JUMSY vs. BTC-USD
JUMSY (Jumbo SA ADR) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, JUMSY returned 14.74%/yr vs 57.66%/yr for BTC-USD. At a 0.00 correlation, their price movements are largely independent.
Performance
JUMSY vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, JUMSY achieves a -12.89% return, which is significantly higher than BTC-USD's -26.24% return. Over the past 10 years, JUMSY has underperformed BTC-USD with an annualized return of 14.74%, while BTC-USD has yielded a comparatively higher 57.66% annualized return.
JUMSY
- 1D
- 0.00%
- 1M
- -0.74%
- 6M
- -14.88%
- YTD
- -12.89%
- 1Y
- -10.99%
- 3Y*
- 4.40%
- 5Y*
- 18.14%
- 10Y*
- 14.74%
BTC-USD
- 1D
- -0.69%
- 1M
- -2.62%
- 6M
- -33.43%
- YTD
- -26.24%
- 1Y
- -45.20%
- 3Y*
- 28.74%
- 5Y*
- 15.51%
- 10Y*
- 57.66%
JUMSY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUMSY Jumbo SA ADR | -12.89% | 4.30% | 23.94% | 93.98% | 15.43% | -6.39% | -11.66% | 35.04% | -13.54% | 7.65% |
BTC-USD Bitcoin | -26.24% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between JUMSY and BTC-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2015 | 0.00 |
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Return for Risk
JUMSY vs. BTC-USD — Risk / Return Rank
JUMSY
BTC-USD
JUMSY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jumbo SA ADR (JUMSY) and Bitcoin (BTC-USD). 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.
| JUMSY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.84 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.85 | +0.56 |
| Martin ratioReturn relative to average drawdown | -0.50 | -1.38 | +0.88 |
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Drawdowns
JUMSY vs. BTC-USD - Drawdown Comparison
The maximum JUMSY drawdown since its inception was -45.41%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for JUMSY and BTC-USD.
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Drawdown Indicators
| JUMSY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.41% | -85.30% | +39.89% |
Max Drawdown (1Y)Largest decline over 1 year | -37.54% | -53.08% | +15.54% |
Max Drawdown (3Y)Largest decline over 3 years | -37.54% | -53.08% | +15.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.54% | -76.67% | +39.13% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -83.80% | +38.39% |
Current DrawdownCurrent decline from peak | -28.23% | -48.25% | +20.02% |
Average DrawdownAverage peak-to-trough decline | -14.57% | -42.57% | +28.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.12% | 29.20% | -7.08% |
Volatility
JUMSY vs. BTC-USD - Volatility Comparison
Jumbo SA ADR (JUMSY) has a higher volatility of 11.24% compared to Bitcoin (BTC-USD) at 9.75%. This indicates that JUMSY's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUMSY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.24% | 9.75% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 57.40% | 34.90% | +22.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.40% | 35.75% | +39.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.28% | 43.96% | +11.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.85% | 56.34% | +4.51% |
Frequently Asked Questions
JUMSY and BTC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JUMSY has higher volatility (11.24%) compared to BTC-USD (9.75%). In terms of maximum drawdown, JUMSY dropped -45.41% vs BTC-USD's -85.30%.
JUMSY currently has the higher Sharpe Ratio (-0.15 vs -1.05), 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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