JPMO vs. JPM

In the year-to-date period, JPMO achieves a 4.04% return, which is significantly lower than JPM's 12.08% return.

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

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 0.34, which is lower than the JPM Sharpe Ratio of 1.22. 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 28.52%, more than JPM's 1.90% 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.

The current volatility for YieldMax JPM Option Income Strategy ETF (JPMO) is 5.26%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.98%. This indicates that JPMO experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.