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

Correlation

The correlation between JPMO and NVDY is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

JPMO vs. NVDY - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
18.58%
132.77%
JPMO
NVDY

Key characteristics

Sharpe Ratio

JPMO:

0.88

NVDY:

2.86

Sortino Ratio

JPMO:

1.21

NVDY:

3.31

Omega Ratio

JPMO:

1.19

NVDY:

1.46

Calmar Ratio

JPMO:

1.42

NVDY:

5.76

Martin Ratio

JPMO:

3.56

NVDY:

18.55

Ulcer Index

JPMO:

4.25%

NVDY:

6.58%

Daily Std Dev

JPMO:

17.26%

NVDY:

42.63%

Max Drawdown

JPMO:

-10.64%

NVDY:

-21.19%

Current Drawdown

JPMO:

-4.66%

NVDY:

-7.33%

Returns By Period

In the year-to-date period, JPMO achieves a 12.84% return, which is significantly lower than NVDY's 114.23% return.


JPMO

YTD

12.84%

1M

-2.36%

6M

3.53%

1Y

14.66%

5Y*

N/A

10Y*

N/A

NVDY

YTD

114.23%

1M

-5.03%

6M

9.51%

1Y

118.58%

5Y*

N/A

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.


JPMO vs. NVDY - Expense Ratio Comparison

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


JPMO
YieldMax JPM Option Income Strategy ETF
Expense ratio chart for JPMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

JPMO vs. NVDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 JPMO, currently valued at 0.88, compared to the broader market0.002.004.000.882.86
The chart of Sortino ratio for JPMO, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.001.213.31
The chart of Omega ratio for JPMO, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.46
The chart of Calmar ratio for JPMO, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.425.76
The chart of Martin ratio for JPMO, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.5618.55
JPMO
NVDY

The current JPMO Sharpe Ratio is 0.88, which is lower than the NVDY Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of JPMO and NVDY, 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 Ratio0.501.001.502.002.503.003.504.00Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.88
2.86
JPMO
NVDY

Dividends

JPMO vs. NVDY - Dividend Comparison

JPMO's dividend yield for the trailing twelve months is around 25.41%, less than NVDY's 83.65% yield.


TTM2023
JPMO
YieldMax JPM Option Income Strategy ETF
25.41%4.85%
NVDY
YieldMax NVDA Option Income Strategy ETF
83.65%22.32%

Drawdowns

JPMO vs. NVDY - Drawdown Comparison

The maximum JPMO drawdown since its inception was -10.64%, smaller than the maximum NVDY drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for JPMO and NVDY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.66%
-7.33%
JPMO
NVDY

Volatility

JPMO vs. NVDY - Volatility Comparison

The current volatility for YieldMax JPM Option Income Strategy ETF (JPMO) is 4.56%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 8.48%. This indicates that JPMO experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.56%
8.48%
JPMO
NVDY
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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.

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