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JPMO vs. MSFO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPMO and MSFO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

JPMO vs. MSFO

Last updated Jun 3, 2025

Compare and contrast key facts about YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax MSFT Option Income Strategy ETF (MSFO).

JPMO and MSFO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPMO is an actively managed fund by YieldMax. It was launched on Sep 11, 2023. MSFO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPMO or MSFO.

Performance

JPMO vs. MSFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax MSFT Option Income Strategy ETF (MSFO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JPMO:

0.33

MSFO:

0.47

Sortino Ratio

JPMO:

0.71

MSFO:

0.54

Omega Ratio

JPMO:

1.11

MSFO:

1.07

Calmar Ratio

JPMO:

0.41

MSFO:

0.31

Martin Ratio

JPMO:

1.35

MSFO:

0.70

Ulcer Index

JPMO:

7.47%

MSFO:

8.39%

Daily Std Dev

JPMO:

22.29%

MSFO:

20.55%

Max Drawdown

JPMO:

-24.80%

MSFO:

-19.15%

Current Drawdown

JPMO:

-8.10%

MSFO:

0.00%

Returns By Period

In the year-to-date period, JPMO achieves a 4.40% return, which is significantly lower than MSFO's 9.88% return.

JPMO

YTD

4.40%

1M

4.11%

6M

1.87%

1Y

7.25%

3Y*

N/A

5Y*

N/A

10Y*

N/A

MSFO

YTD

9.88%

1M

6.21%

6M

6.84%

1Y

9.49%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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YieldMax JPM Option Income Strategy ETF

YieldMax MSFT Option Income Strategy ETF

JPMO vs. MSFO - Expense Ratio Comparison

JPMO has a 1.01% expense ratio, which is higher than MSFO's 0.99% expense ratio.

JPMO
YieldMax JPM Option Income Strategy ETF
MSFO
YieldMax MSFT Option Income Strategy ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JPMO vs. MSFO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPMO
The Risk-Adjusted Performance Rank of JPMO is 3939
Overall Rank
The Sharpe Ratio Rank of JPMO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of JPMO is 3838
Sortino Ratio Rank
The Omega Ratio Rank of JPMO is 4444
Omega Ratio Rank
The Calmar Ratio Rank of JPMO is 4343
Calmar Ratio Rank
The Martin Ratio Rank of JPMO is 3939
Martin Ratio Rank
MSFO
The Risk-Adjusted Performance Rank of MSFO is 3232
Overall Rank
The Sharpe Ratio Rank of MSFO is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFO is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MSFO is 3030
Omega Ratio Rank
The Calmar Ratio Rank of MSFO is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MSFO is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPMO vs. MSFO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax MSFT Option Income Strategy ETF (MSFO). 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 0.33, which is comparable to the MSFO Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JPMO and MSFO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JPMO vs. MSFO - Dividend Comparison

JPMO's dividend yield for the trailing twelve months is around 31.53%, less than MSFO's 32.13% yield.

TTM20242023
JPMO
YieldMax JPM Option Income Strategy ETF 		31.53%25.15%4.84%
MSFO
YieldMax MSFT Option Income Strategy ETF 		32.13%35.17%6.44%

Drawdowns

JPMO vs. MSFO - Drawdown Comparison

The maximum JPMO drawdown since its inception was -24.80%, which is greater than MSFO's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for JPMO and MSFO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JPMO vs. MSFO - Volatility Comparison

YieldMax JPM Option Income Strategy ETF (JPMO) has a higher volatility of 4.34% compared to YieldMax MSFT Option Income Strategy ETF (MSFO) at 3.54%. This indicates that JPMO's price experiences larger fluctuations and is considered to be riskier than MSFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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