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JUNZ vs. TMAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUNZ vs. TMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (June) ETF (JUNZ) and FT Vest Emerging Markets Buffer ETF - March (TMAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUNZ achieves a 8.42% return, which is significantly lower than TMAR's 14.45% return.


JUNZ

1D
-0.40%
1M
4.04%
YTD
8.42%
6M
8.23%
1Y
21.10%
3Y*
16.22%
5Y*
9.84%
10Y*

TMAR

1D
-0.72%
1M
2.73%
YTD
14.45%
6M
15.92%
1Y
28.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUNZ vs. TMAR - Yearly Performance Comparison


Correlation

The correlation between JUNZ and TMAR is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.65

The correlation between JUNZ and TMAR has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

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Return for Risk

JUNZ vs. TMAR — Risk / Return Rank

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

JUNZ
JUNZ Risk / Return Rank: 6161
Overall Rank
JUNZ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JUNZ Sortino Ratio Rank: 6464
Sortino Ratio Rank
JUNZ Omega Ratio Rank: 6363
Omega Ratio Rank
JUNZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
JUNZ Martin Ratio Rank: 6363
Martin Ratio Rank

TMAR
TMAR Risk / Return Rank: 9494
Overall Rank
TMAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TMAR Sortino Ratio Rank: 9393
Sortino Ratio Rank
TMAR Omega Ratio Rank: 9696
Omega Ratio Rank
TMAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
TMAR Martin Ratio Rank: 9696
Martin Ratio Rank
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.

JUNZ vs. TMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (June) ETF (JUNZ) and FT Vest Emerging Markets Buffer ETF - March (TMAR). 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.


JUNZTMARDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.38

1.77

-0.38

Calmar ratioReturn relative to maximum drawdown

2.56

7.95

-5.39

Martin ratioReturn relative to average drawdown

11.27

38.42

-27.15

JUNZ vs. TMAR - Sharpe Ratio Comparison

The current JUNZ Sharpe Ratio is 2.12, which is lower than the TMAR Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of JUNZ and TMAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JUNZTMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

3.06

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

2.25

-1.40

Drawdowns

JUNZ vs. TMAR - Drawdown Comparison

The maximum JUNZ drawdown since its inception was -17.88%, which is greater than TMAR's maximum drawdown of -9.93%. Use the drawdown chart below to compare losses from any high point for JUNZ and TMAR.


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Drawdown Indicators


JUNZTMARDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-9.93%

-7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-3.64%

-4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

Current Drawdown

Current decline from peak

-0.40%

-0.72%

+0.32%

Average Drawdown

Average peak-to-trough decline

-4.27%

-0.66%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

0.75%

+1.13%

Volatility

JUNZ vs. TMAR - Volatility Comparison

The current volatility for TrueShares Structured Outcome (June) ETF (JUNZ) is 2.45%, while FT Vest Emerging Markets Buffer ETF - March (TMAR) has a volatility of 4.53%. This indicates that JUNZ experiences smaller price fluctuations and is considered to be less risky than TMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUNZTMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

4.53%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

8.17%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

9.47%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

11.42%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.73%

11.42%

+0.31%

JUNZ vs. TMAR - Expense Ratio Comparison

JUNZ has a 0.79% expense ratio, which is lower than TMAR's 0.95% expense ratio.


Dividends

JUNZ vs. TMAR - Dividend Comparison

JUNZ's dividend yield for the trailing twelve months is around 2.12%, while TMAR has not paid dividends to shareholders.


PositionTTM20252024202320222021
JUNZ
TrueShares Structured Outcome (June) ETF
2.12%2.30%3.97%6.03%0.56%0.32%
TMAR
FT Vest Emerging Markets Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JUNZ and TMAR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMAR has higher volatility (4.53%) compared to JUNZ (2.45%). In terms of maximum drawdown, JUNZ dropped -17.88% vs TMAR's -9.93%.

On 1-year performance, TMAR leads with 28.83% vs 21.10% for JUNZ. On fees, JUNZ is cheaper at 0.79% per year. On volatility, JUNZ has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TMAR has performed better with a 28.83% return vs 21.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JUNZ is cheaper with a 0.79% expense ratio, compared with 0.95% for TMAR.

JUNZ has the higher dividend yield at 2.12%, compared with 0.00% for TMAR.

JUNZ tracks S&P 500 Price Return Index, while TMAR tracks iShares MSCI Emerging Markets ETF (EEM) Price Return. They also come from different issuers: TrueShares and First Trust. Their fees differ too: 0.79% for JUNZ and 0.95% for TMAR.

TMAR currently has the higher Sharpe Ratio (3.06 vs 2.12), 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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