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JMIA vs. FXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMIA vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jumia Technologies AG (JMIA) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMIA achieves a -47.88% return, which is significantly lower than FXI's -9.14% return.


JMIA

1D
-4.96%
1M
-9.46%
6M
-49.06%
YTD
-47.88%
1Y
44.03%
3Y*
13.95%
5Y*
-21.97%
10Y*

FXI

1D
0.73%
1M
-0.09%
6M
-13.03%
YTD
-9.14%
1Y
-6.15%
3Y*
9.78%
5Y*
-2.64%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMIA vs. FXI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMIA
Jumia Technologies AG
-47.88%226.96%8.22%9.97%-71.84%-71.75%499.55%-64.49%
FXI
iShares China Large-Cap ETF
-9.14%28.95%28.98%-12.42%-20.66%-20.06%8.92%0.03%

Correlation

The correlation between JMIA and FXI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2019

0.38

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Return for Risk

JMIA vs. FXI — Risk / Return Rank

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

JMIA
JMIA Risk / Return Rank: 6363
Overall Rank
JMIA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JMIA Sortino Ratio Rank: 6868
Sortino Ratio Rank
JMIA Omega Ratio Rank: 6363
Omega Ratio Rank
JMIA Calmar Ratio Rank: 6262
Calmar Ratio Rank
JMIA Martin Ratio Rank: 6060
Martin Ratio Rank

FXI
FXI Risk / Return Rank: 66
Overall Rank
FXI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 66
Sortino Ratio Rank
FXI Omega Ratio Rank: 66
Omega Ratio Rank
FXI Calmar Ratio Rank: 77
Calmar Ratio Rank
FXI Martin Ratio Rank: 66
Martin Ratio Rank
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.

JMIA vs. FXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jumia Technologies AG (JMIA) and iShares China Large-Cap ETF (FXI). 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.


JMIAFXIDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.16

0.96

+0.19

Calmar ratioReturn relative to maximum drawdown

0.77

-0.27

+1.04

Martin ratioReturn relative to average drawdown

1.32

-0.64

+1.96

JMIA vs. FXI - Sharpe Ratio Comparison

The current JMIA Sharpe Ratio is 0.56, which is higher than the FXI Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of JMIA and FXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JMIA vs. FXI - Drawdown Comparison

The maximum JMIA drawdown since its inception was -97.36%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for JMIA and FXI.


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Drawdown Indicators


JMIAFXIDifference

Max Drawdown

Largest peak-to-trough decline

-97.36%

-72.68%

-24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-57.19%

-22.94%

-34.25%

Max Drawdown (3Y)

Largest decline over 3 years

-88.12%

-28.72%

-59.40%

Max Drawdown (5Y)

Largest decline over 5 years

-92.77%

-52.08%

-40.69%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

Current Drawdown

Current decline from peak

-90.06%

-28.45%

-61.61%

Average Drawdown

Average peak-to-trough decline

-81.40%

-31.22%

-50.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.57%

9.59%

+23.98%

Volatility

JMIA vs. FXI - Volatility Comparison

Jumia Technologies AG (JMIA) has a higher volatility of 15.82% compared to iShares China Large-Cap ETF (FXI) at 6.30%. This indicates that JMIA's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMIAFXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.82%

6.30%

+9.52%

Volatility (6M)

Calculated over the trailing 6-month period

49.71%

14.30%

+35.41%

Volatility (1Y)

Calculated over the trailing 1-year period

79.17%

20.04%

+59.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.48%

31.67%

+59.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.53%

27.58%

+75.95%

Dividends

JMIA vs. FXI - Dividend Comparison

JMIA has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 1.97%.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
1.97%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
JMIA
Jumia Technologies AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JMIA and FXI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JMIA has higher volatility (15.82%) compared to FXI (6.30%). In terms of maximum drawdown, JMIA dropped -97.36% vs FXI's -72.68%.

JMIA currently has the higher Sharpe Ratio (0.56 vs -0.31), 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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