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JEDI vs. LYSDY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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JEDI vs. LYSDY - Yearly Performance Comparison


2026 (YTD)2025
JEDI
Defiance Drone & Modern Warfare ETF
8.03%-3.73%
LYSDY
Lynas Rare Earths Ltd ADR
64.93%-25.16%

Returns By Period

In the year-to-date period, JEDI achieves a 8.03% return, which is significantly lower than LYSDY's 64.93% return.


JEDI

1D
2.50%
1M
-3.18%
YTD
8.03%
6M
-1.22%
1Y
3Y*
5Y*
10Y*

LYSDY

1D
1.19%
1M
-4.28%
YTD
64.93%
6M
20.39%
1Y
204.46%
3Y*
47.62%
5Y*
23.78%
10Y*
74.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JEDI vs. LYSDY — Risk / Return Rank

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

JEDI

LYSDY
LYSDY Risk / Return Rank: 9292
Overall Rank
LYSDY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LYSDY Sortino Ratio Rank: 9292
Sortino Ratio Rank
LYSDY Omega Ratio Rank: 9090
Omega Ratio Rank
LYSDY Calmar Ratio Rank: 9292
Calmar Ratio Rank
LYSDY Martin Ratio Rank: 8888
Martin Ratio Rank
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.

JEDI vs. LYSDY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEDILYSDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.03

+0.20

Correlation

The correlation between JEDI and LYSDY is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JEDI vs. LYSDY - Dividend Comparison

Neither JEDI nor LYSDY has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


JEDILYSDYDifference

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 (5Y)

Largest decline over 5 years

-58.25%

Max Drawdown (10Y)

Largest decline over 10 years

-72.35%

Current Drawdown

Current decline from peak

-13.19%

-50.67%

+37.48%

Average Drawdown

Average peak-to-trough decline

-10.27%

-84.92%

+74.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.86%

Volatility

JEDI vs. LYSDY - Volatility Comparison


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Volatility by Period


JEDILYSDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.70%

Volatility (6M)

Calculated over the trailing 6-month period

53.18%

Volatility (1Y)

Calculated over the trailing 1-year period

35.94%

66.71%

-30.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.94%

50.34%

-14.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.94%

279.44%

-243.50%