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

Correlation

The correlation between JPMO and YMAG is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

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.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
3.79%
15.23%
JPMO
YMAG

Key characteristics

Sharpe Ratio

JPMO:

-0.05

YMAG:

0.46

Sortino Ratio

JPMO:

0.09

YMAG:

0.78

Omega Ratio

JPMO:

1.01

YMAG:

1.11

Calmar Ratio

JPMO:

-0.04

YMAG:

0.45

Martin Ratio

JPMO:

-0.15

YMAG:

1.37

Ulcer Index

JPMO:

6.69%

YMAG:

8.41%

Daily Std Dev

JPMO:

22.61%

YMAG:

25.30%

Max Drawdown

JPMO:

-24.80%

YMAG:

-25.96%

Current Drawdown

JPMO:

-17.45%

YMAG:

-18.94%

Returns By Period

In the year-to-date period, JPMO achieves a -6.22% return, which is significantly higher than YMAG's -15.31% return.


JPMO

YTD

-6.22%

1M

-7.55%

6M

-3.75%

1Y

-1.72%

5Y*

N/A

10Y*

N/A

YMAG

YTD

-15.31%

1M

-7.12%

6M

-7.43%

1Y

8.36%

5Y*

N/A

10Y*

N/A

*Annualized

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JPMO vs. YMAG - Expense Ratio Comparison

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


Expense ratio chart for YMAG: current value is 1.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YMAG: 1.28%
Expense ratio chart for JPMO: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPMO: 1.01%

Risk-Adjusted Performance

JPMO vs. YMAG — 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 2020
Overall Rank
The Sharpe Ratio Rank of JPMO is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of JPMO is 2020
Sortino Ratio Rank
The Omega Ratio Rank of JPMO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of JPMO is 1919
Calmar Ratio Rank
The Martin Ratio Rank of JPMO is 1919
Martin Ratio Rank

YMAG
The Risk-Adjusted Performance Rank of YMAG is 5656
Overall Rank
The Sharpe Ratio Rank of YMAG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of YMAG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of YMAG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of YMAG is 5151
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. 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.


The chart of Sharpe ratio for JPMO, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00
JPMO: -0.05
YMAG: 0.46
The chart of Sortino ratio for JPMO, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.00
JPMO: 0.09
YMAG: 0.78
The chart of Omega ratio for JPMO, currently valued at 1.01, compared to the broader market0.501.001.502.00
JPMO: 1.01
YMAG: 1.11
The chart of Calmar ratio for JPMO, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
JPMO: -0.04
YMAG: 0.45
The chart of Martin ratio for JPMO, currently valued at -0.15, compared to the broader market0.0020.0040.0060.00
JPMO: -0.15
YMAG: 1.37

The current JPMO Sharpe Ratio is -0.05, which is lower than the YMAG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of JPMO and YMAG, 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 Ratio-0.500.000.501.001.502.00Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-0.05
0.46
JPMO
YMAG

Dividends

JPMO vs. YMAG - Dividend Comparison

JPMO's dividend yield for the trailing twelve months is around 29.59%, less than YMAG's 50.24% yield.


Drawdowns

JPMO vs. YMAG - Drawdown Comparison

The maximum JPMO drawdown since its inception was -24.80%, roughly equal to the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for JPMO and YMAG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.45%
-18.94%
JPMO
YMAG

Volatility

JPMO vs. YMAG - Volatility Comparison

The current volatility for YieldMax JPM Option Income Strategy ETF (JPMO) is 13.87%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 15.74%. 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%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.87%
15.74%
JPMO
YMAG