JPME vs. DNP
JPME (JPMorgan Diversified Return US Mid Cap Equity ETF) is Mid Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Mid Cap Equity Index, while DNP (DNP Select Income Fund Inc.) is a stock. Over the past 10 years, JPME returned 11.02%/yr vs 7.90%/yr for DNP. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
JPME vs. DNP - Performance Comparison
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Returns By Period
In the year-to-date period, JPME achieves a 16.67% return, which is significantly higher than DNP's 12.33% return. Over the past 10 years, JPME has outperformed DNP with an annualized return of 11.02%, while DNP has yielded a comparatively lower 7.90% annualized return.
JPME
- 1D
- -0.28%
- 1M
- 0.81%
- 6M
- 11.90%
- YTD
- 16.67%
- 1Y
- 23.94%
- 3Y*
- 13.70%
- 5Y*
- 9.16%
- 10Y*
- 11.02%
- ALL TIME*
- 11.44%
DNP
- 1D
- -1.15%
- 1M
- -0.24%
- 6M
- 9.75%
- YTD
- 12.33%
- 1Y
- 18.87%
- 3Y*
- 10.65%
- 5Y*
- 8.27%
- 10Y*
- 7.90%
- ALL TIME*
- 6.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.49M | $7.08M | $7.13M | |
| $970.37K | $1.56M | $1.48M |
JPME vs. DNP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPME JPMorgan Diversified Return US Mid Cap Equity ETF | 16.67% | 8.26% | 13.55% | 11.28% | -10.12% | 28.90% | 8.46% | 25.87% | -8.92% | 19.09% |
DNP DNP Select Income Fund Inc. | 12.33% | 22.61% | 13.36% | -18.56% | 10.96% | 14.05% | -13.67% | 31.00% | 3.53% | 13.29% |
Correlation
The correlation between JPME and DNP is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 18, 2016 | 0.38 |
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Return for Risk
JPME vs. DNP — Risk / Return Rank
JPME
DNP
JPME vs. DNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and DNP Select Income Fund Inc. (DNP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPME | DNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.88 | +0.49 |
| Martin ratioReturn relative to average drawdown | 12.90 | 11.97 | +0.93 |
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Drawdowns
JPME vs. DNP - Drawdown Comparison
The maximum JPME drawdown since its inception was -41.01%, smaller than the maximum DNP drawdown of -48.49%. Use the drawdown chart below to compare losses from any high point for JPME and DNP.
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Drawdown Indicators
| JPME | DNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -48.49% | +7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.84% | -6.42% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -16.21% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -24.31% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -39.56% | -1.45% |
Current DrawdownCurrent decline from peak | -1.11% | -2.66% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -8.49% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.54% | +0.24% |
Volatility
JPME vs. DNP - Volatility Comparison
JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and DNP Select Income Fund Inc. (DNP) have volatilities of 2.67% and 2.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPME | DNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 2.59% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 8.02% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 10.02% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 14.48% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 17.11% | +0.52% |
Dividends
JPME vs. DNP - Dividend Comparison
JPME's dividend yield for the trailing twelve months is around 1.74%, less than DNP's 7.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNP DNP Select Income Fund Inc. | 7.26% | 7.81% | 8.84% | 9.20% | 6.93% | 7.18% | 7.60% | 6.11% | 7.50% | 7.22% | 7.62% | 8.71% |
JPME JPMorgan Diversified Return US Mid Cap Equity ETF | 1.74% | 2.03% | 1.77% | 1.84% | 1.84% | 1.44% | 1.51% | 1.68% | 1.80% | 1.17% | 0.91% | 0.00% |
Frequently Asked Questions
JPME and DNP have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPME has higher volatility (2.67%) compared to DNP (2.59%). In terms of maximum drawdown, JPME dropped -41.01% vs DNP's -48.49%.
JPME currently has the higher Sharpe Ratio (1.94 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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