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 20.80% vs 8.63% 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 6.26% return, which is significantly higher than AMTM's -20.17% return.
JGRO
- 1D
- -0.89%
- 1M
- 4.92%
- YTD
- 6.26%
- 6M
- 4.91%
- 1Y
- 20.80%
- 3Y*
- 22.91%
- 5Y*
- —
- 10Y*
- —
AMTM
- 1D
- -0.90%
- 1M
- -10.13%
- YTD
- -20.17%
- 6M
- -18.94%
- 1Y
- 8.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGRO vs. AMTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGRO JPMorgan Active Growth ETF | 6.26% | 14.71% | 5.48% |
AMTM Amentum Holdings Inc | -20.17% | 37.90% | -28.74% |
Correlation
The correlation between JGRO and AMTM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 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.
| JGRO | AMTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.08 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.22 | +1.05 |
| Martin ratioReturn relative to average drawdown | 3.83 | 0.49 | +3.34 |
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
| JGRO | AMTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.20 | +1.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | -0.23 | +1.24 |
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% | -40.05% | +23.61% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -38.32% | +37.43% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -27.38% | +22.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 17.70% | -12.26% |
Volatility
JGRO vs. AMTM - Volatility Comparison
The current volatility for JPMorgan Active Growth ETF (JGRO) is 3.79%, while Amentum Holdings Inc (AMTM) has a volatility of 11.63%. 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 | 3.79% | 11.63% | -7.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 28.10% | -16.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 45.32% | -29.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 58.63% | -38.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 58.63% | -38.74% |
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 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMTM has higher volatility (11.63%) compared to JGRO (3.79%). In terms of maximum drawdown, JGRO dropped -22.70% vs AMTM's -50.81%.
JGRO currently has the higher Sharpe Ratio (1.36 vs 0.20), 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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