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ARCM vs. JPLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARCM and JPLD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ARCM vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Reserve Capital Management ETF (ARCM) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.59%
3.05%
ARCM
JPLD

Key characteristics

Sharpe Ratio

ARCM:

0.87

JPLD:

3.74

Sortino Ratio

ARCM:

1.27

JPLD:

6.16

Omega Ratio

ARCM:

1.83

JPLD:

1.82

Calmar Ratio

ARCM:

1.61

JPLD:

9.62

Martin Ratio

ARCM:

19.87

JPLD:

28.21

Ulcer Index

ARCM:

0.28%

JPLD:

0.24%

Daily Std Dev

ARCM:

6.42%

JPLD:

1.82%

Max Drawdown

ARCM:

-4.08%

JPLD:

-0.71%

Current Drawdown

ARCM:

0.00%

JPLD:

-0.29%

Returns By Period

In the year-to-date period, ARCM achieves a 5.05% return, which is significantly lower than JPLD's 6.29% return.


ARCM

YTD

5.05%

1M

0.34%

6M

2.59%

1Y

5.57%

5Y*

2.23%

10Y*

N/A

JPLD

YTD

6.29%

1M

0.39%

6M

3.05%

1Y

6.68%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


ARCM vs. JPLD - Expense Ratio Comparison

ARCM has a 0.50% expense ratio, which is higher than JPLD's 0.24% expense ratio.


ARCM
Arrow Reserve Capital Management ETF
Expense ratio chart for ARCM: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for JPLD: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

ARCM vs. JPLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Reserve Capital Management ETF (ARCM) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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 ARCM, currently valued at 0.87, compared to the broader market0.002.004.000.873.74
The chart of Sortino ratio for ARCM, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.0010.001.276.16
The chart of Omega ratio for ARCM, currently valued at 1.83, compared to the broader market0.501.001.502.002.503.001.831.82
The chart of Calmar ratio for ARCM, currently valued at 1.61, compared to the broader market0.005.0010.0015.001.619.62
The chart of Martin ratio for ARCM, currently valued at 19.87, compared to the broader market0.0020.0040.0060.0080.00100.0019.8728.21
ARCM
JPLD

The current ARCM Sharpe Ratio is 0.87, which is lower than the JPLD Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of ARCM and JPLD, 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 Ratio1.002.003.004.005.00Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.87
3.74
ARCM
JPLD

Dividends

ARCM vs. JPLD - Dividend Comparison

ARCM's dividend yield for the trailing twelve months is around 4.85%, more than JPLD's 4.47% yield.


TTM2023202220212020201920182017
ARCM
Arrow Reserve Capital Management ETF
4.85%4.26%0.90%0.02%0.84%2.32%1.91%0.61%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARCM vs. JPLD - Drawdown Comparison

The maximum ARCM drawdown since its inception was -4.08%, which is greater than JPLD's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for ARCM and JPLD. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.29%
ARCM
JPLD

Volatility

ARCM vs. JPLD - Volatility Comparison

The current volatility for Arrow Reserve Capital Management ETF (ARCM) is 0.13%, while J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) has a volatility of 0.51%. This indicates that ARCM experiences smaller price fluctuations and is considered to be less risky than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.20%0.30%0.40%0.50%0.60%0.70%JulyAugustSeptemberOctoberNovemberDecember
0.13%
0.51%
ARCM
JPLD
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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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