JAVA vs. CSTK

Last updated Jun 4, 2026

JAVA (JPMorgan Active Value ETF) and CSTK (Invesco Comstock Contrarian Equity ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, JAVA returned 23.95% vs 26.71% for CSTK. Their correlation of 0.94 suggests significant overlap in exposure. JAVA charges 0.44%/yr vs 0.35%/yr for CSTK.

Performance

JAVA vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active Value ETF (JAVA) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JAVA achieves a 8.50% return, which is significantly lower than CSTK's 11.29% return.

JAVA

• 1D: -0.21%
• 1M: 2.70%
• YTD: 8.50%
• 6M: 9.14%
• 1Y: 23.95%
• 3Y*: 16.35%
• 5Y*: —
• 10Y*: —

CSTK

• 1D: 0.07%
• 1M: 3.59%
• YTD: 11.29%
• 6M: 13.04%
• 1Y: 26.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JAVA vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
JAVA JPMorgan Active Value ETF	8.50%	16.72%
CSTK Invesco Comstock Contrarian Equity ETF	11.29%	18.33%

Correlation

The correlation between JAVA and CSTK is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (All Time) Calculated using the full available price history since May 8, 2025	0.94

The correlation between JAVA and CSTK has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

Return for Risk

JAVA vs. CSTK — Risk / Return Rank

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

JAVA

JAVA Risk / Return Rank: 62
JAVA Sharpe Ratio Rank: 64
JAVA Sortino Ratio Rank: 66
JAVA Omega Ratio Rank: 62
JAVA Calmar Ratio Rank: 58
JAVA Martin Ratio Rank: 60

CSTK

CSTK Risk / Return Rank: 70
CSTK Sharpe Ratio Rank: 74
CSTK Sortino Ratio Rank: 77
CSTK Omega Ratio Rank: 71
CSTK Calmar Ratio Rank: 62
CSTK Martin Ratio Rank: 66

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.

JAVA vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

	JAVA	CSTK	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.38	-0.23
Sortino ratio: Return per unit of downside risk	3.07	3.42	-0.35
Omega ratio: Gain probability vs. loss probability	1.38	1.42	-0.04
Calmar ratio: Return relative to maximum drawdown	2.90	3.02	-0.12
Martin ratio: Return relative to average drawdown	10.71	11.85	-1.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JAVA vs. CSTK - Sharpe Ratio Comparison

The current JAVA Sharpe Ratio is 2.15, which is comparable to the CSTK Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of JAVA and CSTK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JAVA	CSTK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	2.38	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	2.54	-1.76

Drawdowns

JAVA vs. CSTK - Drawdown Comparison

The maximum JAVA drawdown since its inception was -16.54%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for JAVA and CSTK.

Drawdown Indicators

	JAVA	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-16.54%	-8.87%	-7.67%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-8.87%	+0.58%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	—	—
Current Drawdown Current decline from peak	-0.21%	-0.60%	+0.39%
Average Drawdown Average peak-to-trough decline	-3.63%	-1.28%	-2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.26%	-0.02%

Volatility

JAVA vs. CSTK - Volatility Comparison

JPMorgan Active Value ETF (JAVA) and Invesco Comstock Contrarian Equity ETF (CSTK) have volatilities of 2.60% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JAVA	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.60%	2.68%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	8.40%	8.45%	-0.05%
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	11.28%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	11.60%	+3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	11.60%	+3.20%

JAVA vs. CSTK - Expense Ratio Comparison

JAVA has a 0.44% expense ratio, which is higher than CSTK's 0.35% expense ratio.

Dividends

JAVA vs. CSTK - Dividend Comparison

JAVA's dividend yield for the trailing twelve months is around 1.25%, less than CSTK's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021
CSTK Invesco Comstock Contrarian Equity ETF	1.77%	1.44%	0.00%	0.00%	0.00%	0.00%
JAVA JPMorgan Active Value ETF	1.25%	1.34%	1.45%	1.65%	1.25%	0.48%

Frequently Asked Questions

Can I hold both JAVA and CSTK in my portfolio?

With a correlation of 0.94, JAVA and CSTK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JAVA or CSTK?

CSTK has higher volatility (2.68%) compared to JAVA (2.60%). In terms of maximum drawdown, JAVA dropped -16.54% vs CSTK's -8.87%.

Which ETF is better, JAVA or CSTK?

On 1-year performance, CSTK leads with 26.71% vs 23.95% for JAVA. On fees, CSTK is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JAVA or CSTK?

Over the 1-year period, CSTK has performed better with a 26.71% return vs 23.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JAVA or CSTK?

CSTK is cheaper with a 0.35% expense ratio, compared with 0.44% for JAVA.

Which ETF pays a higher dividend yield, JAVA or CSTK?

CSTK has the higher dividend yield at 1.77%, compared with 1.25% for JAVA.

What is the main difference between JAVA and CSTK?

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.44% for JAVA and 0.35% for CSTK.

Which has better risk-adjusted returns?

CSTK currently has the higher Sharpe Ratio (2.38 vs 2.15), 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.