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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 -49.96% return, which is significantly lower than FXI's -16.64% return.


JMIA

1D
-1.26%
1M
-12.46%
YTD
-49.96%
6M
-50.83%
1Y
92.31%
3Y*
25.00%
5Y*
-26.63%
10Y*

FXI

1D
-2.10%
1M
-10.72%
YTD
-16.64%
6M
-17.20%
1Y
-12.94%
3Y*
8.16%
5Y*
-5.43%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMIA vs. FXI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMIA
Jumia Technologies AG
-49.96%226.96%8.22%9.97%-71.84%-71.75%499.55%-64.49%
FXI
iShares China Large-Cap ETF
-16.64%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

0.36

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: 7474
Overall Rank
JMIA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JMIA Sortino Ratio Rank: 7878
Sortino Ratio Rank
JMIA Omega Ratio Rank: 7373
Omega Ratio Rank
JMIA Calmar Ratio Rank: 7373
Calmar Ratio Rank
JMIA Martin Ratio Rank: 6969
Martin Ratio Rank

FXI
FXI Risk / Return Rank: 44
Overall Rank
FXI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 44
Sortino Ratio Rank
FXI Omega Ratio Rank: 44
Omega Ratio Rank
FXI Calmar Ratio Rank: 55
Calmar Ratio Rank
FXI Martin Ratio Rank: 11
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

+1.79

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.23

0.90

+0.33

Calmar ratioReturn relative to maximum drawdown

1.62

-0.57

+2.19

Martin ratioReturn relative to average drawdown

2.97

-1.55

+4.52

JMIA vs. FXI - Sharpe Ratio Comparison

The current JMIA Sharpe Ratio is 1.14, which is higher than the FXI Sharpe Ratio of -0.65. 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%

-22.72%

-34.47%

Max Drawdown (3Y)

Largest decline over 3 years

-88.12%

-28.72%

-59.40%

Max Drawdown (5Y)

Largest decline over 5 years

-94.53%

-54.94%

-39.59%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

Current Drawdown

Current decline from peak

-90.46%

-34.36%

-56.10%

Average Drawdown

Average peak-to-trough decline

-81.34%

-31.21%

-50.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.18%

8.36%

+22.82%

Volatility

JMIA vs. FXI - Volatility Comparison

Jumia Technologies AG (JMIA) has a higher volatility of 17.76% compared to iShares China Large-Cap ETF (FXI) at 6.21%. 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

17.76%

6.21%

+11.55%

Volatility (6M)

Calculated over the trailing 6-month period

50.12%

14.81%

+35.31%

Volatility (1Y)

Calculated over the trailing 1-year period

81.82%

19.88%

+61.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.59%

31.72%

+59.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.84%

27.60%

+76.24%

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 2.14%.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
2.14%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 (17.76%) compared to FXI (6.21%). In terms of maximum drawdown, JMIA dropped -97.36% vs FXI's -72.68%.

JMIA currently has the higher Sharpe Ratio (1.14 vs -0.65), 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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