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JPRE vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPRE and JPST is 0.20, 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.


Performance

JPRE vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Realty Income ETF (JPRE) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JPRE:

9.38%

JPST:

0.65%

Max Drawdown

JPRE:

-1.25%

JPST:

-0.04%

Current Drawdown

JPRE:

-0.58%

JPST:

-0.02%

Returns By Period


JPRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JPST

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JPRE vs. JPST - Expense Ratio Comparison

JPRE has a 0.50% expense ratio, which is higher than JPST's 0.18% expense ratio.


Risk-Adjusted Performance

JPRE vs. JPST — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPRE
The Risk-Adjusted Performance Rank of JPRE is 7878
Overall Rank
The Sharpe Ratio Rank of JPRE is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JPRE is 7878
Sortino Ratio Rank
The Omega Ratio Rank of JPRE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JPRE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of JPRE is 7676
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
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.

JPRE vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and JPMorgan Ultra-Short Income ETF (JPST). 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.



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Dividends

JPRE vs. JPST - Dividend Comparison

Neither JPRE nor JPST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JPRE vs. JPST - Drawdown Comparison

The maximum JPRE drawdown since its inception was -1.25%, which is greater than JPST's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for JPRE and JPST. For additional features, visit the drawdowns tool.


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Volatility

JPRE vs. JPST - Volatility Comparison


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