JPRE vs. ^GSPC
Compare and contrast key facts about JPMorgan Realty Income ETF (JPRE) and S&P 500 (^GSPC).
JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPRE or ^GSPC.
Correlation
The correlation between JPRE and ^GSPC is 0.61, 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.
Performance
JPRE vs. ^GSPC - Performance Comparison
Loading data...
Key characteristics
JPRE:
0.82
^GSPC:
0.44
JPRE:
1.30
^GSPC:
0.79
JPRE:
1.17
^GSPC:
1.12
JPRE:
0.95
^GSPC:
0.48
JPRE:
3.03
^GSPC:
1.85
JPRE:
5.10%
^GSPC:
4.92%
JPRE:
17.30%
^GSPC:
19.37%
JPRE:
-23.84%
^GSPC:
-56.78%
JPRE:
-6.24%
^GSPC:
-7.88%
Returns By Period
In the year-to-date period, JPRE achieves a 1.70% return, which is significantly higher than ^GSPC's -3.77% return.
JPRE
1.70%
8.16%
-3.70%
14.38%
N/A
N/A
^GSPC
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
JPRE vs. ^GSPC — Risk-Adjusted Performance Rank
JPRE
^GSPC
JPRE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and S&P 500 (^GSPC). 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.
Loading data...
Drawdowns
JPRE vs. ^GSPC - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JPRE and ^GSPC. For additional features, visit the drawdowns tool.
Loading data...
Volatility
JPRE vs. ^GSPC - Volatility Comparison
The current volatility for JPMorgan Realty Income ETF (JPRE) is 5.09%, while S&P 500 (^GSPC) has a volatility of 6.82%. This indicates that JPRE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...