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JOYT vs. JTEK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JOYT vs. JTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity And Options Total Return ETF (JOYT) and JPMorgan U.S. Tech Leaders ETF (JTEK). The values are adjusted to include any dividend payments, if applicable.

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JOYT vs. JTEK - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JOYT achieves a -1.58% return, which is significantly higher than JTEK's -10.32% return.


JOYT

1D
0.55%
1M
-3.60%
YTD
-1.58%
6M
3.65%
1Y
3Y*
5Y*
10Y*

JTEK

1D
1.56%
1M
-4.86%
YTD
-10.32%
6M
-12.47%
1Y
18.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JOYT vs. JTEK - Expense Ratio Comparison

JOYT has a 0.35% expense ratio, which is lower than JTEK's 0.65% expense ratio.


Return for Risk

JOYT vs. JTEK — Risk / Return Rank

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

JOYT

JTEK
JTEK Risk / Return Rank: 3434
Overall Rank
JTEK Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JTEK Sortino Ratio Rank: 3636
Sortino Ratio Rank
JTEK Omega Ratio Rank: 3434
Omega Ratio Rank
JTEK Calmar Ratio Rank: 3535
Calmar Ratio Rank
JTEK Martin Ratio Rank: 3131
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.

JOYT vs. JTEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity And Options Total Return ETF (JOYT) and JPMorgan U.S. Tech Leaders ETF (JTEK). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JOYT vs. JTEK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JOYTJTEKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.79

+0.49

Correlation

The correlation between JOYT and JTEK is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JOYT vs. JTEK - Dividend Comparison

JOYT's dividend yield for the trailing twelve months is around 0.48%, while JTEK has not paid dividends to shareholders.


Drawdowns

JOYT vs. JTEK - Drawdown Comparison

The maximum JOYT drawdown since its inception was -6.99%, smaller than the maximum JTEK drawdown of -30.61%. Use the drawdown chart below to compare losses from any high point for JOYT and JTEK.


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Drawdown Indicators


JOYTJTEKDifference

Max Drawdown

Largest peak-to-trough decline

-6.99%

-30.61%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-22.02%

Current Drawdown

Current decline from peak

-4.23%

-16.91%

+12.68%

Average Drawdown

Average peak-to-trough decline

-0.88%

-5.66%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.31%

Volatility

JOYT vs. JTEK - Volatility Comparison


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Volatility by Period


JOYTJTEKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.53%

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

29.17%

-18.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

27.48%

-17.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.29%

27.48%

-17.19%