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JBS vs. THOPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBS vs. THOPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JBS N.V. (JBS) and Thompson Bond Fund (THOPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JBS achieves a 7.04% return, which is significantly higher than THOPX's 1.33% return.


JBS

1D
0.42%
1M
20.59%
6M
-1.75%
YTD
7.04%
1Y
15.19%
3Y*
5Y*
10Y*
ALL TIME*
11.51%

THOPX

1D
0.19%
1M
-0.09%
6M
0.86%
YTD
1.33%
1Y
4.74%
3Y*
8.51%
5Y*
3.92%
10Y*
3.84%
ALL TIME*
4.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$75.68M$62.44M$94.87M
$0.00$0.00$0.00

JBS vs. THOPX - Yearly Performance Comparison


2026 (YTD)2025
JBS
JBS N.V.
7.04%5.64%
THOPX
Thompson Bond Fund
1.33%4.74%

Correlation

The correlation between JBS and THOPX is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.18

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Return for Risk

JBS vs. THOPX — Risk / Return Rank

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

JBS
JBS Risk / Return Rank: 5757
Overall Rank
JBS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JBS Sortino Ratio Rank: 5656
Sortino Ratio Rank
JBS Omega Ratio Rank: 5454
Omega Ratio Rank
JBS Calmar Ratio Rank: 5757
Calmar Ratio Rank
JBS Martin Ratio Rank: 5656
Martin Ratio Rank

THOPX
THOPX Risk / Return Rank: 8989
Overall Rank
THOPX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
THOPX Sortino Ratio Rank: 9191
Sortino Ratio Rank
THOPX Omega Ratio Rank: 8989
Omega Ratio Rank
THOPX Calmar Ratio Rank: 8787
Calmar Ratio Rank
THOPX Martin Ratio Rank: 8989
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.

JBS vs. THOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JBS N.V. (JBS) and Thompson Bond Fund (THOPX). 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.


JBSTHOPXDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

1.10

1.49

-0.39

Calmar ratioReturn relative to maximum drawdown

0.48

3.14

-2.66

Martin ratioReturn relative to average drawdown

0.93

12.13

-11.20

JBS vs. THOPX - Sharpe Ratio Comparison

The current JBS Sharpe Ratio is 0.46, which is lower than the THOPX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of JBS and THOPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JBS vs. THOPX - Drawdown Comparison

The maximum JBS drawdown since its inception was -31.86%, which is greater than THOPX's maximum drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for JBS and THOPX.


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Drawdown Indicators


JBSTHOPXDifference

Max Drawdown

Largest peak-to-trough decline

-31.86%

-19.45%

-12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-31.86%

-1.48%

-30.38%

Max Drawdown (3Y)

Largest decline over 3 years

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-8.00%

Max Drawdown (10Y)

Largest decline over 10 years

-11.74%

Current Drawdown

Current decline from peak

-16.21%

-0.19%

-16.02%

Average Drawdown

Average peak-to-trough decline

-12.66%

-1.85%

-10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.42%

0.38%

+16.04%

Volatility

JBS vs. THOPX - Volatility Comparison

JBS N.V. (JBS) has a higher volatility of 11.66% compared to Thompson Bond Fund (THOPX) at 0.55%. This indicates that JBS's price experiences larger fluctuations and is considered to be riskier than THOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBSTHOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.66%

0.55%

+11.11%

Volatility (6M)

Calculated over the trailing 6-month period

26.31%

1.58%

+24.73%

Volatility (1Y)

Calculated over the trailing 1-year period

33.11%

1.96%

+31.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.64%

2.18%

+31.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.64%

2.20%

+31.44%

Dividends

JBS vs. THOPX - Dividend Comparison

JBS's dividend yield for the trailing twelve months is around 7.00%, more than THOPX's 5.16% yield.


PositionTTM20252024202320222021202020192018201720162015
JBS
JBS N.V.
7.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
THOPX
Thompson Bond Fund
5.16%4.90%5.34%5.88%3.93%3.59%5.16%3.48%3.07%3.06%4.24%4.58%

Frequently Asked Questions


JBS and THOPX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JBS has higher volatility (11.66%) compared to THOPX (0.55%). In terms of maximum drawdown, JBS dropped -31.86% vs THOPX's -19.45%.

THOPX currently has the higher Sharpe Ratio (2.38 vs 0.46), 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.

Portfolio Optimizer

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