JQUA vs. ABR
Compare and contrast key facts about JPMorgan U.S. Quality Factor ETF (JQUA) and Arbor Realty Trust, Inc. (ABR).
JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JQUA or ABR.
Correlation
The correlation between JQUA and ABR is 0.16, 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.
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JQUA vs. ABR - Performance Comparison
Key characteristics
JQUA:
0.05
ABR:
-0.20
JQUA:
0.15
ABR:
-0.03
JQUA:
1.02
ABR:
1.00
JQUA:
0.04
ABR:
-0.26
JQUA:
0.21
ABR:
-0.72
JQUA:
3.10%
ABR:
10.17%
JQUA:
14.11%
ABR:
36.33%
JQUA:
-32.92%
ABR:
-97.75%
JQUA:
-15.34%
ABR:
-28.28%
Returns By Period
In the year-to-date period, JQUA achieves a -10.21% return, which is significantly higher than ABR's -21.21% return.
JQUA
-10.21%
-11.51%
-7.98%
-0.27%
15.25%
N/A
ABR
-21.21%
-13.90%
-23.91%
-7.86%
22.40%
15.13%
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Risk-Adjusted Performance
JQUA vs. ABR — Risk-Adjusted Performance Rank
JQUA
ABR
JQUA vs. ABR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and Arbor Realty Trust, Inc. (ABR). 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.
Dividends
JQUA vs. ABR - Dividend Comparison
JQUA's dividend yield for the trailing twelve months is around 1.47%, less than ABR's 16.33% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|
Drawdowns
JQUA vs. ABR - Drawdown Comparison
The maximum JQUA drawdown since its inception was -32.92%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for JQUA and ABR. For additional features, visit the drawdowns tool.
Volatility
JQUA vs. ABR - Volatility Comparison
The current volatility for JPMorgan U.S. Quality Factor ETF (JQUA) is NaN%, while Arbor Realty Trust, Inc. (ABR) has a volatility of NaN%. This indicates that JQUA experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
User Portfolios with JQUA or ABR
Recent discussions
Dividend Paying Stock Portfolio
4803heights
Transactional Portfolio Use
I am trying to understand how to make the best use of transactional portfolios. At first I thought it is useful when tracking the performance of a self-managed fund. You add cash to it, transact in equities, adding each transaction to the portfolio. It then shows you its performance wrt. to a benchmark. The broker does this for you anyway, but the whole reason I started evaluating Portfolioslab is so that I can separate my single broker account into thematic baskets ("thematic funds") and track their performance individually.
The transactional portfolio in Portfolioslab does not seem to work that way. It does not consider the changes in cash position, ie. any profit/loss made on equity transactions. It does not seem to be suited for track the assets of a fund, so to speak. What good is transactional portfolio then?
EG
Drawdowns and Data
Hi what data sources do you guys use for different ETF, and Mutual Data? Also are drawdowns calculated daily or monthly?
Thank You
Bee Zee