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.
Key characteristics
| JQUA | ABR | |
|---|---|---|
| YTD Return | 6.26% | -12.27% |
| 1Y Return | 25.94% | 33.70% |
| 3Y Return (Ann) | 10.37% | -0.26% |
| 5Y Return (Ann) | 13.69% | 8.96% |
| Sharpe Ratio | 2.22 | 0.81 |
| Daily Std Dev | 11.22% | 39.92% |
| Max Drawdown | -32.92% | -97.76% |
| Current Drawdown | -4.03% | -19.92% |
Correlation
The correlation between JQUA and ABR is 0.47, 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
JQUA vs. ABR - Performance Comparison
In the year-to-date period, JQUA achieves a 6.26% return, which is significantly higher than ABR's -12.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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 1.18%, less than ABR's 13.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 1.18% | 1.22% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
ABR Arbor Realty Trust, Inc. | 13.27% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 9.89% | 8.21% | 8.19% | 7.99% | 7.57% | 7.40% |
Drawdowns
JQUA vs. ABR - Drawdown Comparison
The maximum JQUA drawdown since its inception was -32.92%, smaller than the maximum ABR drawdown of -97.76%. 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 3.59%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 9.30%. 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.