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 11.71%/yr vs 59.71%/yr for BTC-USD. At a correlation of -0.00, they often move in opposite directions.
Performance
JUMSY vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, JUMSY achieves a -13.43% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, JUMSY has underperformed BTC-USD with an annualized return of 11.71%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
JUMSY
- 1D
- 2.33%
- 1M
- 1.12%
- YTD
- -13.43%
- 6M
- -9.94%
- 1Y
- -11.54%
- 3Y*
- 15.64%
- 5Y*
- 16.72%
- 10Y*
- 11.71%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
JUMSY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUMSY Jumbo SA ADR | -13.43% | 4.30% | 23.94% | 93.98% | 15.43% | -6.39% | -11.66% | 35.04% | -13.54% | 7.65% |
BTC-USD Bitcoin | -27.60% | -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 0.03, 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 | 0.03 |
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 20, 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.
| JUMSY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.87 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | -0.80 | +0.48 |
| Martin ratioReturn relative to average drawdown | -0.59 | -1.39 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JUMSY | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.92 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.23 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.88 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.13 | -0.84 |
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 | -36.86% | -49.65% | +12.79% |
Max Drawdown (3Y)Largest decline over 3 years | -36.86% | -49.65% | +12.79% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -76.67% | +39.81% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -83.80% | +38.39% |
Current DrawdownCurrent decline from peak | -28.68% | -49.21% | +20.53% |
Average DrawdownAverage peak-to-trough decline | -14.41% | -42.28% | +27.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.69% | 33.87% | -14.18% |
Volatility
JUMSY vs. BTC-USD - Volatility Comparison
Jumbo SA ADR (JUMSY) has a higher volatility of 15.11% compared to Bitcoin (BTC-USD) at 10.14%. 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 | 15.11% | 10.14% | +4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 57.58% | 34.17% | +23.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.17% | 35.51% | +36.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.43% | 44.98% | +9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.80% | 56.69% | +4.11% |
Frequently Asked Questions
JUMSY and BTC-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JUMSY has higher volatility (15.11%) compared to BTC-USD (10.14%). In terms of maximum drawdown, JUMSY dropped -45.41% vs BTC-USD's -85.30%.
JUMSY currently has the higher Sharpe Ratio (-0.16 vs -0.92), 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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