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

Correlation

The correlation between JPMO and YMAG is 0.22, 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. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
9.57%
37.54%
JPMO
YMAG

Key characteristics

Daily Std Dev

JPMO:

17.26%

YMAG:

19.08%

Max Drawdown

JPMO:

-10.64%

YMAG:

-14.27%

Current Drawdown

JPMO:

-4.66%

YMAG:

-3.25%

Returns By Period


JPMO

YTD

12.84%

1M

-2.36%

6M

3.53%

1Y

14.66%

5Y*

N/A

10Y*

N/A

YMAG

YTD

N/A

1M

5.26%

6M

15.31%

1Y

N/A

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. YMAG - Expense Ratio Comparison

JPMO has a 1.01% expense ratio, which is lower than YMAG's 1.28% expense ratio.


YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
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%

Risk-Adjusted Performance

JPMO vs. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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 market0.002.004.000.88
The chart of Sortino ratio for JPMO, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.001.21
The chart of Omega ratio for JPMO, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
The chart of Calmar ratio for JPMO, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.42
The chart of Martin ratio for JPMO, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.56
JPMO
YMAG


Chart placeholderNot enough data

Dividends

JPMO vs. YMAG - Dividend Comparison

JPMO's dividend yield for the trailing twelve months is around 25.41%, less than YMAG's 33.65% yield.


TTM2023
JPMO
YieldMax JPM Option Income Strategy ETF
25.41%4.85%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
33.65%0.00%

Drawdowns

JPMO vs. YMAG - Drawdown Comparison

The maximum JPMO drawdown since its inception was -10.64%, smaller than the maximum YMAG drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for JPMO and YMAG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.66%
-3.25%
JPMO
YMAG

Volatility

JPMO vs. YMAG - Volatility Comparison

The current volatility for YieldMax JPM Option Income Strategy ETF (JPMO) is 4.56%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 5.15%. This indicates that JPMO experiences smaller price fluctuations and is considered to be less risky than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.56%
5.15%
JPMO
YMAG
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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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