JGRO vs. AMTM
JGRO (JPMorgan Active Growth ETF) is Large Cap Growth Equities fund actively managed by JPMorgan, while AMTM (Amentum Holdings Inc) is a stock. Over the past year, JGRO returned 11.46% vs -12.55% for AMTM. At a 0.36 correlation, their price movements are largely independent.
Performance
JGRO vs. AMTM - Performance Comparison
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Returns By Period
In the year-to-date period, JGRO achieves a 3.55% return, which is significantly higher than AMTM's -28.41% return.
JGRO
- 1D
- -0.31%
- 1M
- -1.74%
- 6M
- 3.90%
- YTD
- 3.55%
- 1Y
- 11.46%
- 3Y*
- 19.17%
- 5Y*
- —
- 10Y*
- —
AMTM
- 1D
- 1.32%
- 1M
- -7.40%
- 6M
- -40.00%
- YTD
- -28.41%
- 1Y
- -12.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGRO vs. AMTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGRO JPMorgan Active Growth ETF | 3.55% | 14.71% | 5.97% |
AMTM Amentum Holdings Inc | -28.41% | 37.90% | -34.28% |
Correlation
The correlation between JGRO and AMTM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.36 |
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Return for Risk
JGRO vs. AMTM — Risk / Return Rank
JGRO
AMTM
JGRO vs. AMTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Growth ETF (JGRO) and Amentum Holdings Inc (AMTM). 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.
| JGRO | AMTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.98 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.27 | +0.97 |
| Martin ratioReturn relative to average drawdown | 2.06 | -0.55 | +2.61 |
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Drawdowns
JGRO vs. AMTM - Drawdown Comparison
The maximum JGRO drawdown since its inception was -22.70%, smaller than the maximum AMTM drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for JGRO and AMTM.
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Drawdown Indicators
| JGRO | AMTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.70% | -50.81% | +28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -46.47% | +30.03% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | — | — |
Current DrawdownCurrent decline from peak | -3.43% | -44.68% | +41.25% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -28.35% | +23.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 22.77% | -17.19% |
Volatility
JGRO vs. AMTM - Volatility Comparison
The current volatility for JPMorgan Active Growth ETF (JGRO) is 7.23%, while Amentum Holdings Inc (AMTM) has a volatility of 11.58%. This indicates that JGRO experiences smaller price fluctuations and is considered to be less risky than AMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGRO | AMTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 11.58% | -4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 28.53% | -14.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 44.79% | -27.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 57.77% | -37.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 57.77% | -37.71% |
Dividends
JGRO vs. AMTM - Dividend Comparison
JGRO's dividend yield for the trailing twelve months is around 0.15%, while AMTM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AMTM Amentum Holdings Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGRO JPMorgan Active Growth ETF | 0.15% | 0.16% | 0.10% | 0.17% | 0.16% |
Frequently Asked Questions
JGRO and AMTM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMTM has higher volatility (11.58%) compared to JGRO (7.23%). In terms of maximum drawdown, JGRO dropped -22.70% vs AMTM's -50.81%.
JGRO currently has the higher Sharpe Ratio (0.67 vs -0.28), 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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