%
- 5Y*
- 34.02%
- 10Y*
- 38.86%
JEDI.DE
- 1D
- 1.42%
- 1M
- 4.85%
- YTD
- 74.93%
- 6M
- 79.85%
- 1Y
- 189.67%
- 3Y*
- 70.22%
- 5Y*
- —
- 10Y*
- —
AMAT vs. JEDI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 121.28% | 59.60% | 1.13% | 67.97% | 3.00% |
JEDI.DE VanEck Space Innovators UCITS ETF | 74.93% | 94.34% | 43.44% | 11.98% | 7.01% |
Correlation
The correlation between AMAT and JEDI.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.32 |
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Return for Risk
AMAT vs. JEDI.DE — Risk / Return Rank
AMAT
JEDI.DE
AMAT vs. JEDI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) and VanEck Space Innovators UCITS ETF (JEDI.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMAT | JEDI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.56 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 10.67 | 8.60 | +2.07 |
| Martin ratioReturn relative to average drawdown | 30.41 | 28.11 | +2.30 |
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Drawdowns
AMAT vs. JEDI.DE - Drawdown Comparison
The maximum AMAT drawdown since its inception was -85.22%, which is greater than JEDI.DE's maximum drawdown of -26.75%. Use the drawdown chart below to compare losses from any high point for AMAT and JEDI.DE.
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Drawdown Indicators
| AMAT | JEDI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.22% | -26.75% | -58.47% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | -24.02% | +2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -26.75% | -23.13% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -14.10% | +14.10% |
Average DrawdownAverage peak-to-trough decline | -38.78% | -7.18% | -31.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 7.36% | +0.13% |
Volatility
AMAT vs. JEDI.DE - Volatility Comparison
Applied Materials, Inc. (AMAT) has a higher volatility of 20.52% compared to VanEck Space Innovators UCITS ETF (JEDI.DE) at 18.67%. This indicates that AMAT's price experiences larger fluctuations and is considered to be riskier than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMAT | JEDI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.52% | 18.67% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 38.83% | 34.86% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.03% | 44.38% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 33.25% | +10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.94% | 33.25% | +9.69% |
Dividends
AMAT vs. JEDI.DE - Dividend Comparison
AMAT's dividend yield for the trailing twelve months is around 0.34%, while JEDI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.34% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
JEDI.DE VanEck Space Innovators UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AMAT and JEDI.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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