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JVA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JVA and VOO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

JVA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coffee Holding Co., Inc. (JVA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
107.90%
8.89%
JVA
VOO

Key characteristics

Sharpe Ratio

JVA:

3.60

VOO:

2.21

Sortino Ratio

JVA:

3.73

VOO:

2.93

Omega Ratio

JVA:

1.46

VOO:

1.41

Calmar Ratio

JVA:

3.11

VOO:

3.25

Martin Ratio

JVA:

20.24

VOO:

14.47

Ulcer Index

JVA:

14.88%

VOO:

1.90%

Daily Std Dev

JVA:

83.78%

VOO:

12.43%

Max Drawdown

JVA:

-97.57%

VOO:

-33.99%

Current Drawdown

JVA:

-86.89%

VOO:

-2.87%

Returns By Period

In the year-to-date period, JVA achieves a 304.40% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, JVA has underperformed VOO with an annualized return of -3.15%, while VOO has yielded a comparatively higher 13.04% annualized return.


JVA

YTD

304.40%

1M

8.55%

6M

107.91%

1Y

295.70%

5Y*

-4.95%

10Y*

-3.15%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

JVA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coffee Holding Co., Inc. (JVA) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for JVA, currently valued at 3.60, compared to the broader market-4.00-2.000.002.003.602.21
The chart of Sortino ratio for JVA, currently valued at 3.73, compared to the broader market-4.00-2.000.002.004.003.732.93
The chart of Omega ratio for JVA, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.41
The chart of Calmar ratio for JVA, currently valued at 3.11, compared to the broader market0.002.004.006.003.113.25
The chart of Martin ratio for JVA, currently valued at 20.24, compared to the broader market-5.000.005.0010.0015.0020.0025.0020.2414.47
JVA
VOO

The current JVA Sharpe Ratio is 3.60, which is higher than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of JVA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.60
2.21
JVA
VOO

Dividends

JVA vs. VOO - Dividend Comparison

JVA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
JVA
Coffee Holding Co., Inc.
0.00%0.00%3.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

JVA vs. VOO - Drawdown Comparison

The maximum JVA drawdown since its inception was -97.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JVA and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.89%
-2.87%
JVA
VOO

Volatility

JVA vs. VOO - Volatility Comparison

Coffee Holding Co., Inc. (JVA) has a higher volatility of 25.30% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that JVA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
25.30%
3.64%
JVA
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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