JUMSY vs. ETH-USD
JUMSY (Jumbo SA ADR) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, JUMSY returned 14.74%/yr vs 67.03%/yr for ETH-USD. At a correlation of -0.02, they often move in opposite directions.
Performance
JUMSY vs. ETH-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 ETH-USD's -35.46% return. Over the past 10 years, JUMSY has underperformed ETH-USD with an annualized return of 14.74%, while ETH-USD has yielded a comparatively higher 67.03% 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%
ETH-USD
- 1D
- 1.27%
- 1M
- 6.67%
- 6M
- -42.93%
- YTD
- -35.46%
- 1Y
- -38.98%
- 3Y*
- -0.15%
- 5Y*
- 0.40%
- 10Y*
- 67.03%
JUMSY vs. ETH-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% |
ETH-USD Ethereum | -35.46% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between JUMSY and ETH-USD is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | -0.02 |
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Return for Risk
JUMSY vs. ETH-USD — Risk / Return Rank
JUMSY
ETH-USD
JUMSY vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jumbo SA ADR (JUMSY) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.94 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.58 | +0.28 |
| Martin ratioReturn relative to average drawdown | -0.50 | -0.89 | +0.40 |
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Drawdowns
JUMSY vs. ETH-USD - Drawdown Comparison
The maximum JUMSY drawdown since its inception was -45.41%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for JUMSY and ETH-USD.
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Drawdown Indicators
| JUMSY | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.41% | -94.01% | +48.60% |
Max Drawdown (1Y)Largest decline over 1 year | -37.54% | -67.60% | +30.06% |
Max Drawdown (3Y)Largest decline over 3 years | -37.54% | -67.60% | +30.06% |
Max Drawdown (5Y)Largest decline over 5 years | -37.54% | -79.35% | +41.81% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -94.01% | +48.60% |
Current DrawdownCurrent decline from peak | -28.23% | -60.37% | +32.14% |
Average DrawdownAverage peak-to-trough decline | -14.57% | -51.00% | +36.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.12% | 36.69% | -14.57% |
Volatility
JUMSY vs. ETH-USD - Volatility Comparison
The current volatility for Jumbo SA ADR (JUMSY) is 11.24%, while Ethereum (ETH-USD) has a volatility of 13.40%. This indicates that JUMSY experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.24% | 13.40% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 57.40% | 46.58% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.40% | 55.44% | +19.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.28% | 58.72% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.85% | 76.81% | -15.96% |
Frequently Asked Questions
JUMSY and ETH-USD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (13.40%) compared to JUMSY (11.24%). In terms of maximum drawdown, JUMSY dropped -45.41% vs ETH-USD's -94.01%.
JUMSY currently has the higher Sharpe Ratio (-0.15 vs -0.59), 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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