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JUCY vs. ADME
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUCY vs. ADME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Enhanced Yield ETF (JUCY) and Aptus Drawdown Managed Equity ETF (ADME). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUCY achieves a 3.47% return, which is significantly lower than ADME's 7.79% return.


JUCY

1D
-0.02%
1M
0.35%
6M
3.05%
YTD
3.47%
1Y
7.00%
3Y*
4.70%
5Y*
10Y*
ALL TIME*
4.46%

ADME

1D
0.63%
1M
-0.36%
6M
6.23%
YTD
7.79%
1Y
14.94%
3Y*
14.51%
5Y*
6.93%
10Y*
8.52%
ALL TIME*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$772.09K$556.48K$715.52K
$1.59M$4.38M$2.12M

JUCY vs. ADME - Yearly Performance Comparison


2026 (YTD)2025202420232022
JUCY
Aptus Enhanced Yield ETF
3.47%5.50%3.89%3.27%0.54%
ADME
Aptus Drawdown Managed Equity ETF
7.79%10.28%22.11%15.42%-3.14%

Correlation

The correlation between JUCY and ADME is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2022

0.06

Over the past year, JUCY and ADME have become more correlated (0.38) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

JUCY vs. ADME — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JUCY
JUCY Risk / Return Rank: 9292
Overall Rank
JUCY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JUCY Sortino Ratio Rank: 8989
Sortino Ratio Rank
JUCY Omega Ratio Rank: 9090
Omega Ratio Rank
JUCY Calmar Ratio Rank: 9797
Calmar Ratio Rank
JUCY Martin Ratio Rank: 9797
Martin Ratio Rank

ADME
ADME Risk / Return Rank: 5151
Overall Rank
ADME Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ADME Sortino Ratio Rank: 4949
Sortino Ratio Rank
ADME Omega Ratio Rank: 4747
Omega Ratio Rank
ADME Calmar Ratio Rank: 5050
Calmar Ratio Rank
ADME Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JUCY vs. ADME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Enhanced Yield ETF (JUCY) and Aptus Drawdown Managed Equity ETF (ADME). 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.


JUCYADMEDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.20

Calmar ratioReturn relative to maximum drawdown

7.71

1.79

+5.92

Martin ratioReturn relative to average drawdown

30.17

6.77

+23.40

JUCY vs. ADME - Sharpe Ratio Comparison

The current JUCY Sharpe Ratio is 2.08, which is higher than the ADME Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of JUCY and ADME, 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

JUCY vs. ADME - Drawdown Comparison

The maximum JUCY drawdown since its inception was -1.56%, smaller than the maximum ADME drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for JUCY and ADME.


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Drawdown Indicators


JUCYADMEDifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-27.49%

+25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

-7.49%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-1.56%

-15.67%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

Max Drawdown (10Y)

Largest decline over 10 years

-27.49%

Current Drawdown

Current decline from peak

-0.08%

-2.55%

+2.47%

Average Drawdown

Average peak-to-trough decline

-0.32%

-7.83%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

1.98%

-1.74%

Volatility

JUCY vs. ADME - Volatility Comparison

The current volatility for Aptus Enhanced Yield ETF (JUCY) is 0.68%, while Aptus Drawdown Managed Equity ETF (ADME) has a volatility of 3.24%. This indicates that JUCY experiences smaller price fluctuations and is considered to be less risky than ADME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUCYADMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

3.24%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

8.87%

-6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

11.07%

-7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

13.03%

-9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

14.45%

-11.12%

JUCY vs. ADME - Expense Ratio Comparison

JUCY has a 0.60% expense ratio, which is lower than ADME's 0.79% expense ratio.


Dividends

JUCY vs. ADME - Dividend Comparison

JUCY's dividend yield for the trailing twelve months is around 8.17%, more than ADME's 0.36% yield.


PositionTTM2025202420232022202120202019201820172016
ADME
Aptus Drawdown Managed Equity ETF
0.36%0.38%0.47%0.78%0.73%0.26%0.41%0.70%0.86%0.32%0.69%
JUCY
Aptus Enhanced Yield ETF
8.17%7.98%7.83%9.31%0.58%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JUCY and ADME have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADME has higher volatility (3.24%) compared to JUCY (0.68%). In terms of maximum drawdown, JUCY dropped -1.56% vs ADME's -27.49%.

On 3-year performance, ADME leads with 14.51% vs 4.70% for JUCY. On fees, JUCY is cheaper at 0.60% per year. On volatility, JUCY has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ADME has performed better with a 14.51% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JUCY is cheaper with a 0.60% expense ratio, compared with 0.79% for ADME.

JUCY has the higher dividend yield at 8.17%, compared with 0.36% for ADME.

JUCY is categorized as Intermediate Core Bond, while ADME is Equity Hedged. Their fees differ too: 0.60% for JUCY and 0.79% for ADME.

JUCY currently has the higher Sharpe Ratio (2.08 vs 1.21), 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

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