JMEE vs. WMT
Compare and contrast key facts about JPMorgan Market Expansion Enhanced Equity ETF (JMEE) and Walmart Inc. (WMT).
JMEE is an actively managed fund by JPMorgan. It was launched on Jul 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMEE or WMT.
Key characteristics
| JMEE | WMT | |
|---|---|---|
| YTD Return | 11.38% | 51.03% |
| 1Y Return | 22.28% | 46.24% |
| Sharpe Ratio | 1.30 | 2.43 |
| Daily Std Dev | 17.03% | 18.55% |
| Max Drawdown | -16.61% | -77.42% |
| Current Drawdown | -1.30% | -2.48% |
Correlation
The correlation between JMEE and WMT is 0.33, 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.
Performance
JMEE vs. WMT - Performance Comparison
In the year-to-date period, JMEE achieves a 11.38% return, which is significantly lower than WMT's 51.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JMEE vs. WMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Market Expansion Enhanced Equity ETF (JMEE) and Walmart Inc. (WMT). 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.
Dividends
JMEE vs. WMT - Dividend Comparison
JMEE's dividend yield for the trailing twelve months is around 1.12%, more than WMT's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMEE JPMorgan Market Expansion Enhanced Equity ETF | 1.12% | 1.25% | 6.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Drawdowns
JMEE vs. WMT - Drawdown Comparison
The maximum JMEE drawdown since its inception was -16.61%, smaller than the maximum WMT drawdown of -77.42%. Use the drawdown chart below to compare losses from any high point for JMEE and WMT. For additional features, visit the drawdowns tool.
Volatility
JMEE vs. WMT - Volatility Comparison
JPMorgan Market Expansion Enhanced Equity ETF (JMEE) has a higher volatility of 5.25% compared to Walmart Inc. (WMT) at 3.97%. This indicates that JMEE's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.