JG vs. ZETA

Last updated Apr 1, 2026

Compare and contrast key facts about Aurora Mobile Limited (JG) and Zeta Global Holdings Corp. (ZETA).

Performance

JG vs. ZETA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Mobile Limited (JG) and Zeta Global Holdings Corp. (ZETA). The values are adjusted to include any dividend payments, if applicable.

JG vs. ZETA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JG Aurora Mobile Limited	11.84%	-11.58%	147.87%	-77.73%	-38.42%	-65.68%
ZETA Zeta Global Holdings Corp.	-21.77%	13.12%	103.97%	7.96%	-2.97%	-5.29%

Fundamentals

EPS JG : $0.06 ZETA : -$0.21
PS Ratio JG : 0.11 ZETA : 1.79
Total Revenue (TTM) JG : $373.40M ZETA : $1.30B
Gross Profit (TTM) JG : $250.95M ZETA : $791.08M
EBITDA (TTM) JG : $601.13K ZETA : $39.32M

Returns By Period

In the year-to-date period, JG achieves a 11.84% return, which is significantly higher than ZETA's -21.77% return.

JG

• 1D: -0.14%
• 1M: -7.37%
• YTD: 11.84%
• 6M: -15.17%
• 1Y: -34.03%
• 3Y*: -15.78%
• 5Y*: -39.47%
• 10Y*: —

ZETA

• 1D: 7.49%
• 1M: -6.08%
• YTD: -21.77%
• 6M: -19.88%
• 1Y: 17.40%
• 3Y*: 13.70%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JG vs. ZETA — Risk / Return Rank

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

JG

JG Risk / Return Rank: 20
JG Sharpe Ratio Rank: 17
JG Sortino Ratio Rank: 19
JG Omega Ratio Rank: 20
JG Calmar Ratio Rank: 20
JG Martin Ratio Rank: 24

ZETA

ZETA Risk / Return Rank: 52
ZETA Sharpe Ratio Rank: 51
ZETA Sortino Ratio Rank: 55
ZETA Omega Ratio Rank: 52
ZETA Calmar Ratio Rank: 52
ZETA Martin Ratio Rank: 52

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.

JG vs. ZETA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Mobile Limited (JG) and Zeta Global Holdings Corp. (ZETA). 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.

	JG	ZETA	Difference
Sharpe ratio Return per unit of total volatility	-0.54	0.24	-0.79
Sortino ratio Return per unit of downside risk	-0.49	0.95	-1.44
Omega ratio Gain probability vs. loss probability	0.94	1.11	-0.17
Calmar ratio Return relative to maximum drawdown	-0.60	0.39	-0.99
Martin ratio Return relative to average drawdown	-0.97	0.93	-1.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JG vs. ZETA - Sharpe Ratio Comparison

The current JG Sharpe Ratio is -0.54, which is lower than the ZETA Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of JG and ZETA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JG	ZETA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	0.24	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	0.18	-0.51

Correlation

The correlation between JG and ZETA is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JG vs. ZETA - Dividend Comparison

Neither JG nor ZETA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

JG vs. ZETA - Drawdown Comparison

The maximum JG drawdown since its inception was -99.16%, which is greater than ZETA's maximum drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for JG and ZETA.

Drawdown Indicators

	JG	ZETA	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	-70.01%	-29.15%
Max Drawdown (1Y) Largest decline over 1 year	-50.63%	-40.37%	-10.26%
Max Drawdown (5Y) Largest decline over 5 years	-97.80%	—	—
Current Drawdown Current decline from peak	-96.93%	-56.67%	-40.26%
Average Drawdown Average peak-to-trough decline	-81.66%	-33.41%	-48.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.32%	16.87%	+14.45%

Volatility

JG vs. ZETA - Volatility Comparison

Aurora Mobile Limited (JG) has a higher volatility of 23.70% compared to Zeta Global Holdings Corp. (ZETA) at 18.56%. This indicates that JG's price experiences larger fluctuations and is considered to be riskier than ZETA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JG	ZETA	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.70%	18.56%	+5.14%
Volatility (6M) Calculated over the trailing 6-month period	44.93%	49.43%	-4.50%
Volatility (1Y) Calculated over the trailing 1-year period	62.91%	72.64%	-9.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.41%	72.31%	+34.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	103.46%	72.31%	+31.15%

Financials

JG vs. ZETA - Profitability Comparison

The chart below illustrates the profitability comparison between Aurora Mobile Limited and Zeta Global Holdings Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

JG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Aurora Mobile Limited reported a gross profit of 68.70M and revenue of 103.70M. Therefore, the gross margin over that period was 66.3%.

ZETA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Zeta Global Holdings Corp. reported a gross profit of 287.03M and revenue of 394.64M. Therefore, the gross margin over that period was 72.7%.

JG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Aurora Mobile Limited reported an operating income of 1.49M and revenue of 103.70M, resulting in an operating margin of 1.4%.

ZETA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Zeta Global Holdings Corp. reported an operating income of 8.20M and revenue of 394.64M, resulting in an operating margin of 2.1%.

JG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Aurora Mobile Limited reported a net income of 2.97M and revenue of 103.70M, resulting in a net margin of 2.9%.

ZETA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Zeta Global Holdings Corp. reported a net income of 6.54M and revenue of 394.64M, resulting in a net margin of 1.7%.