AMTM vs. JGRO

Last updated Jun 3, 2026

AMTM (Amentum Holdings Inc) is a stock, while JGRO (JPMorgan Active Growth ETF) is Large Cap Growth Equities fund actively managed by JPMorgan. Over the past year, AMTM returned 20.91% vs 22.47% for JGRO. At a 0.36 correlation, their price movements are largely independent.

Performance

AMTM vs. JGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amentum Holdings Inc (AMTM) and JPMorgan Active Growth ETF (JGRO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMTM achieves a -19.45% return, which is significantly lower than JGRO's 7.22% return.

AMTM

• 1D: -2.95%
• 1M: -8.93%
• YTD: -19.45%
• 6M: -18.66%
• 1Y: 20.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JGRO

• 1D: 0.31%
• 1M: 5.77%
• YTD: 7.22%
• 6M: 5.94%
• 1Y: 22.47%
• 3Y*: 23.28%
• 5Y*: —
• 10Y*: —

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

AMTM vs. JGRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AMTM Amentum Holdings Inc	-19.45%	37.90%	-28.74%
JGRO JPMorgan Active Growth ETF	7.22%	14.71%	5.48%

Correlation

The correlation between AMTM and JGRO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024	0.36

Return for Risk

AMTM vs. JGRO — Risk / Return Rank

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

AMTM

AMTM Risk / Return Rank: 52
AMTM Sharpe Ratio Rank: 56
AMTM Sortino Ratio Rank: 55
AMTM Omega Ratio Rank: 53
AMTM Calmar Ratio Rank: 48
AMTM Martin Ratio Rank: 49

JGRO

JGRO Risk / Return Rank: 36
JGRO Sharpe Ratio Rank: 41
JGRO Sortino Ratio Rank: 39
JGRO Omega Ratio Rank: 40
JGRO Calmar Ratio Rank: 29
JGRO Martin Ratio Rank: 29

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.

AMTM vs. JGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amentum Holdings Inc (AMTM) and JPMorgan Active Growth ETF (JGRO). 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.

	AMTM	JGRO	Difference
Sharpe ratio Return per unit of total volatility	0.46	1.47	-1.01
Sortino ratio Return per unit of downside risk	1.07	2.03	-0.95
Omega ratio Gain probability vs. loss probability	1.13	1.26	-0.13
Calmar ratio Return relative to maximum drawdown	0.33	1.43	-1.10
Martin ratio Return relative to average drawdown	0.75	4.32	-3.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMTM vs. JGRO - Sharpe Ratio Comparison

The current AMTM Sharpe Ratio is 0.46, which is lower than the JGRO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AMTM and JGRO, 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

	AMTM	JGRO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	1.47	-1.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	1.03	-1.25

Drawdowns

AMTM vs. JGRO - Drawdown Comparison

The maximum AMTM drawdown since its inception was -50.81%, which is greater than JGRO's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for AMTM and JGRO.

Drawdown Indicators

	AMTM	JGRO	Difference
Max Drawdown Largest peak-to-trough decline	-50.81%	-22.70%	-28.11%
Max Drawdown (1Y) Largest decline over 1 year	-40.05%	-16.44%	-23.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.70%	—
Current Drawdown Current decline from peak	-37.76%	0.00%	-37.76%
Average Drawdown Average peak-to-trough decline	-27.35%	-4.86%	-22.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.53%	5.44%	+12.09%

Volatility

AMTM vs. JGRO - Volatility Comparison

Amentum Holdings Inc (AMTM) has a higher volatility of 11.66% compared to JPMorgan Active Growth ETF (JGRO) at 3.62%. This indicates that AMTM's price experiences larger fluctuations and is considered to be riskier than JGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMTM	JGRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.66%	3.62%	+8.04%
Volatility (6M) Calculated over the trailing 6-month period	28.12%	11.40%	+16.72%
Volatility (1Y) Calculated over the trailing 1-year period	45.78%	15.39%	+30.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.70%	19.89%	+38.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.70%	19.89%	+38.81%

Dividends

AMTM vs. JGRO - Dividend Comparison

AMTM has not paid dividends to shareholders, while JGRO's dividend yield for the trailing twelve months is around 0.15%.

Position	TTM	2025	2024	2023	2022
AMTM Amentum Holdings Inc	0.00%	0.00%	0.00%	0.00%	0.00%
JGRO JPMorgan Active Growth ETF	0.15%	0.16%	0.10%	0.17%	0.16%

Frequently Asked Questions

Can I hold both AMTM and JGRO in my portfolio?

AMTM and JGRO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMTM or JGRO?

AMTM has higher volatility (11.66%) compared to JGRO (3.62%). In terms of maximum drawdown, AMTM dropped -50.81% vs JGRO's -22.70%.

Which has better risk-adjusted returns?

JGRO currently has the higher Sharpe Ratio (1.47 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.