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JSTC vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JSTC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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JSTC vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JSTC
Adasina Social Justice All Cap Global ETF
-3.94%12.02%8.96%15.67%-17.58%19.28%2.16%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%2.41%

Returns By Period

In the year-to-date period, JSTC achieves a -3.94% return, which is significantly higher than VOO's -4.42% return.


JSTC

1D
2.80%
1M
-6.48%
YTD
-3.94%
6M
-3.31%
1Y
9.18%
3Y*
8.75%
5Y*
4.54%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSTC vs. VOO - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

JSTC vs. VOO — Risk / Return Rank

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

JSTC
JSTC Risk / Return Rank: 3232
Overall Rank
JSTC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 3131
Sortino Ratio Rank
JSTC Omega Ratio Rank: 3030
Omega Ratio Rank
JSTC Calmar Ratio Rank: 3232
Calmar Ratio Rank
JSTC Martin Ratio Rank: 3737
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and Vanguard S&P 500 ETF (VOO). 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.


JSTCVOODifference

Sharpe ratio

Return per unit of total volatility

0.55

0.98

-0.43

Sortino ratio

Return per unit of downside risk

0.90

1.50

-0.60

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

0.79

1.53

-0.74

Martin ratio

Return relative to average drawdown

3.40

7.29

-3.89

JSTC vs. VOO - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 0.55, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JSTC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JSTCVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.98

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.70

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.83

-0.45

Correlation

The correlation between JSTC and VOO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JSTC vs. VOO - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.40%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
JSTC
Adasina Social Justice All Cap Global ETF
1.40%1.34%1.11%1.03%0.83%0.96%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

JSTC vs. VOO - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JSTC and VOO.


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Drawdown Indicators


JSTCVOODifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-33.99%

+7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-11.98%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-24.52%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-7.41%

-6.29%

-1.12%

Average Drawdown

Average peak-to-trough decline

-6.77%

-3.72%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.52%

+0.12%

Volatility

JSTC vs. VOO - Volatility Comparison

Adasina Social Justice All Cap Global ETF (JSTC) has a higher volatility of 6.03% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that JSTC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSTCVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.29%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

9.44%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

18.10%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

16.82%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

17.99%

-2.23%