PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JPIN vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPIN and COWZ is 0.70, 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.


-0.50.00.51.00.7

Performance

JPIN vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Diversified Return International Equity ETF (JPIN) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.38%
5.57%
JPIN
COWZ

Key characteristics

Sharpe Ratio

JPIN:

0.15

COWZ:

0.82

Sortino Ratio

JPIN:

0.29

COWZ:

1.24

Omega Ratio

JPIN:

1.03

COWZ:

1.15

Calmar Ratio

JPIN:

0.16

COWZ:

1.30

Martin Ratio

JPIN:

0.50

COWZ:

3.26

Ulcer Index

JPIN:

3.72%

COWZ:

3.43%

Daily Std Dev

JPIN:

12.40%

COWZ:

13.63%

Max Drawdown

JPIN:

-36.69%

COWZ:

-38.63%

Current Drawdown

JPIN:

-11.74%

COWZ:

-6.73%

Returns By Period

In the year-to-date period, JPIN achieves a 0.99% return, which is significantly lower than COWZ's 11.63% return.


JPIN

YTD

0.99%

1M

-4.00%

6M

-2.38%

1Y

1.86%

5Y*

2.69%

10Y*

4.02%

COWZ

YTD

11.63%

1M

-5.86%

6M

5.57%

1Y

11.17%

5Y*

15.29%

10Y*

N/A

Compare stocks, funds, or ETFs

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


JPIN vs. COWZ - Expense Ratio Comparison

JPIN has a 0.37% expense ratio, which is lower than COWZ's 0.49% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for JPIN: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%

Risk-Adjusted Performance

JPIN vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) and Pacer US Cash Cows 100 ETF (COWZ). 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 JPIN, currently valued at 0.15, compared to the broader market0.002.004.000.150.82
The chart of Sortino ratio for JPIN, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.291.24
The chart of Omega ratio for JPIN, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.15
The chart of Calmar ratio for JPIN, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.161.30
The chart of Martin ratio for JPIN, currently valued at 0.50, compared to the broader market0.0020.0040.0060.0080.00100.000.503.26
JPIN
COWZ

The current JPIN Sharpe Ratio is 0.15, which is lower than the COWZ Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of JPIN and COWZ, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.15
0.82
JPIN
COWZ

Dividends

JPIN vs. COWZ - Dividend Comparison

JPIN's dividend yield for the trailing twelve months is around 2.31%, more than COWZ's 1.90% yield.


TTM2023202220212020201920182017201620152014
JPIN
J.P. Morgan Diversified Return International Equity ETF
2.31%6.22%3.06%5.03%2.45%3.30%2.73%2.12%1.67%2.18%0.30%
COWZ
Pacer US Cash Cows 100 ETF
1.90%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%

Drawdowns

JPIN vs. COWZ - Drawdown Comparison

The maximum JPIN drawdown since its inception was -36.69%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for JPIN and COWZ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.74%
-6.73%
JPIN
COWZ

Volatility

JPIN vs. COWZ - Volatility Comparison

The current volatility for J.P. Morgan Diversified Return International Equity ETF (JPIN) is 3.58%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 4.05%. This indicates that JPIN experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
4.05%
JPIN
COWZ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab