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JXX vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JXX vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Transformational Growth ETF (JXX) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JXX achieves a 7.73% return, which is significantly lower than XOMO's 21.86% return.


JXX

1D
4.38%
1M
-7.77%
6M
10.29%
YTD
7.73%
1Y
13.37%
3Y*
5Y*
10Y*
ALL TIME*
13.28%

XOMO

1D
0.46%
1M
12.74%
6M
7.96%
YTD
21.86%
1Y
30.27%
3Y*
5Y*
10Y*
ALL TIME*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$64.45K$47.51K$49.61K
$628.36K$640.10K$704.85K

JXX vs. XOMO - Yearly Performance Comparison


Correlation

The correlation between JXX and XOMO is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.29

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2025

-0.14

The correlation between JXX and XOMO shifts across timeframes, from -0.29 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JXX vs. XOMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JXX
JXX Risk / Return Rank: 2525
Overall Rank
JXX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JXX Sortino Ratio Rank: 2525
Sortino Ratio Rank
JXX Omega Ratio Rank: 2525
Omega Ratio Rank
JXX Calmar Ratio Rank: 2525
Calmar Ratio Rank
JXX Martin Ratio Rank: 2626
Martin Ratio Rank

XOMO
XOMO Risk / Return Rank: 5757
Overall Rank
XOMO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 6161
Sortino Ratio Rank
XOMO Omega Ratio Rank: 6363
Omega Ratio Rank
XOMO Calmar Ratio Rank: 5252
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JXX vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Transformational Growth ETF (JXX) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


JXXXOMODifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.15

Calmar ratioReturn relative to maximum drawdown

0.75

1.76

-1.02

Martin ratioReturn relative to average drawdown

2.17

4.41

-2.24

JXX vs. XOMO - Sharpe Ratio Comparison

The current JXX Sharpe Ratio is 0.59, which is lower than the XOMO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of JXX and XOMO, 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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Drawdowns

JXX vs. XOMO - Drawdown Comparison

The maximum JXX drawdown since its inception was -23.73%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for JXX and XOMO.


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Drawdown Indicators


JXXXOMODifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-18.90%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-18.02%

-17.25%

-0.77%

Current Drawdown

Current decline from peak

-10.26%

-6.34%

-3.92%

Average Drawdown

Average peak-to-trough decline

-5.56%

-7.50%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

6.88%

-0.71%

Volatility

JXX vs. XOMO - Volatility Comparison

Janus Henderson Transformational Growth ETF (JXX) has a higher volatility of 8.49% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 5.91%. This indicates that JXX's price experiences larger fluctuations and is considered to be riskier than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JXXXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

5.91%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

17.25%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.85%

20.66%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.96%

19.20%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.96%

19.20%

+5.76%

JXX vs. XOMO - Expense Ratio Comparison

JXX has a 0.57% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Dividends

JXX vs. XOMO - Dividend Comparison

JXX has not paid dividends to shareholders, while XOMO's dividend yield for the trailing twelve months is around 36.55%.


PositionTTM202520242023
JXX
Janus Henderson Transformational Growth ETF
0.00%0.04%0.00%0.00%
XOMO
YieldMax XOM Option Income Strategy ETF
36.55%31.64%26.94%5.13%

Frequently Asked Questions


JXX and XOMO have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JXX has higher volatility (8.49%) compared to XOMO (5.91%). In terms of maximum drawdown, JXX dropped -23.73% vs XOMO's -18.90%.

On 1-year performance, XOMO leads with 30.27% vs 13.37% for JXX. On fees, JXX is cheaper at 0.57% per year. On volatility, XOMO has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XOMO has performed better with a 30.27% return vs 13.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JXX is cheaper with a 0.57% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 36.55%, compared with 0.00% for JXX.

JXX is categorized as Large Cap Growth Equities, while XOMO is Derivative Income. They also come from different issuers: Janus Henderson and YieldMax. Their fees differ too: 0.57% for JXX and 1.01% for XOMO.

XOMO currently has the higher Sharpe Ratio (1.47 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.

Portfolio Optimizer

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