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BBJP vs. CIBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBJP and CIBR is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BBJP vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Japan ETF (BBJP) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.45%
17.54%
BBJP
CIBR

Key characteristics

Sharpe Ratio

BBJP:

0.47

CIBR:

1.04

Sortino Ratio

BBJP:

0.74

CIBR:

1.44

Omega Ratio

BBJP:

1.09

CIBR:

1.19

Calmar Ratio

BBJP:

0.68

CIBR:

1.70

Martin Ratio

BBJP:

1.91

CIBR:

4.12

Ulcer Index

BBJP:

4.25%

CIBR:

4.89%

Daily Std Dev

BBJP:

17.45%

CIBR:

19.45%

Max Drawdown

BBJP:

-32.66%

CIBR:

-33.89%

Current Drawdown

BBJP:

-7.59%

CIBR:

-3.91%

Returns By Period

In the year-to-date period, BBJP achieves a 6.36% return, which is significantly lower than CIBR's 20.02% return.


BBJP

YTD

6.36%

1M

-0.80%

6M

1.45%

1Y

7.67%

5Y*

4.34%

10Y*

N/A

CIBR

YTD

20.02%

1M

1.40%

6M

17.54%

1Y

19.62%

5Y*

17.20%

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.


BBJP vs. CIBR - Expense Ratio Comparison

BBJP has a 0.19% expense ratio, which is lower than CIBR's 0.60% expense ratio.


CIBR
First Trust NASDAQ Cybersecurity ETF
Expense ratio chart for CIBR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for BBJP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

BBJP vs. CIBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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 BBJP, currently valued at 0.47, compared to the broader market0.002.004.000.471.04
The chart of Sortino ratio for BBJP, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.741.44
The chart of Omega ratio for BBJP, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.19
The chart of Calmar ratio for BBJP, currently valued at 0.68, compared to the broader market0.005.0010.0015.000.681.70
The chart of Martin ratio for BBJP, currently valued at 1.91, compared to the broader market0.0020.0040.0060.0080.00100.001.914.12
BBJP
CIBR

The current BBJP Sharpe Ratio is 0.47, which is lower than the CIBR Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BBJP and CIBR, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.47
1.04
BBJP
CIBR

Dividends

BBJP vs. CIBR - Dividend Comparison

BBJP has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.28%.


TTM202320222021202020192018201720162015
BBJP
JPMorgan BetaBuilders Japan ETF
0.00%3.05%1.51%2.89%1.12%2.31%0.65%0.00%0.00%0.00%
CIBR
First Trust NASDAQ Cybersecurity ETF
0.28%0.42%0.30%0.59%1.10%0.23%0.22%0.10%0.77%0.58%

Drawdowns

BBJP vs. CIBR - Drawdown Comparison

The maximum BBJP drawdown since its inception was -32.66%, roughly equal to the maximum CIBR drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for BBJP and CIBR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.59%
-3.91%
BBJP
CIBR

Volatility

BBJP vs. CIBR - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Japan ETF (BBJP) is 4.96%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 7.02%. This indicates that BBJP experiences smaller price fluctuations and is considered to be less risky than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.96%
7.02%
BBJP
CIBR
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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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