CRUS vs. JPEF
CRUS (Cirrus Logic, Inc.) is a stock, while JPEF (JPMorgan Equity Focus ETF) is Large Cap Blend Equities fund actively managed by JPMorgan. Over the past year, CRUS returned 78.83% vs 19.43% for JPEF. At a 0.48 correlation, their price movements are largely independent.
Performance
CRUS vs. JPEF - Performance Comparison
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Returns By Period
In the year-to-date period, CRUS achieves a 50.97% return, which is significantly higher than JPEF's 7.80% return.
CRUS
- 1D
- 4.85%
- 1M
- 8.97%
- YTD
- 50.97%
- 6M
- 46.46%
- 1Y
- 78.83%
- 3Y*
- 31.03%
- 5Y*
- 18.17%
- 10Y*
- 17.39%
JPEF
- 1D
- -0.61%
- 1M
- 3.38%
- YTD
- 7.80%
- 6M
- 7.01%
- 1Y
- 19.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRUS vs. JPEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CRUS Cirrus Logic, Inc. | 50.97% | 19.00% | 19.70% | 2.96% |
JPEF JPMorgan Equity Focus ETF | 7.80% | 12.07% | 28.19% | 5.72% |
Correlation
The correlation between CRUS and JPEF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.48 |
The correlation between CRUS and JPEF shifts across timeframes, from 0.33 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRUS vs. JPEF — Risk / Return Rank
CRUS
JPEF
CRUS vs. JPEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) and JPMorgan Equity Focus ETF (JPEF). 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.
| CRUS | JPEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.97 | 2.36 | +2.61 |
| Martin ratioReturn relative to average drawdown | 13.02 | 10.68 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRUS | JPEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.72 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 1.27 | -1.16 |
Drawdowns
CRUS vs. JPEF - Drawdown Comparison
The maximum CRUS drawdown since its inception was -97.48%, which is greater than JPEF's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for CRUS and JPEF.
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Drawdown Indicators
| CRUS | JPEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.48% | -18.09% | -79.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -8.25% | -7.69% |
Max Drawdown (3Y)Largest decline over 3 years | -46.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.94% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.81% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -52.76% | -2.15% | -50.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 1.82% | +4.25% |
Volatility
CRUS vs. JPEF - Volatility Comparison
Cirrus Logic, Inc. (CRUS) has a higher volatility of 11.67% compared to JPMorgan Equity Focus ETF (JPEF) at 3.01%. This indicates that CRUS's price experiences larger fluctuations and is considered to be riskier than JPEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRUS | JPEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.67% | 3.01% | +8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 8.64% | +16.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.85% | 11.38% | +23.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.04% | 15.02% | +21.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.18% | 15.02% | +25.16% |
Dividends
CRUS vs. JPEF - Dividend Comparison
CRUS has not paid dividends to shareholders, while JPEF's dividend yield for the trailing twelve months is around 0.65%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CRUS Cirrus Logic, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
JPEF JPMorgan Equity Focus ETF | 0.65% | 0.70% | 0.71% | 0.39% |
Frequently Asked Questions
CRUS and JPEF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRUS has higher volatility (11.67%) compared to JPEF (3.01%). In terms of maximum drawdown, CRUS dropped -97.48% vs JPEF's -18.09%.
CRUS currently has the higher Sharpe Ratio (2.28 vs 1.72), 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.
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