JFIN vs. JPST
JFIN (Jiayin Group Inc.) is a stock, while JPST (JPMorgan Ultra-Short Income ETF) is Ultrashort Bond fund actively managed by JPMorgan. Over the past 5 years, JFIN returned -4.39%/yr vs 3.68%/yr for JPST. At a 0.06 correlation, their price movements are largely independent.
Performance
JFIN vs. JPST - Performance Comparison
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Returns By Period
In the year-to-date period, JFIN achieves a -49.14% return, which is significantly lower than JPST's 1.77% return.
JFIN
- 1D
- 1.03%
- 1M
- -27.16%
- 6M
- -57.37%
- YTD
- -49.14%
- 1Y
- -82.67%
- 3Y*
- -8.42%
- 5Y*
- -4.39%
- 10Y*
- —
JPST
- 1D
- 0.00%
- 1M
- 0.26%
- 6M
- 1.69%
- YTD
- 1.77%
- 1Y
- 4.12%
- 3Y*
- 5.16%
- 5Y*
- 3.68%
- 10Y*
- —
JFIN vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JFIN Jiayin Group Inc. | -49.14% | -4.67% | 41.43% | 152.71% | 4.55% | -27.87% | -42.02% | -52.18% |
JPST JPMorgan Ultra-Short Income ETF | 1.77% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 1.90% |
Correlation
The correlation between JFIN and JPST is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 10, 2019 | 0.06 |
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Return for Risk
JFIN vs. JPST — Risk / Return Rank
JFIN
JPST
JFIN vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jiayin Group Inc. (JFIN) and JPMorgan Ultra-Short Income ETF (JPST). 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.
| JFIN | JPST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.13 | ||
| Sortino ratioReturn per unit of downside risk | -19.62 | ||
| Omega ratioGain probability vs. loss probability | 0.61 | 3.70 | -3.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 28.12 | -29.11 |
| Martin ratioReturn relative to average drawdown | -1.40 | 134.43 | -135.83 |
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Drawdowns
JFIN vs. JPST - Drawdown Comparison
The maximum JFIN drawdown since its inception was -92.53%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for JFIN and JPST.
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Drawdown Indicators
| JFIN | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.53% | -3.28% | -89.25% |
Max Drawdown (1Y)Largest decline over 1 year | -83.93% | -0.15% | -83.78% |
Max Drawdown (3Y)Largest decline over 3 years | -84.22% | -0.30% | -83.92% |
Max Drawdown (5Y)Largest decline over 5 years | -84.22% | -0.79% | -83.43% |
Current DrawdownCurrent decline from peak | -83.67% | -0.00% | -83.67% |
Average DrawdownAverage peak-to-trough decline | -69.74% | -0.08% | -69.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.47% | 0.03% | +59.44% |
Volatility
JFIN vs. JPST - Volatility Comparison
Jiayin Group Inc. (JFIN) has a higher volatility of 36.70% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.18%. This indicates that JFIN's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFIN | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.70% | 0.18% | +36.52% |
Volatility (6M)Calculated over the trailing 6-month period | 50.07% | 0.38% | +49.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.08% | 0.54% | +58.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.60% | 0.58% | +72.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 116.55% | 0.93% | +115.62% |
Dividends
JFIN vs. JPST - Dividend Comparison
JFIN's dividend yield for the trailing twelve months is around 27.12%, more than JPST's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JFIN Jiayin Group Inc. | 27.12% | 13.79% | 14.13% | 15.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 4.23% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% |
Frequently Asked Questions
JFIN and JPST have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFIN has higher volatility (36.70%) compared to JPST (0.18%). In terms of maximum drawdown, JFIN dropped -92.53% vs JPST's -3.28%.
JPST currently has the higher Sharpe Ratio (7.72 vs -1.41), 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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