JMEE vs. WMT

In the year-to-date period, JMEE achieves a -5.42% return, which is significantly lower than WMT's 9.83% return.

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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.

The current JMEE Sharpe Ratio is 0.06, which is lower than the WMT Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of JMEE and WMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JMEE's dividend yield for the trailing twelve months is around 1.01%, more than WMT's 0.90% yield.

The maximum JMEE drawdown since its inception was -25.40%, smaller than the maximum WMT drawdown of -77.24%. Use the drawdown chart below to compare losses from any high point for JMEE and WMT.

JPMorgan Market Expansion Enhanced Equity ETF (JMEE) has a higher volatility of 6.01% compared to Walmart Inc. (WMT) at 4.34%. 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.