EBAY vs. JXI
EBAY (eBay Inc.) is a stock, while JXI (iShares Global Utilities ETF) is Utilities Equities fund tracking the S&P Global Utilities Index. Over the past 10 years, EBAY returned 17.06%/yr vs 9.13%/yr for JXI. At a 0.36 correlation, their price movements are largely independent.
Performance
EBAY vs. JXI - Performance Comparison
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Returns By Period
In the year-to-date period, EBAY achieves a 30.00% return, which is significantly higher than JXI's 10.38% return. Over the past 10 years, EBAY has outperformed JXI with an annualized return of 17.06%, while JXI has yielded a comparatively lower 9.13% annualized return.
EBAY
- 1D
- -2.22%
- 1M
- 3.62%
- 6M
- 19.98%
- YTD
- 30.00%
- 1Y
- 46.83%
- 3Y*
- 36.62%
- 5Y*
- 12.50%
- 10Y*
- 17.06%
JXI
- 1D
- 0.38%
- 1M
- 2.63%
- 6M
- 9.92%
- YTD
- 10.38%
- 1Y
- 18.83%
- 3Y*
- 15.60%
- 5Y*
- 10.34%
- 10Y*
- 9.13%
EBAY vs. JXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EBAY eBay Inc. | 30.00% | 42.75% | 44.78% | 7.65% | -36.46% | 33.81% | 41.16% | 30.59% | -25.62% | 27.11% |
JXI iShares Global Utilities ETF | 10.38% | 25.91% | 13.14% | 0.63% | -4.17% | 10.88% | 5.19% | 23.94% | 2.31% | 14.79% |
Correlation
The correlation between EBAY and JXI is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2006 | 0.36 |
Over the past year, the correlation between EBAY and JXI has dropped to 0.05 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
EBAY vs. JXI — Risk / Return Rank
EBAY
JXI
EBAY vs. JXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) and iShares Global Utilities ETF (JXI). 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.
| EBAY | JXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.34 | -0.06 |
| Martin ratioReturn relative to average drawdown | 4.70 | 6.46 | -1.76 |
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Drawdowns
EBAY vs. JXI - Drawdown Comparison
The maximum EBAY drawdown since its inception was -82.56%, which is greater than JXI's maximum drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for EBAY and JXI.
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Drawdown Indicators
| EBAY | JXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.56% | -50.23% | -32.33% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -8.09% | -12.58% |
Max Drawdown (3Y)Largest decline over 3 years | -22.08% | -16.29% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -53.58% | -22.45% | -31.13% |
Max Drawdown (10Y)Largest decline over 10 years | -53.58% | -34.20% | -19.38% |
Current DrawdownCurrent decline from peak | -5.13% | -2.90% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -29.07% | -12.78% | -16.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.00% | 2.92% | +7.08% |
Volatility
EBAY vs. JXI - Volatility Comparison
eBay Inc. (EBAY) has a higher volatility of 7.94% compared to iShares Global Utilities ETF (JXI) at 3.73%. This indicates that EBAY's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBAY | JXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 3.73% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 24.79% | 10.85% | +13.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.05% | 13.10% | +25.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.76% | 15.42% | +17.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.11% | 16.97% | +14.14% |
Dividends
EBAY vs. JXI - Dividend Comparison
EBAY's dividend yield for the trailing twelve months is around 1.07%, less than JXI's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBAY eBay Inc. | 1.07% | 1.33% | 1.74% | 2.29% | 2.12% | 1.08% | 1.27% | 1.55% | 0.00% | 0.00% | 0.00% | 139.70% |
JXI iShares Global Utilities ETF | 2.39% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
Frequently Asked Questions
EBAY and JXI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EBAY has higher volatility (7.94%) compared to JXI (3.73%). In terms of maximum drawdown, EBAY dropped -82.56% vs JXI's -50.23%.
JXI currently has the higher Sharpe Ratio (1.44 vs 1.21), 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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