JMIA vs. SPY
Compare and contrast key facts about Jumia Technologies AG (JMIA) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMIA or SPY.
Key characteristics
| JMIA | SPY | |
|---|---|---|
| YTD Return | 5.10% | 26.01% |
| 1Y Return | 32.03% | 33.73% |
| 3Y Return (Ann) | -41.57% | 9.91% |
| 5Y Return (Ann) | -7.56% | 15.54% |
| Sharpe Ratio | 0.36 | 2.82 |
| Sortino Ratio | 1.36 | 3.76 |
| Omega Ratio | 1.20 | 1.53 |
| Calmar Ratio | 0.42 | 4.05 |
| Martin Ratio | 1.04 | 18.33 |
| Ulcer Index | 39.07% | 1.86% |
| Daily Std Dev | 112.70% | 12.07% |
| Max Drawdown | -96.50% | -55.19% |
| Current Drawdown | -94.34% | -0.90% |
Correlation
The correlation between JMIA and SPY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JMIA vs. SPY - Performance Comparison
In the year-to-date period, JMIA achieves a 5.10% return, which is significantly lower than SPY's 26.01% 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
JMIA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jumia Technologies AG (JMIA) and SPDR S&P 500 ETF (SPY). 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
JMIA vs. SPY - Dividend Comparison
JMIA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
JMIA vs. SPY - Drawdown Comparison
The maximum JMIA drawdown since its inception was -96.50%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JMIA and SPY. For additional features, visit the drawdowns tool.
Volatility
JMIA vs. SPY - Volatility Comparison
Jumia Technologies AG (JMIA) has a higher volatility of 23.15% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that JMIA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.