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JETD vs. FTXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JETD vs. FTXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAX Airlines -3X Inverse Leveraged ETN (JETD) and First Trust Nasdaq Transportation ETF (FTXR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JETD achieves a -48.24% return, which is significantly lower than FTXR's 15.67% return.


JETD

1D
-1.50%
1M
-29.97%
YTD
-48.24%
6M
-44.81%
1Y
-75.71%
3Y*
-54.06%
5Y*
10Y*

FTXR

1D
0.93%
1M
4.91%
YTD
15.67%
6M
12.33%
1Y
47.36%
3Y*
18.31%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JETD vs. FTXR - Yearly Performance Comparison


2026 (YTD)202520242023
JETD
MAX Airlines -3X Inverse Leveraged ETN
-48.24%-59.89%-51.72%-1.53%
FTXR
First Trust Nasdaq Transportation ETF
15.67%14.70%17.09%5.39%

Correlation

The correlation between JETD and FTXR is -0.84, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.84

Correlation (3Y)
Calculated over the trailing 3-year period

-0.82

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2023

-0.82

The correlation between JETD and FTXR has been stable across timeframes, ranging from -0.84 to -0.82 - a consistent structural relationship.

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Return for Risk

JETD vs. FTXR — Risk / Return Rank

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

JETD
JETD Risk / Return Rank: 11
Overall Rank
JETD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
JETD Sortino Ratio Rank: 11
Sortino Ratio Rank
JETD Omega Ratio Rank: 11
Omega Ratio Rank
JETD Calmar Ratio Rank: 00
Calmar Ratio Rank
JETD Martin Ratio Rank: 11
Martin Ratio Rank

FTXR
FTXR Risk / Return Rank: 6565
Overall Rank
FTXR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6767
Sortino Ratio Rank
FTXR Omega Ratio Rank: 6060
Omega Ratio Rank
FTXR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FTXR Martin Ratio Rank: 6363
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.

JETD vs. FTXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MAX Airlines -3X Inverse Leveraged ETN (JETD) and First Trust Nasdaq Transportation ETF (FTXR). 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.


JETDFTXRDifference
Sharpe ratioReturn per unit of total volatility

-3.16

Sortino ratioReturn per unit of downside risk

-4.84

Omega ratioGain probability vs. loss probability

0.78

1.35

-0.58

Calmar ratioReturn relative to maximum drawdown

-1.02

3.28

-4.30

Martin ratioReturn relative to average drawdown

-1.61

11.13

-12.74

JETD vs. FTXR - Sharpe Ratio Comparison

The current JETD Sharpe Ratio is -1.00, which is lower than the FTXR Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JETD and FTXR, 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

JETD vs. FTXR - Drawdown Comparison

The maximum JETD drawdown since its inception was -94.62%, which is greater than FTXR's maximum drawdown of -52.06%. Use the drawdown chart below to compare losses from any high point for JETD and FTXR.


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Drawdown Indicators


JETDFTXRDifference

Max Drawdown

Largest peak-to-trough decline

-94.62%

-52.06%

-42.56%

Max Drawdown (1Y)

Largest decline over 1 year

-74.71%

-14.49%

-60.22%

Max Drawdown (3Y)

Largest decline over 3 years

-94.62%

-29.71%

-64.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

Current Drawdown

Current decline from peak

-94.62%

-1.56%

-93.06%

Average Drawdown

Average peak-to-trough decline

-61.79%

-11.01%

-50.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.75%

4.27%

+44.48%

Volatility

JETD vs. FTXR - Volatility Comparison

MAX Airlines -3X Inverse Leveraged ETN (JETD) has a higher volatility of 31.89% compared to First Trust Nasdaq Transportation ETF (FTXR) at 7.37%. This indicates that JETD's price experiences larger fluctuations and is considered to be riskier than FTXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JETDFTXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.89%

7.37%

+24.52%

Volatility (6M)

Calculated over the trailing 6-month period

64.24%

17.11%

+47.13%

Volatility (1Y)

Calculated over the trailing 1-year period

75.79%

22.07%

+53.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.56%

23.97%

+47.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.56%

24.76%

+46.80%

JETD vs. FTXR - Expense Ratio Comparison

JETD has a 0.95% expense ratio, which is higher than FTXR's 0.60% expense ratio.


Dividends

JETD vs. FTXR - Dividend Comparison

JETD has not paid dividends to shareholders, while FTXR's dividend yield for the trailing twelve months is around 1.13%.


PositionTTM2025202420232022202120202019201820172016
FTXR
First Trust Nasdaq Transportation ETF
1.13%1.52%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%
JETD
MAX Airlines -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JETD and FTXR have a correlation of -0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETD has higher volatility (31.89%) compared to FTXR (7.37%). In terms of maximum drawdown, JETD dropped -94.62% vs FTXR's -52.06%.

On 3-year performance, FTXR leads with 18.31% vs -54.06% for JETD. On fees, FTXR is cheaper at 0.60% per year. On volatility, FTXR has been the lower-risk option at 7.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FTXR has performed better with a 18.31% return vs -54.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTXR is cheaper with a 0.60% expense ratio, compared with 0.95% for JETD.

FTXR has the higher dividend yield at 1.13%, compared with 0.00% for JETD.

JETD is categorized as Inverse Equities, while FTXR is Industrials Equities. JETD tracks Prime Airlines Index - Benchmark TR Net (--300%), while FTXR tracks Nasdaq U.S. Smart Transportation Index. They also come from different issuers: Max and First Trust. Their fees differ too: 0.95% for JETD and 0.60% for FTXR.

FTXR currently has the higher Sharpe Ratio (2.16 vs -1.00), 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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