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 -6.02%/yr vs 3.71%/yr for JPST. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
JFIN vs. JPST - Performance Comparison
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Returns By Period
In the year-to-date period, JFIN achieves a -62.76% return, which is significantly lower than JPST's 1.95% return.
JFIN
- 1D
- -2.26%
- 1M
- -24.48%
- 6M
- -67.27%
- YTD
- -62.76%
- 1Y
- -83.49%
- 3Y*
- -28.18%
- 5Y*
- -6.02%
- 10Y*
- —
- ALL TIME*
- -16.78%
JPST
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.57%
- YTD
- 1.95%
- 1Y
- 3.90%
- 3Y*
- 5.09%
- 5Y*
- 3.71%
- 10Y*
- —
- ALL TIME*
- 2.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.44K | $166.24K | $296.56K | |
| $275.20M | $274.89M | $316.70M |
JFIN vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JFIN Jiayin Group Inc. | -62.76% | -4.67% | 41.43% | 152.71% | 4.55% | -27.87% | -42.02% | -52.18% |
JPST JPMorgan Ultra-Short Income ETF | 1.95% | 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 was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -8.98 | ||
| Sortino ratioReturn per unit of downside risk | -19.34 | ||
| Omega ratioGain probability vs. loss probability | 0.61 | 3.60 | -2.99 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 27.70 | -28.69 |
| Martin ratioReturn relative to average drawdown | -1.51 | 131.07 | -132.59 |
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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 | -84.90% | -0.15% | -84.75% |
Max Drawdown (3Y)Largest decline over 3 years | -88.10% | -0.30% | -87.80% |
Max Drawdown (5Y)Largest decline over 5 years | -88.10% | -0.79% | -87.31% |
Current DrawdownCurrent decline from peak | -88.04% | 0.00% | -88.04% |
Average DrawdownAverage peak-to-trough decline | -69.88% | -0.08% | -69.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.33% | 0.03% | +55.30% |
Volatility
JFIN vs. JPST - Volatility Comparison
Jiayin Group Inc. (JFIN) has a higher volatility of 12.54% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.13%. 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 | 12.54% | 0.13% | +12.41% |
Volatility (6M)Calculated over the trailing 6-month period | 50.28% | 0.39% | +49.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.17% | 0.55% | +58.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.50% | 0.58% | +71.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 116.16% | 0.93% | +115.23% |
Dividends
JFIN vs. JPST - Dividend Comparison
JFIN has not paid dividends to shareholders, while JPST's dividend yield for the trailing twelve months is around 4.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JFIN Jiayin Group Inc. | 0.00% | 13.79% | 14.13% | 15.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 3.85% | 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 (12.54%) compared to JPST (0.13%). In terms of maximum drawdown, JFIN dropped -92.53% vs JPST's -3.28%.
JPST currently has the higher Sharpe Ratio (7.56 vs -1.42), 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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