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JEDI vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEDI vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone and Modern Warfare ETF (JEDI) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JEDI having a 4.94% return and RISR slightly lower at 4.75%.


JEDI

1D
6.52%
1M
-11.38%
6M
-5.91%
YTD
4.94%
1Y
3Y*
5Y*
10Y*
ALL TIME*

RISR

1D
-0.15%
1M
1.47%
6M
4.83%
YTD
4.75%
1Y
6.29%
3Y*
10.07%
5Y*
10Y*
ALL TIME*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.72M$3.86M$7.29M
$3.20M$3.07M$3.51M

JEDI vs. RISR - Yearly Performance Comparison


Correlation

The correlation between JEDI and RISR is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.10

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Return for Risk

JEDI vs. RISR — Risk / Return Rank

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

JEDI

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


RISR
RISR Risk / Return Rank: 5151
Overall Rank
RISR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4747
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 6767
Calmar Ratio Rank
RISR Martin Ratio Rank: 4949
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.

JEDI vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone and Modern Warfare ETF (JEDI) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


JEDIRISRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.42

Martin ratioReturn relative to average drawdown

5.79

JEDI vs. RISR - Sharpe Ratio Comparison


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Drawdowns

JEDI vs. RISR - Drawdown Comparison

The maximum JEDI drawdown since its inception was -48.21%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for JEDI and RISR.


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Drawdown Indicators


JEDIRISRDifference

Max Drawdown

Largest peak-to-trough decline

-48.21%

-14.31%

-33.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

Current Drawdown

Current decline from peak

-39.96%

-0.15%

-39.81%

Average Drawdown

Average peak-to-trough decline

-14.06%

-2.12%

-11.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

Volatility

JEDI vs. RISR - Volatility Comparison


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Volatility by Period


JEDIRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

53.81%

5.25%

+48.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.81%

11.67%

+42.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.81%

11.67%

+42.14%

JEDI vs. RISR - Expense Ratio Comparison

JEDI has a 0.69% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

JEDI vs. RISR - Dividend Comparison

JEDI has not paid dividends to shareholders, while RISR's dividend yield for the trailing twelve months is around 5.88%.


PositionTTM20252024202320222021
JEDI
Defiance Drone and Modern Warfare ETF
0.00%0.00%0.00%0.00%0.00%0.00%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.88%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


JEDI and RISR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEDI is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEDI is cheaper with a 0.69% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.88%, compared with 0.00% for JEDI.

JEDI is categorized as Aerospace & Defense, while RISR is Nontraditional Bonds. They also come from different issuers: Defiance and FolioBeyond. Their fees differ too: 0.69% for JEDI and 1.13% for RISR.

Portfolio Optimizer

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