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CAVA vs. JPST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAVA vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CAVA Group Inc. (CAVA) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAVA achieves a 16.03% return, which is significantly higher than JPST's 1.83% return.


CAVA

1D
-2.23%
1M
-21.99%
6M
-5.42%
YTD
16.03%
1Y
-23.47%
3Y*
12.66%
5Y*
10Y*

JPST

1D
0.00%
1M
0.26%
6M
1.69%
YTD
1.83%
1Y
4.14%
3Y*
5.13%
5Y*
3.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAVA vs. JPST - Yearly Performance Comparison


2026 (YTD)202520242023
CAVA
CAVA Group Inc.
16.03%-47.97%162.45%2.33%
JPST
JPMorgan Ultra-Short Income ETF
1.83%4.99%5.58%3.46%

Correlation

The correlation between CAVA and JPST is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.10

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Return for Risk

CAVA vs. JPST — Risk / Return Rank

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

CAVA
CAVA Risk / Return Rank: 2828
Overall Rank
CAVA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CAVA Sortino Ratio Rank: 2828
Sortino Ratio Rank
CAVA Omega Ratio Rank: 2828
Omega Ratio Rank
CAVA Calmar Ratio Rank: 2929
Calmar Ratio Rank
CAVA Martin Ratio Rank: 2727
Martin Ratio Rank

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
Martin Ratio Rank
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.

CAVA vs. JPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAVA Group Inc. (CAVA) and JPMorgan Ultra-Short Income ETF (JPST). 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.


CAVAJPSTDifference
Sharpe ratioReturn per unit of total volatility

-8.04

Sortino ratioReturn per unit of downside risk

-16.55

Omega ratioGain probability vs. loss probability

0.97

3.66

-2.69

Calmar ratioReturn relative to maximum drawdown

-0.45

27.98

-28.43

Martin ratioReturn relative to average drawdown

-0.87

133.66

-134.53

CAVA vs. JPST - Sharpe Ratio Comparison

The current CAVA Sharpe Ratio is -0.40, which is lower than the JPST Sharpe Ratio of 7.64. The chart below compares the historical Sharpe Ratios of CAVA and JPST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CAVA vs. JPST - Drawdown Comparison

The maximum CAVA drawdown since its inception was -71.11%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for CAVA and JPST.


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Drawdown Indicators


CAVAJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-71.11%

-3.28%

-67.83%

Max Drawdown (1Y)

Largest decline over 1 year

-52.46%

-0.15%

-52.31%

Max Drawdown (3Y)

Largest decline over 3 years

-71.11%

-0.30%

-70.81%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

-54.86%

0.00%

-54.86%

Average Drawdown

Average peak-to-trough decline

-30.64%

-0.08%

-30.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.91%

0.03%

+26.88%

Volatility

CAVA vs. JPST - Volatility Comparison

CAVA Group Inc. (CAVA) has a higher volatility of 16.99% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.17%. This indicates that CAVA's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAVAJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.99%

0.17%

+16.82%

Volatility (6M)

Calculated over the trailing 6-month period

44.58%

0.38%

+44.20%

Volatility (1Y)

Calculated over the trailing 1-year period

59.25%

0.54%

+58.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.36%

0.58%

+58.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.36%

0.93%

+58.43%

Dividends

CAVA vs. JPST - Dividend Comparison

CAVA has not paid dividends to shareholders, while JPST's dividend yield for the trailing twelve months is around 4.23%.


PositionTTM202520242023202220212020201920182017
CAVA
CAVA Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.23%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Frequently Asked Questions


CAVA and JPST have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAVA has higher volatility (16.99%) compared to JPST (0.17%). In terms of maximum drawdown, CAVA dropped -71.11% vs JPST's -3.28%.

JPST currently has the higher Sharpe Ratio (7.64 vs -0.40), 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.

Portfolio Optimizer

Find the right allocation for CAVA and JPST

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