JEDI vs. LYSDY

Last updated Jun 5, 2026

JEDI (Defiance Drone & Modern Warfare ETF) is Aerospace & Defense fund tracking the BITA Drone & Modern Warfare Select Index, while LYSDY (Lynas Rare Earths Ltd ADR) is a stock. At a 0.27 correlation, their price movements are largely independent.

Performance

JEDI vs. LYSDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone & Modern Warfare ETF (JEDI) and Lynas Rare Earths Ltd ADR (LYSDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JEDI having a 59.78% return and LYSDY slightly higher at 61.19%.

JEDI

• 1D: 4.90%
• 1M: 42.42%
• YTD: 59.78%
• 6M: 64.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LYSDY

• 1D: -2.77%
• 1M: -0.82%
• YTD: 61.19%
• 6M: 39.29%
• 1Y: 143.25%
• 3Y*: 37.23%
• 5Y*: 25.86%
• 10Y*: 77.07%

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

JEDI vs. LYSDY - Yearly Performance Comparison

	2026 (YTD)	2025
JEDI Defiance Drone & Modern Warfare ETF	59.78%	-3.73%
LYSDY Lynas Rare Earths Ltd ADR	61.19%	-25.16%

Correlation

The correlation between JEDI and LYSDY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 29, 2025	0.27

Return for Risk

JEDI vs. LYSDY — Risk / Return Rank

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

LYSDY

LYSDY Risk / Return Rank: 84
LYSDY Sharpe Ratio Rank: 90
LYSDY Sortino Ratio Rank: 83
LYSDY Omega Ratio Rank: 82
LYSDY Calmar Ratio Rank: 83
LYSDY Martin Ratio Rank: 81

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.

JEDI vs. LYSDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone & Modern Warfare ETF (JEDI) and Lynas Rare Earths Ltd ADR (LYSDY). 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.

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

Sharpe Ratios by Period

	JEDI	LYSDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.20	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.85	0.03	+1.82

Drawdowns

JEDI vs. LYSDY - Drawdown Comparison

The maximum JEDI drawdown since its inception was -21.67%, smaller than the maximum LYSDY drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for JEDI and LYSDY.

Drawdown Indicators

	JEDI	LYSDY	Difference
Max Drawdown Largest peak-to-trough decline	-21.67%	-99.93%	+78.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-46.39%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-46.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-58.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.35%	—
Current Drawdown Current decline from peak	-8.58%	-51.79%	+43.21%
Average Drawdown Average peak-to-trough decline	-9.15%	-84.54%	+75.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.99%	—

Volatility

Volatility by Period

	JEDI	LYSDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	43.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	47.80%	65.71%	-17.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.80%	50.50%	-2.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.80%	278.58%	-230.78%

Dividends

JEDI vs. LYSDY - Dividend Comparison

Neither JEDI nor LYSDY has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JEDI and LYSDY in my portfolio?

JEDI and LYSDY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.