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JSTC vs. HAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSTC vs. HAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and SPDR S&P Kensho Smart Mobility ETF (HAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JSTC achieves a 11.04% return, which is significantly lower than HAIL's 34.24% return.


JSTC

1D
0.18%
1M
5.97%
YTD
11.04%
6M
12.18%
1Y
18.64%
3Y*
14.14%
5Y*
6.65%
10Y*

HAIL

1D
3.04%
1M
18.49%
YTD
34.24%
6M
34.66%
1Y
65.65%
3Y*
16.30%
5Y*
-4.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSTC vs. HAIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JSTC
Adasina Social Justice All Cap Global ETF
11.04%12.02%8.96%15.67%-17.58%19.28%2.16%
HAIL
SPDR S&P Kensho Smart Mobility ETF
34.24%19.62%-6.98%9.65%-45.72%1.95%5.79%

Correlation

The correlation between JSTC and HAIL is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.78

The correlation between JSTC and HAIL has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

JSTC vs. HAIL - Sectors Allocation Comparison


Sectors
JSTC
HAIL

Technology

27.2%
33.1%

Financial Services

22.5%
1.9%

Industrials

16.7%
20.2%

Healthcare

10.3%

-

Communication Services

7.7%
4.9%

Consumer Cyclical

4.6%
34.2%

Consumer Defensive

3.0%

-

Utilities

1.8%

-

Basic Materials

0.8%
1.2%

Real Estate

0.5%

-

Energy

0.0%
4.4%

Technology

JSTC
27.2%
HAIL
33.1%

Financial Services

JSTC
22.5%
HAIL
1.9%

Industrials

JSTC
16.7%
HAIL
20.2%

Healthcare

JSTC
10.3%
HAIL

-

Communication Services

JSTC
7.7%
HAIL
4.9%

Consumer Cyclical

JSTC
4.6%
HAIL
34.2%

Consumer Defensive

JSTC
3.0%
HAIL

-

Utilities

JSTC
1.8%
HAIL

-

Basic Materials

JSTC
0.8%
HAIL
1.2%

Real Estate

JSTC
0.5%
HAIL

-

Energy

JSTC
0.0%
HAIL
4.4%

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Return for Risk

JSTC vs. HAIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JSTC
JSTC Risk / Return Rank: 4040
Overall Rank
JSTC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 3939
Sortino Ratio Rank
JSTC Omega Ratio Rank: 3737
Omega Ratio Rank
JSTC Calmar Ratio Rank: 3838
Calmar Ratio Rank
JSTC Martin Ratio Rank: 4646
Martin Ratio Rank

HAIL
HAIL Risk / Return Rank: 6262
Overall Rank
HAIL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 6161
Sortino Ratio Rank
HAIL Omega Ratio Rank: 5656
Omega Ratio Rank
HAIL Calmar Ratio Rank: 6868
Calmar Ratio Rank
HAIL Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JSTC vs. HAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.


JSTCHAILDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.26

-0.86

Sortino ratio

Return per unit of downside risk

2.04

2.90

-0.87

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.91

3.44

-1.53

Martin ratio

Return relative to average drawdown

7.80

10.42

-2.63

JSTC vs. HAIL - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 1.40, which is lower than the HAIL Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of JSTC and HAIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JSTCHAILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.26

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

-0.15

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.21

+0.34

Drawdowns

JSTC vs. HAIL - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum HAIL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for JSTC and HAIL.


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Drawdown Indicators


JSTCHAILDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-65.98%

+39.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-18.64%

+8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-40.96%

+24.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-63.12%

+36.30%

Current Drawdown

Current decline from peak

0.00%

-29.19%

+29.19%

Average Drawdown

Average peak-to-trough decline

-6.60%

-31.60%

+25.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

6.15%

-3.71%

Volatility

JSTC vs. HAIL - Volatility Comparison

The current volatility for Adasina Social Justice All Cap Global ETF (JSTC) is 4.30%, while SPDR S&P Kensho Smart Mobility ETF (HAIL) has a volatility of 10.46%. This indicates that JSTC experiences smaller price fluctuations and is considered to be less risky than HAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSTCHAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

10.46%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

22.18%

-11.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

29.23%

-15.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

31.79%

-15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

31.73%

-15.97%

JSTC vs. HAIL - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than HAIL's 0.45% expense ratio.


Dividends

JSTC vs. HAIL - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.21%, less than HAIL's 1.41% yield.


PositionTTM20252024202320222021202020192018
HAIL
SPDR S&P Kensho Smart Mobility ETF
1.41%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%
JSTC
Adasina Social Justice All Cap Global ETF
1.21%1.34%1.11%1.03%0.83%0.96%0.00%0.00%0.00%

Frequently Asked Questions


JSTC and HAIL have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAIL has higher volatility (10.46%) compared to JSTC (4.30%). In terms of maximum drawdown, JSTC dropped -26.82% vs HAIL's -65.98%.

On 5-year performance, JSTC leads with 6.65% vs -4.71% for HAIL. On fees, HAIL is cheaper at 0.45% per year. On volatility, JSTC has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JSTC has performed better with a 6.65% return vs -4.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAIL is cheaper with a 0.45% expense ratio, compared with 0.89% for JSTC.

HAIL has the higher dividend yield at 1.41%, compared with 1.21% for JSTC.

They also come from different issuers: Toroso Investments and State Street. Their fees differ too: 0.89% for JSTC and 0.45% for HAIL.

HAIL currently has the higher Sharpe Ratio (2.26 vs 1.40), 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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