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 11.71%/yr vs 61.87%/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 -13.43% return, which is significantly higher than ETH-USD's -40.81% return. Over the past 10 years, JUMSY has underperformed ETH-USD with an annualized return of 11.71%, while ETH-USD has yielded a comparatively higher 61.87% 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%
ETH-USD
- 1D
- -3.01%
- 1M
- -25.60%
- YTD
- -40.81%
- 6M
- -43.97%
- 1Y
- -32.69%
- 3Y*
- -1.02%
- 5Y*
- -7.76%
- 10Y*
- 61.87%
JUMSY vs. ETH-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% |
ETH-USD Ethereum | -40.81% | -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 0.00, 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 | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 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.
| JUMSY | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.96 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | -0.51 | +0.20 |
| Martin ratioReturn relative to average drawdown | -0.59 | -0.86 | +0.27 |
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 | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.49 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | -0.11 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.66 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.76 | -0.47 |
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 | -36.86% | -63.65% | +26.79% |
Max Drawdown (3Y)Largest decline over 3 years | -36.86% | -63.80% | +26.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -79.35% | +42.49% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -94.01% | +48.60% |
Current DrawdownCurrent decline from peak | -28.68% | -63.65% | +34.97% |
Average DrawdownAverage peak-to-trough decline | -14.41% | -50.87% | +36.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.69% | 43.81% | -24.12% |
Volatility
JUMSY vs. ETH-USD - Volatility Comparison
Jumbo SA ADR (JUMSY) has a higher volatility of 15.11% compared to Ethereum (ETH-USD) at 10.87%. This indicates that JUMSY's price experiences larger fluctuations and is considered to be riskier 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 | 15.11% | 10.87% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 57.58% | 45.09% | +12.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.17% | 55.92% | +16.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.43% | 59.51% | -5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.80% | 77.97% | -17.17% |
Frequently Asked Questions
JUMSY and ETH-USD 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.
JUMSY has higher volatility (15.11%) compared to ETH-USD (10.87%). In terms of maximum drawdown, JUMSY dropped -45.41% vs ETH-USD's -94.01%.
JUMSY currently has the higher Sharpe Ratio (-0.16 vs -0.49), 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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