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DRAM vs. JPRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRAM vs. JPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Memory ETF (DRAM) and JPMorgan Realty Income ETF (JPRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DRAM

1D
-3.76%
1M
-16.92%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JPRE

1D
-0.56%
1M
0.81%
6M
12.79%
YTD
15.69%
1Y
16.74%
3Y*
10.19%
5Y*
10Y*
ALL TIME*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.23B$4.59B$3.52B
$1.08M$1.14M$1.22M

DRAM vs. JPRE - Yearly Performance Comparison


Correlation

The correlation between DRAM and JPRE is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 2, 2026

-0.26

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Return for Risk

DRAM vs. JPRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRAM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JPRE
JPRE Risk / Return Rank: 5252
Overall Rank
JPRE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JPRE Sortino Ratio Rank: 4747
Sortino Ratio Rank
JPRE Omega Ratio Rank: 4747
Omega Ratio Rank
JPRE Calmar Ratio Rank: 6161
Calmar Ratio Rank
JPRE Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRAM vs. JPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Memory ETF (DRAM) and JPMorgan Realty Income ETF (JPRE). 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.


DRAMJPREDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.15

Martin ratioReturn relative to average drawdown

6.86

DRAM vs. JPRE - Sharpe Ratio Comparison


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Drawdowns

DRAM vs. JPRE - Drawdown Comparison

The maximum DRAM drawdown since its inception was -44.44%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for DRAM and JPRE.


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Drawdown Indicators


DRAMJPREDifference

Max Drawdown

Largest peak-to-trough decline

-44.44%

-23.84%

-20.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

Current Drawdown

Current decline from peak

-37.60%

-2.60%

-35.00%

Average Drawdown

Average peak-to-trough decline

-10.50%

-7.88%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

Volatility

DRAM vs. JPRE - Volatility Comparison


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Volatility by Period


DRAMJPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

100.96%

13.87%

+87.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.96%

18.25%

+82.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.96%

18.25%

+82.71%

DRAM vs. JPRE - Expense Ratio Comparison

DRAM has a 0.65% expense ratio, which is higher than JPRE's 0.50% expense ratio.


Dividends

DRAM vs. JPRE - Dividend Comparison

DRAM has not paid dividends to shareholders, while JPRE's dividend yield for the trailing twelve months is around 2.19%.


PositionTTM2025202420232022
DRAM
Roundhill Memory ETF
0.00%0.00%0.00%0.00%0.00%
JPRE
JPMorgan Realty Income ETF
2.19%2.62%2.21%3.26%10.60%

Frequently Asked Questions


DRAM and JPRE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPRE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPRE is cheaper with a 0.50% expense ratio, compared with 0.65% for DRAM.

JPRE has the higher dividend yield at 2.19%, compared with 0.00% for DRAM.

DRAM is categorized as Technology Equities, while JPRE is REIT. They also come from different issuers: Roundhill and JPMorgan. Their fees differ too: 0.65% for DRAM and 0.50% for JPRE.

Portfolio Optimizer

Find the right allocation for DRAM and JPRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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