JUMSY vs. DVY

Last updated Jun 4, 2026

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 11.45%/yr vs 10.13%/yr for DVY. At a 0.03 correlation, their price movements are largely independent.

Performance

JUMSY vs. DVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jumbo SA ADR (JUMSY) and iShares Select Dividend ETF (DVY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JUMSY achieves a -15.41% return, which is significantly lower than DVY's 9.70% return. Over the past 10 years, JUMSY has outperformed DVY with an annualized return of 11.45%, while DVY has yielded a comparatively lower 10.13% annualized return.

JUMSY

• 1D: -0.49%
• 1M: -7.64%
• YTD: -15.41%
• 6M: -12.60%
• 1Y: -13.56%
• 3Y*: 14.76%
• 5Y*: 16.18%
• 10Y*: 11.45%

DVY

• 1D: -0.76%
• 1M: 0.05%
• YTD: 9.70%
• 6M: 10.36%
• 1Y: 21.04%
• 3Y*: 15.52%
• 5Y*: 8.51%
• 10Y*: 10.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JUMSY vs. DVY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JUMSY Jumbo SA ADR	-15.41%	4.30%	23.94%	93.98%	15.43%	-6.39%	-11.66%	35.04%	-13.54%	7.65%
DVY iShares Select Dividend ETF	9.70%	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 -0.00, 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	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Mar 20, 2015	0.03

Return for Risk

JUMSY vs. DVY — Risk / Return Rank

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

JUMSY

JUMSY Risk / Return Rank: 33
JUMSY Sharpe Ratio Rank: 33
JUMSY Sortino Ratio Rank: 36
JUMSY Omega Ratio Rank: 36
JUMSY Calmar Ratio Rank: 29
JUMSY Martin Ratio Rank: 29

DVY

DVY Risk / Return Rank: 57
DVY Sharpe Ratio Rank: 54
DVY Sortino Ratio Rank: 58
DVY Omega Ratio Rank: 51
DVY Calmar Ratio Rank: 61
DVY Martin Ratio Rank: 60

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.

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.

	JUMSY	DVY	Difference
Sharpe ratio Return per unit of total volatility	-0.19	1.90	-2.09
Sortino ratio Return per unit of downside risk	0.23	2.79	-2.56
Omega ratio Gain probability vs. loss probability	1.03	1.32	-0.29
Calmar ratio Return relative to maximum drawdown	-0.37	3.07	-3.44
Martin ratio Return relative to average drawdown	-0.69	10.83	-11.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JUMSY vs. DVY - Sharpe Ratio Comparison

The current JUMSY Sharpe Ratio is -0.19, which is lower than the DVY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JUMSY and DVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JUMSY	DVY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	1.90	-2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.56	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.56	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.47	-0.19

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.

Drawdown Indicators

	JUMSY	DVY	Difference
Max Drawdown Largest peak-to-trough decline	-45.41%	-62.59%	+17.18%
Max Drawdown (1Y) Largest decline over 1 year	-36.86%	-6.89%	-29.97%
Max Drawdown (3Y) Largest decline over 3 years	-36.86%	-16.00%	-20.86%
Max Drawdown (5Y) Largest decline over 5 years	-36.86%	-17.54%	-19.32%
Max Drawdown (10Y) Largest decline over 10 years	-45.41%	-41.59%	-3.82%
Current Drawdown Current decline from peak	-30.31%	-1.96%	-28.35%
Average Drawdown Average peak-to-trough decline	-14.40%	-8.79%	-5.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.60%	1.95%	+17.65%

Volatility

JUMSY vs. DVY - Volatility Comparison

Jumbo SA ADR (JUMSY) has a higher volatility of 16.36% compared to iShares Select Dividend ETF (DVY) at 2.79%. 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.

Volatility by Period

	JUMSY	DVY	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.36%	2.79%	+13.57%
Volatility (6M) Calculated over the trailing 6-month period	57.53%	7.56%	+49.97%
Volatility (1Y) Calculated over the trailing 1-year period	72.14%	11.14%	+61.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.42%	15.20%	+39.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.81%	18.01%	+42.80%

Dividends

JUMSY vs. DVY - Dividend Comparison

JUMSY's dividend yield for the trailing twelve months is around 4.44%, more than DVY's 3.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVY iShares Select Dividend ETF	3.41%	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	4.44%	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

Can I hold both JUMSY and DVY in my portfolio?

JUMSY and DVY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JUMSY or DVY?

JUMSY has higher volatility (16.36%) compared to DVY (2.79%). In terms of maximum drawdown, JUMSY dropped -45.41% vs DVY's -62.59%.

Which has better risk-adjusted returns?

DVY currently has the higher Sharpe Ratio (1.90 vs -0.19), 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.