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

Correlation

The correlation between JPMO and XOMO is 0.21, 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.


-0.50.00.51.00.2

Performance

JPMO vs. XOMO - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
10.63%
2.17%
JPMO
XOMO

Key characteristics

Sharpe Ratio

JPMO:

1.22

XOMO:

0.83

Sortino Ratio

JPMO:

1.62

XOMO:

1.17

Omega Ratio

JPMO:

1.26

XOMO:

1.15

Calmar Ratio

JPMO:

2.01

XOMO:

0.89

Martin Ratio

JPMO:

4.97

XOMO:

2.47

Ulcer Index

JPMO:

4.31%

XOMO:

4.72%

Daily Std Dev

JPMO:

17.51%

XOMO:

14.15%

Max Drawdown

JPMO:

-10.64%

XOMO:

-13.53%

Current Drawdown

JPMO:

0.00%

XOMO:

-8.71%

Returns By Period

In the year-to-date period, JPMO achieves a 6.36% return, which is significantly higher than XOMO's 2.87% return.


JPMO

YTD

6.36%

1M

7.42%

6M

10.56%

1Y

20.12%

5Y*

N/A

10Y*

N/A

XOMO

YTD

2.87%

1M

4.51%

6M

0.81%

1Y

11.41%

5Y*

N/A

10Y*

N/A

*Annualized

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. XOMO - Expense Ratio Comparison

Both JPMO and XOMO have an expense ratio of 1.01%.


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 XOMO: 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%

Risk-Adjusted Performance

JPMO vs. XOMO — 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 5050
Overall Rank
The Sharpe Ratio Rank of JPMO is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JPMO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of JPMO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JPMO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of JPMO is 4646
Martin Ratio Rank

XOMO
The Risk-Adjusted Performance Rank of XOMO is 3131
Overall Rank
The Sharpe Ratio Rank of XOMO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 2929
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 2727
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. XOMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax XOM Option Income Strategy ETF (XOMO). 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 1.22, compared to the broader market0.002.004.001.220.83
The chart of Sortino ratio for JPMO, currently valued at 1.62, compared to the broader market0.005.0010.001.621.17
The chart of Omega ratio for JPMO, currently valued at 1.26, compared to the broader market1.002.003.001.261.15
The chart of Calmar ratio for JPMO, currently valued at 2.01, compared to the broader market0.005.0010.0015.0020.002.010.89
The chart of Martin ratio for JPMO, currently valued at 4.97, compared to the broader market0.0020.0040.0060.0080.00100.004.972.47
JPMO
XOMO

The current JPMO Sharpe Ratio is 1.22, which is higher than the XOMO Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of JPMO and XOMO, 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 Ratio0.000.501.001.50Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
1.22
0.83
JPMO
XOMO

Dividends

JPMO vs. XOMO - Dividend Comparison

JPMO's dividend yield for the trailing twelve months is around 24.33%, which matches XOMO's 24.13% yield.


TTM20242023
JPMO
YieldMax JPM Option Income Strategy ETF
24.33%25.16%4.85%
XOMO
YieldMax XOM Option Income Strategy ETF
24.13%26.94%5.13%

Drawdowns

JPMO vs. XOMO - Drawdown Comparison

The maximum JPMO drawdown since its inception was -10.64%, smaller than the maximum XOMO drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for JPMO and XOMO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-8.71%
JPMO
XOMO

Volatility

JPMO vs. XOMO - Volatility Comparison

YieldMax JPM Option Income Strategy ETF (JPMO) has a higher volatility of 4.90% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 3.73%. This indicates that JPMO's price experiences larger fluctuations and is considered to be riskier than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.90%
3.73%
JPMO
XOMO
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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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