JFIN vs. ICSH
JFIN (Jiayin Group Inc.) is a stock, while ICSH (iShares Ultra Short Duration Bond Active ETF) is Ultrashort Bond fund tracking the ICE BofA US 6-Month Treasury Bill Index (USD). Over the past 5 years, JFIN returned -4.18%/yr vs 3.67%/yr for ICSH. At a 0.04 correlation, their price movements are largely independent.
Performance
JFIN vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, JFIN achieves a -30.52% return, which is significantly lower than ICSH's 1.45% return.
JFIN
- 1D
- -3.36%
- 1M
- -18.09%
- YTD
- -30.52%
- 6M
- -41.93%
- 1Y
- -72.24%
- 3Y*
- -9.23%
- 5Y*
- -4.18%
- 10Y*
- —
ICSH
- 1D
- 0.00%
- 1M
- 0.34%
- YTD
- 1.45%
- 6M
- 1.79%
- 1Y
- 4.36%
- 3Y*
- 5.20%
- 5Y*
- 3.67%
- 10Y*
- 2.76%
JFIN vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JFIN Jiayin Group Inc. | -30.52% | -4.67% | 41.43% | 152.71% | 4.55% | -27.87% | -42.02% | -67.43% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.45% | 4.96% | 5.52% | 5.58% | 0.97% | 0.16% | 1.61% | 1.86% |
Correlation
The correlation between JFIN and ICSH is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 13, 2019 | 0.04 |
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Return for Risk
JFIN vs. ICSH — Risk / Return Rank
JFIN
ICSH
JFIN vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jiayin Group Inc. (JFIN) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.
| JFIN | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.55 | ||
| Sortino ratioReturn per unit of downside risk | -31.21 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 6.79 | -6.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 44.30 | -45.22 |
| Martin ratioReturn relative to average drawdown | -1.33 | 297.17 | -298.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JFIN | ICSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.32 | 11.22 | -12.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 7.64 | -7.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 2.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 1.93 | -2.06 |
Drawdowns
JFIN vs. ICSH - Drawdown Comparison
The maximum JFIN drawdown since its inception was -92.53%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for JFIN and ICSH.
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Drawdown Indicators
| JFIN | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.53% | -3.94% | -88.59% |
Max Drawdown (1Y)Largest decline over 1 year | -78.07% | -0.10% | -77.97% |
Max Drawdown (3Y)Largest decline over 3 years | -78.07% | -0.10% | -77.97% |
Max Drawdown (5Y)Largest decline over 5 years | -78.07% | -0.73% | -77.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.94% | — |
Current DrawdownCurrent decline from peak | -77.69% | 0.00% | -77.69% |
Average DrawdownAverage peak-to-trough decline | -69.62% | -0.08% | -69.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.48% | 0.01% | +54.47% |
Volatility
JFIN vs. ICSH - Volatility Comparison
Jiayin Group Inc. (JFIN) has a higher volatility of 16.88% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that JFIN's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFIN | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 0.15% | +16.73% |
Volatility (6M)Calculated over the trailing 6-month period | 38.27% | 0.30% | +37.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.89% | 0.39% | +54.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.85% | 0.48% | +71.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 115.44% | 1.06% | +114.38% |
Dividends
JFIN vs. ICSH - Dividend Comparison
JFIN's dividend yield for the trailing twelve months is around 19.85%, more than ICSH's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSH iShares Ultra Short Duration Bond Active ETF | 4.34% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
JFIN Jiayin Group Inc. | 19.85% | 13.79% | 14.13% | 15.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JFIN and ICSH have a correlation of -0.01, 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 ICSH (0.15%). In terms of maximum drawdown, JFIN dropped -92.53% vs ICSH's -3.94%.
ICSH currently has the higher Sharpe Ratio (11.22 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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