GENI vs. JFEAX

Last updated Jul 14, 2026

GENI (Genius Sports Limited) is a stock, while JFEAX (JPMorgan Developed International Value Fund Class A) is Foreign Large Cap Equities fund actively managed by JPMorgan. Over the past 5 years, GENI returned -15.93%/yr vs 15.57%/yr for JFEAX. At a 0.30 correlation, their price movements are largely independent.

Performance

GENI vs. JFEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genius Sports Limited (GENI) and JPMorgan Developed International Value Fund Class A (JFEAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GENI achieves a -40.02% return, which is significantly lower than JFEAX's 12.17% return.

GENI

• 1D: 6.79%
• 1M: -3.50%
• 6M: -35.39%
• YTD: -40.02%
• 1Y: -35.58%
• 3Y*: -4.12%
• 5Y*: -15.93%
• 10Y*: —

JFEAX

• 1D: 0.32%
• 1M: 1.32%
• 6M: 9.62%
• YTD: 12.17%
• 1Y: 31.90%
• 3Y*: 25.50%
• 5Y*: 15.57%
• 10Y*: 10.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GENI vs. JFEAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GENI Genius Sports Limited	-40.02%	27.40%	39.97%	73.11%	-53.03%	-53.94%
JFEAX JPMorgan Developed International Value Fund Class A	12.17%	48.02%	9.57%	18.69%	-5.60%	3.57%

Correlation

The correlation between GENI and JFEAX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Apr 21, 2021	0.30

The correlation between GENI and JFEAX shifts across timeframes, from 0.20 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

GENI vs. JFEAX — Risk / Return Rank

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

GENI

GENI Risk / Return Rank: 24
GENI Sharpe Ratio Rank: 21
GENI Sortino Ratio Rank: 23
GENI Omega Ratio Rank: 23
GENI Calmar Ratio Rank: 27
GENI Martin Ratio Rank: 27

JFEAX

JFEAX Risk / Return Rank: 78
JFEAX Sharpe Ratio Rank: 84
JFEAX Sortino Ratio Rank: 81
JFEAX Omega Ratio Rank: 79
JFEAX Calmar Ratio Rank: 78
JFEAX Martin Ratio Rank: 70

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.

GENI vs. JFEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genius Sports Limited (GENI) and JPMorgan Developed International Value Fund Class A (JFEAX). 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.

	GENI	JFEAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	2.20	-2.73
Sortino ratio: Return per unit of downside risk	-0.47	3.05	-3.52
Omega ratio: Gain probability vs. loss probability	0.94	1.39	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.50	2.83	-3.33
Martin ratio: Return relative to average drawdown	-0.85	10.22	-11.07

GENI vs. JFEAX - Sharpe Ratio Comparison

The current GENI Sharpe Ratio is -0.53, which is lower than the JFEAX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of GENI and JFEAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GENI vs. JFEAX - Drawdown Comparison

The maximum GENI drawdown since its inception was -90.97%, which is greater than JFEAX's maximum drawdown of -62.44%. Use the drawdown chart below to compare losses from any high point for GENI and JFEAX.

Drawdown Indicators

	GENI	JFEAX	Difference
Max Drawdown Largest peak-to-trough decline	-90.97%	-62.44%	-28.53%
Max Drawdown (1Y) Largest decline over 1 year	-71.07%	-11.02%	-60.05%
Max Drawdown (3Y) Largest decline over 3 years	-71.07%	-13.64%	-57.43%
Max Drawdown (5Y) Largest decline over 5 years	-89.95%	-27.71%	-62.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.74%	—
Current Drawdown Current decline from peak	-73.49%	-0.45%	-73.04%
Average Drawdown Average peak-to-trough decline	-67.31%	-14.84%	-52.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.95%	3.05%	+38.90%

Volatility

GENI vs. JFEAX - Volatility Comparison

Genius Sports Limited (GENI) has a higher volatility of 21.80% compared to JPMorgan Developed International Value Fund Class A (JFEAX) at 4.08%. This indicates that GENI's price experiences larger fluctuations and is considered to be riskier than JFEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GENI	JFEAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.80%	4.08%	+17.72%
Volatility (6M) Calculated over the trailing 6-month period	59.36%	11.65%	+47.71%
Volatility (1Y) Calculated over the trailing 1-year period	66.86%	14.17%	+52.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.52%	16.14%	+51.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.99%	17.55%	+50.44%

Dividends

GENI vs. JFEAX - Dividend Comparison

GENI has not paid dividends to shareholders, while JFEAX's dividend yield for the trailing twelve months is around 2.46%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GENI Genius Sports Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JFEAX JPMorgan Developed International Value Fund Class A	2.46%	2.76%	4.26%	4.94%	3.68%	4.79%	2.75%	3.96%	4.12%	2.14%	5.75%	1.11%

Frequently Asked Questions

Can I hold both GENI and JFEAX in my portfolio?

GENI and JFEAX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GENI or JFEAX?

GENI has higher volatility (21.80%) compared to JFEAX (4.08%). In terms of maximum drawdown, GENI dropped -90.97% vs JFEAX's -62.44%.

Which has better risk-adjusted returns?

JFEAX currently has the higher Sharpe Ratio (2.20 vs -0.53), 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.