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JSTC vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSTC vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and ProShares UltraShort Yen (YCS). 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 11.95% return, which is significantly higher than YCS's 9.35% return.


JSTC

1D
1.08%
1M
2.74%
YTD
11.95%
6M
12.42%
1Y
20.07%
3Y*
13.61%
5Y*
7.10%
10Y*

YCS

1D
0.88%
1M
3.30%
YTD
9.35%
6M
8.16%
1Y
30.84%
3Y*
19.46%
5Y*
23.76%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSTC vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JSTC
Adasina Social Justice All Cap Global ETF
11.95%12.02%8.96%15.67%-17.58%19.28%2.48%
YCS
ProShares UltraShort Yen
9.35%9.04%35.41%28.70%29.09%22.38%-1.71%

Correlation

The correlation between JSTC and YCS is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

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

-0.15

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

-0.12

The correlation between JSTC and YCS shifts across timeframes, from -0.27 (1 year) to -0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JSTC vs. YCS — Risk / Return Rank

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

JSTC
JSTC Risk / Return Rank: 4343
Overall Rank
JSTC Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 4343
Sortino Ratio Rank
JSTC Omega Ratio Rank: 4040
Omega Ratio Rank
JSTC Calmar Ratio Rank: 4141
Calmar Ratio Rank
JSTC Martin Ratio Rank: 5050
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6565
Overall Rank
YCS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6262
Omega Ratio Rank
YCS Calmar Ratio Rank: 8080
Calmar Ratio Rank
YCS Martin Ratio Rank: 7070
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. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and ProShares UltraShort Yen (YCS). 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.


JSTCYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

2.00

3.98

-1.98

Martin ratioReturn relative to average drawdown

8.08

12.43

-4.35

JSTC vs. YCS - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 1.43, which is comparable to the YCS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of JSTC and YCS, 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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Drawdowns

JSTC vs. YCS - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for JSTC and YCS.


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Drawdown Indicators


JSTCYCSDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-49.56%

+22.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-8.30%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-23.05%

+6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-27.32%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-6.55%

-19.88%

+13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.65%

-0.20%

Volatility

JSTC vs. YCS - Volatility Comparison

Adasina Social Justice All Cap Global ETF (JSTC) has a higher volatility of 5.07% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that JSTC's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSTCYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

2.25%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

12.24%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

16.99%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

21.09%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

18.98%

-3.18%

JSTC vs. YCS - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

JSTC vs. YCS - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.20%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021
JSTC
Adasina Social Justice All Cap Global ETF
1.20%1.34%1.11%1.03%0.83%0.96%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JSTC and YCS have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JSTC has higher volatility (5.07%) compared to YCS (2.25%). In terms of maximum drawdown, JSTC dropped -26.82% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.76% vs 7.10% for JSTC. On fees, JSTC is cheaper at 0.89% per year. On volatility, YCS has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YCS has performed better with a 23.76% return vs 7.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JSTC is cheaper with a 0.89% expense ratio, compared with 1.00% for YCS.

JSTC has the higher dividend yield at 1.20%, compared with 0.00% for YCS.

JSTC is categorized as Global Equities, while YCS is Leveraged Currency. They also come from different issuers: Toroso Investments and ProShares. Their fees differ too: 0.89% for JSTC and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.95 vs 1.43), 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.

Portfolio Optimizer

Find the right allocation for JSTC and YCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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