JPMO vs. JPM

In the year-to-date period, JPMO achieves a -14.57% return, which is significantly lower than JPM's -11.28% return.

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This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and JPMorgan Chase & Co. (JPM). 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.

The current JPMO Sharpe Ratio is -0.67, which is lower than the JPM Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of JPMO and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JPMO's dividend yield for the trailing twelve months is around 32.49%, more than JPM's 2.40% yield.

The maximum JPMO drawdown since its inception was -24.80%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for JPMO and JPM. For additional features, visit the drawdowns tool.

YieldMax JPM Option Income Strategy ETF (JPMO) and JPMorgan Chase & Co. (JPM) have volatilities of 12.53% and 12.86%, 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.