JMOM vs. 025540.KS
Compare and contrast key facts about JPMorgan U.S. Momentum Factor ETF (JMOM) and Korea Electric Terminal (025540.KS).
JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017.
Performance
JMOM vs. 025540.KS - Performance Comparison
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JMOM vs. 025540.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMOM JPMorgan U.S. Momentum Factor ETF | 1.15% | 18.02% | 28.47% | 22.89% | -20.83% | 25.03% | 29.25% | 28.24% | -5.25% | 3.32% |
025540.KS Korea Electric Terminal | 6.40% | 7.79% | -19.16% | 42.98% | -35.09% | 12.80% | 57.45% | 3.01% | -40.81% | -3.74% |
Different Trading Currencies
JMOM is traded in USD, while 025540.KS is traded in KRW. To make them comparable, the 025540.KS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JMOM achieves a 1.15% return, which is significantly lower than 025540.KS's 6.40% return.
JMOM
- 1D
- 1.31%
- 1M
- -3.52%
- YTD
- 1.15%
- 6M
- 1.77%
- 1Y
- 22.38%
- 3Y*
- 21.30%
- 5Y*
- 12.68%
- 10Y*
- —
025540.KS
- 1D
- -1.69%
- 1M
- -11.14%
- YTD
- 6.40%
- 6M
- 18.87%
- 1Y
- 15.03%
- 3Y*
- 4.68%
- 5Y*
- -4.72%
- 10Y*
- -3.14%
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Return for Risk
JMOM vs. 025540.KS — Risk / Return Rank
JMOM
025540.KS
JMOM vs. 025540.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and Korea Electric Terminal (025540.KS). 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.
| JMOM | 025540.KS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.43 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.70 | 0.85 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 0.35 | +1.53 |
Martin ratioReturn relative to average drawdown | 9.75 | 0.77 | +8.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMOM | 025540.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.43 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | -0.13 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.16 | +0.54 |
Correlation
The correlation between JMOM and 025540.KS is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JMOM vs. 025540.KS - Dividend Comparison
JMOM's dividend yield for the trailing twelve months is around 0.87%, less than 025540.KS's 4.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMOM JPMorgan U.S. Momentum Factor ETF | 0.87% | 0.86% | 0.75% | 1.21% | 1.39% | 0.64% | 0.85% | 1.11% | 1.38% | 0.29% | 0.00% | 0.00% |
025540.KS Korea Electric Terminal | 4.25% | 4.75% | 3.29% | 0.93% | 1.35% | 0.92% | 1.13% | 1.64% | 1.72% | 1.05% | 0.89% | 0.61% |
Drawdowns
JMOM vs. 025540.KS - Drawdown Comparison
The maximum JMOM drawdown since its inception was -34.31%, smaller than the maximum 025540.KS drawdown of -81.79%. Use the drawdown chart below to compare losses from any high point for JMOM and 025540.KS.
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Drawdown Indicators
| JMOM | 025540.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -84.97% | +50.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -19.13% | +6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -28.26% | -54.21% | +25.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.51% | — |
Current DrawdownCurrent decline from peak | -3.52% | -21.63% | +18.11% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -32.00% | +25.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 10.99% | -8.61% |
Volatility
JMOM vs. 025540.KS - Volatility Comparison
The current volatility for JPMorgan U.S. Momentum Factor ETF (JMOM) is 6.53%, while Korea Electric Terminal (025540.KS) has a volatility of 19.45%. This indicates that JMOM experiences smaller price fluctuations and is considered to be less risky than 025540.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMOM | 025540.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 19.45% | -12.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 28.32% | -16.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.79% | 36.71% | -16.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 38.62% | -20.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 40.71% | -20.51% |