JUMSY vs. DVY
JUMSY (Jumbo SA ADR) is a stock, while DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Over the past 10 years, JUMSY returned 13.70%/yr vs 10.39%/yr for DVY. At a 0.03 correlation, their price movements are largely independent.
Performance
JUMSY vs. DVY - Performance Comparison
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Returns By Period
In the year-to-date period, JUMSY achieves a -13.46% return, which is significantly lower than DVY's 11.95% return. Over the past 10 years, JUMSY has outperformed DVY with an annualized return of 13.70%, while DVY has yielded a comparatively lower 10.39% annualized return.
JUMSY
- 1D
- 0.00%
- 1M
- 7.09%
- YTD
- -13.46%
- 6M
- -15.71%
- 1Y
- -11.58%
- 3Y*
- 4.17%
- 5Y*
- 16.71%
- 10Y*
- 13.70%
DVY
- 1D
- 0.93%
- 1M
- 0.67%
- YTD
- 11.95%
- 6M
- 11.29%
- 1Y
- 22.55%
- 3Y*
- 16.40%
- 5Y*
- 9.78%
- 10Y*
- 10.39%
JUMSY vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUMSY Jumbo SA ADR | -13.46% | 4.30% | 23.94% | 93.98% | 15.43% | -6.39% | -11.66% | 35.04% | -13.54% | 7.65% |
DVY iShares Select Dividend ETF | 11.95% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between JUMSY and DVY is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2015 | 0.03 |
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Return for Risk
JUMSY vs. DVY — Risk / Return Rank
JUMSY
DVY
JUMSY vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jumbo SA ADR (JUMSY) and iShares Select Dividend ETF (DVY). 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 | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.34 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.29 | -3.60 |
| Martin ratioReturn relative to average drawdown | -0.56 | 11.48 | -12.04 |
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Drawdowns
JUMSY vs. DVY - Drawdown Comparison
The maximum JUMSY drawdown since its inception was -45.41%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for JUMSY and DVY.
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Drawdown Indicators
| JUMSY | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.41% | -62.59% | +17.18% |
Max Drawdown (1Y)Largest decline over 1 year | -37.54% | -6.89% | -30.65% |
Max Drawdown (3Y)Largest decline over 3 years | -37.54% | -16.00% | -21.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.54% | -17.54% | -20.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -41.59% | -3.82% |
Current DrawdownCurrent decline from peak | -28.71% | -1.28% | -27.43% |
Average DrawdownAverage peak-to-trough decline | -14.48% | -8.77% | -5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.79% | 1.97% | +18.82% |
Volatility
JUMSY vs. DVY - Volatility Comparison
Jumbo SA ADR (JUMSY) has a higher volatility of 23.11% compared to iShares Select Dividend ETF (DVY) at 3.47%. This indicates that JUMSY's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUMSY | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.11% | 3.47% | +19.64% |
Volatility (6M)Calculated over the trailing 6-month period | 58.50% | 7.79% | +50.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.72% | 11.28% | +63.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.15% | 15.15% | +40.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.83% | 18.02% | +42.81% |
Dividends
JUMSY vs. DVY - Dividend Comparison
JUMSY's dividend yield for the trailing twelve months is around 4.34%, more than DVY's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.38% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
JUMSY Jumbo SA ADR | 4.34% | 1.84% | 5.50% | 11.61% | 7.83% | 5.57% | 5.60% | 2.79% | 1.06% | 0.83% | 3.32% | 0.00% |
Frequently Asked Questions
JUMSY and DVY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JUMSY has higher volatility (23.11%) compared to DVY (3.47%). In terms of maximum drawdown, JUMSY dropped -45.41% vs DVY's -62.59%.
DVY currently has the higher Sharpe Ratio (2.01 vs -0.16), 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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