JPST vs. ASML
JPST (JPMorgan Ultra-Short Income ETF) is Ultrashort Bond fund actively managed by JPMorgan, while ASML (ASML Holding N.V.) is a stock. Over the past 5 years, JPST returned 3.63%/yr vs 22.97%/yr for ASML. At a 0.06 correlation, their price movements are largely independent.
Performance
JPST vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, JPST achieves a 1.50% return, which is significantly lower than ASML's 74.80% return.
JPST
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.50%
- 6M
- 1.76%
- 1Y
- 4.27%
- 3Y*
- 5.19%
- 5Y*
- 3.63%
- 10Y*
- —
ASML
- 1D
- -1.89%
- 1M
- 24.09%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
JPST vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 1.50% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 3.34% | 2.23% | 0.98% |
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 29.72% |
Correlation
The correlation between JPST and ASML is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 19, 2017 | 0.06 |
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Return for Risk
JPST vs. ASML — Risk / Return Rank
JPST
ASML
JPST vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and ASML Holding N.V. (ASML). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPST | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.86 | ||
| Sortino ratioReturn per unit of downside risk | +14.13 | ||
| Omega ratioGain probability vs. loss probability | 3.97 | 1.45 | +2.52 |
| Calmar ratioReturn relative to maximum drawdown | 29.02 | 7.83 | +21.20 |
| Martin ratioReturn relative to average drawdown | 142.45 | 21.08 | +121.37 |
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Drawdowns
JPST vs. ASML - Drawdown Comparison
The maximum JPST drawdown since its inception was -3.28%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for JPST and ASML.
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Drawdown Indicators
| JPST | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.28% | -90.00% | +86.72% |
Max Drawdown (1Y)Largest decline over 1 year | -0.15% | -17.85% | +17.70% |
Max Drawdown (3Y)Largest decline over 3 years | -0.30% | -45.38% | +45.08% |
Max Drawdown (5Y)Largest decline over 5 years | -0.79% | -56.84% | +56.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.89% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -28.12% | +28.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 6.63% | -6.60% |
Volatility
JPST vs. ASML - Volatility Comparison
The current volatility for JPMorgan Ultra-Short Income ETF (JPST) is 0.16%, while ASML Holding N.V. (ASML) has a volatility of 17.27%. This indicates that JPST experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPST | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.16% | 17.27% | -17.11% |
Volatility (6M)Calculated over the trailing 6-month period | 0.36% | 34.58% | -34.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.53% | 42.75% | -42.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.58% | 42.44% | -41.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.93% | 38.72% | -37.79% |
Dividends
JPST vs. ASML - Dividend Comparison
JPST's dividend yield for the trailing twelve months is around 4.25%, more than ASML's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
JPST JPMorgan Ultra-Short Income ETF | 4.25% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% |
Frequently Asked Questions
JPST and ASML have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to JPST (0.16%). In terms of maximum drawdown, JPST dropped -3.28% vs ASML's -90.00%.
JPST currently has the higher Sharpe Ratio (8.13 vs 3.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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