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JFIN vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JFIN vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jiayin Group Inc. (JFIN) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JFIN achieves a -30.52% return, which is significantly lower than GDE's 9.79% return.


JFIN

1D
-3.36%
1M
-18.09%
YTD
-30.52%
6M
-41.93%
1Y
-72.24%
3Y*
-9.23%
5Y*
-4.18%
10Y*

GDE

1D
-1.35%
1M
1.88%
YTD
9.79%
6M
11.87%
1Y
53.13%
3Y*
46.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JFIN vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JFIN
Jiayin Group Inc.
-30.52%-4.67%41.43%152.71%2.22%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
9.79%73.76%44.79%33.85%-18.67%

Correlation

The correlation between JFIN and GDE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.20

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Return for Risk

JFIN vs. GDE — Risk / Return Rank

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

JFIN
JFIN Risk / Return Rank: 44
Overall Rank
JFIN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
JFIN Sortino Ratio Rank: 00
Sortino Ratio Rank
JFIN Omega Ratio Rank: 22
Omega Ratio Rank
JFIN Calmar Ratio Rank: 55
Calmar Ratio Rank
JFIN Martin Ratio Rank: 1010
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 4949
Overall Rank
GDE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4545
Sortino Ratio Rank
GDE Omega Ratio Rank: 5454
Omega Ratio Rank
GDE Calmar Ratio Rank: 4747
Calmar Ratio Rank
GDE Martin Ratio Rank: 4444
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.

JFIN vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jiayin Group Inc. (JFIN) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


JFINGDEDifference

Sharpe ratio

Return per unit of total volatility

-1.32

1.88

-3.20

Sortino ratio

Return per unit of downside risk

-2.74

2.32

-5.06

Omega ratio

Gain probability vs. loss probability

0.71

1.34

-0.63

Calmar ratio

Return relative to maximum drawdown

-0.93

2.36

-3.28

Martin ratio

Return relative to average drawdown

-1.33

7.34

-8.67

JFIN vs. GDE - Sharpe Ratio Comparison

The current JFIN Sharpe Ratio is -1.32, which is lower than the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of JFIN and GDE, 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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Sharpe Ratios by Period


JFINGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.32

1.88

-3.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

1.15

-1.27

Drawdowns

JFIN vs. GDE - Drawdown Comparison

The maximum JFIN drawdown since its inception was -92.53%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for JFIN and GDE.


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Drawdown Indicators


JFINGDEDifference

Max Drawdown

Largest peak-to-trough decline

-92.53%

-32.01%

-60.52%

Max Drawdown (1Y)

Largest decline over 1 year

-78.07%

-22.66%

-55.41%

Max Drawdown (3Y)

Largest decline over 3 years

-78.07%

-22.66%

-55.41%

Max Drawdown (5Y)

Largest decline over 5 years

-78.07%

Current Drawdown

Current decline from peak

-77.69%

-11.17%

-66.52%

Average Drawdown

Average peak-to-trough decline

-69.62%

-7.88%

-61.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.48%

7.26%

+47.22%

Volatility

JFIN vs. GDE - Volatility Comparison

Jiayin Group Inc. (JFIN) has a higher volatility of 16.88% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.65%. This indicates that JFIN's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFINGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.88%

6.65%

+10.23%

Volatility (6M)

Calculated over the trailing 6-month period

38.27%

24.24%

+14.03%

Volatility (1Y)

Calculated over the trailing 1-year period

54.89%

28.39%

+26.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.85%

26.12%

+45.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.44%

26.12%

+89.32%

Dividends

JFIN vs. GDE - Dividend Comparison

JFIN's dividend yield for the trailing twelve months is around 19.85%, more than GDE's 3.94% yield.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.94%4.32%7.14%2.22%0.81%
JFIN
Jiayin Group Inc.
19.85%13.79%14.13%15.06%0.00%

Frequently Asked Questions


JFIN and GDE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JFIN has higher volatility (16.88%) compared to GDE (6.65%). In terms of maximum drawdown, JFIN dropped -92.53% vs GDE's -32.01%.

GDE currently has the higher Sharpe Ratio (1.88 vs -1.32), 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.

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