JPST vs. MCD
JPST (JPMorgan Ultra-Short Income ETF) is Ultrashort Bond fund actively managed by JPMorgan, while MCD (McDonald's Corporation) is a stock. Over the past 5 years, JPST returned 3.63%/yr vs 6.16%/yr for MCD. At a 0.07 correlation, their price movements are largely independent.
Performance
JPST vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, JPST achieves a 1.50% return, which is significantly higher than MCD's -5.66% return.
JPST
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 1.50%
- 6M
- 1.76%
- 1Y
- 4.27%
- 3Y*
- 5.19%
- 5Y*
- 3.63%
- 10Y*
- —
MCD
- 1D
- 0.01%
- 1M
- 3.75%
- YTD
- -5.66%
- 6M
- -8.96%
- 1Y
- -3.37%
- 3Y*
- 1.94%
- 5Y*
- 6.16%
- 10Y*
- 11.46%
JPST vs. MCD - 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% |
MCD McDonald's Corporation | -5.66% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 19.22% |
Correlation
The correlation between JPST and MCD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
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 | 0.07 |
The correlation between JPST and MCD shifts across timeframes, from 0.07 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPST vs. MCD — Risk / Return Rank
JPST
MCD
JPST vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and McDonald's Corporation (MCD). 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 | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.36 | ||
| Sortino ratioReturn per unit of downside risk | +18.03 | ||
| Omega ratioGain probability vs. loss probability | 3.97 | 0.98 | +2.99 |
| Calmar ratioReturn relative to maximum drawdown | 29.02 | -0.20 | +29.22 |
| Martin ratioReturn relative to average drawdown | 142.45 | -0.50 | +142.95 |
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Drawdowns
JPST vs. MCD - Drawdown Comparison
The maximum JPST drawdown since its inception was -3.28%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for JPST and MCD.
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Drawdown Indicators
| JPST | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.28% | -73.20% | +69.92% |
Max Drawdown (1Y)Largest decline over 1 year | -0.15% | -19.05% | +18.90% |
Max Drawdown (3Y)Largest decline over 3 years | -0.30% | -19.05% | +18.75% |
Max Drawdown (5Y)Largest decline over 5 years | -0.79% | -19.05% | +18.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.90% | — |
Current DrawdownCurrent decline from peak | 0.00% | -15.46% | +15.46% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -14.89% | +14.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 7.53% | -7.50% |
Volatility
JPST vs. MCD - Volatility Comparison
The current volatility for JPMorgan Ultra-Short Income ETF (JPST) is 0.16%, while McDonald's Corporation (MCD) has a volatility of 4.96%. This indicates that JPST experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPST | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.16% | 4.96% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 0.36% | 12.20% | -11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.53% | 16.62% | -16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.58% | 17.27% | -16.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.93% | 20.40% | -19.47% |
Dividends
JPST vs. MCD - Dividend Comparison
JPST's dividend yield for the trailing twelve months is around 4.25%, more than MCD's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCD McDonald's Corporation | 2.58% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
Frequently Asked Questions
JPST and MCD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (4.96%) compared to JPST (0.16%). In terms of maximum drawdown, JPST dropped -3.28% vs MCD's -73.20%.
JPST currently has the higher Sharpe Ratio (8.13 vs -0.23), 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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