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JMIA vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JMIA and SPYG 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.


-0.50.00.51.00.5

Performance

JMIA vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jumia Technologies AG (JMIA) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-16.55%
22.25%
JMIA
SPYG

Key characteristics

Sharpe Ratio

JMIA:

0.32

SPYG:

1.86

Sortino Ratio

JMIA:

1.33

SPYG:

2.44

Omega Ratio

JMIA:

1.20

SPYG:

1.33

Calmar Ratio

JMIA:

0.38

SPYG:

2.66

Martin Ratio

JMIA:

0.72

SPYG:

10.21

Ulcer Index

JMIA:

50.79%

SPYG:

3.32%

Daily Std Dev

JMIA:

112.79%

SPYG:

18.13%

Max Drawdown

JMIA:

-96.50%

SPYG:

-67.79%

Current Drawdown

JMIA:

-93.77%

SPYG:

-2.10%

Returns By Period

In the year-to-date period, JMIA achieves a 6.81% return, which is significantly higher than SPYG's 2.88% return.


JMIA

YTD

6.81%

1M

3.29%

6M

-16.56%

1Y

34.65%

5Y*

-5.72%

10Y*

N/A

SPYG

YTD

2.88%

1M

1.19%

6M

22.25%

1Y

31.02%

5Y*

16.32%

10Y*

15.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JMIA vs. SPYG — Risk-Adjusted Performance Rank

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

JMIA
The Risk-Adjusted Performance Rank of JMIA is 6363
Overall Rank
The Sharpe Ratio Rank of JMIA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of JMIA is 6868
Sortino Ratio Rank
The Omega Ratio Rank of JMIA is 7070
Omega Ratio Rank
The Calmar Ratio Rank of JMIA is 6464
Calmar Ratio Rank
The Martin Ratio Rank of JMIA is 5656
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7676
Overall Rank
The Sharpe Ratio Rank of SPYG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JMIA vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jumia Technologies AG (JMIA) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for JMIA, currently valued at 0.32, compared to the broader market-2.000.002.004.000.321.86
The chart of Sortino ratio for JMIA, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.006.001.332.44
The chart of Omega ratio for JMIA, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.33
The chart of Calmar ratio for JMIA, currently valued at 0.38, compared to the broader market0.002.004.006.000.382.66
The chart of Martin ratio for JMIA, currently valued at 0.72, compared to the broader market-10.000.0010.0020.0030.000.7210.21
JMIA
SPYG

The current JMIA Sharpe Ratio is 0.32, which is lower than the SPYG Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of JMIA and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.32
1.86
JMIA
SPYG

Dividends

JMIA vs. SPYG - Dividend Comparison

JMIA has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020201920182017201620152014
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%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.59%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

JMIA vs. SPYG - Drawdown Comparison

The maximum JMIA drawdown since its inception was -96.50%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for JMIA and SPYG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-93.77%
-2.10%
JMIA
SPYG

Volatility

JMIA vs. SPYG - Volatility Comparison

Jumia Technologies AG (JMIA) has a higher volatility of 15.66% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.55%. This indicates that JMIA's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
15.66%
6.55%
JMIA
SPYG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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