PortfoliosLab logo
LSAT vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSAT and JPST is 0.08, 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.


Performance

LSAT vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leadershares Alphafactor Tactical Focused ETF (LSAT) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LSAT:

0.26

JPST:

8.80

Sortino Ratio

LSAT:

0.66

JPST:

17.47

Omega Ratio

LSAT:

1.09

JPST:

4.10

Calmar Ratio

LSAT:

0.37

JPST:

18.14

Martin Ratio

LSAT:

1.23

JPST:

129.60

Ulcer Index

LSAT:

5.46%

JPST:

0.04%

Daily Std Dev

LSAT:

17.62%

JPST:

0.61%

Max Drawdown

LSAT:

-20.48%

JPST:

-3.28%

Current Drawdown

LSAT:

-8.62%

JPST:

-0.02%

Returns By Period

In the year-to-date period, LSAT achieves a -2.13% return, which is significantly lower than JPST's 1.69% return.


LSAT

YTD

-2.13%

1M

7.65%

6M

-5.47%

1Y

4.16%

5Y*

N/A

10Y*

N/A

JPST

YTD

1.69%

1M

0.58%

6M

2.35%

1Y

5.34%

5Y*

3.07%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSAT vs. JPST - Expense Ratio Comparison

LSAT has a 0.99% expense ratio, which is higher than JPST's 0.18% expense ratio.


Risk-Adjusted Performance

LSAT vs. JPST — Risk-Adjusted Performance Rank

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

LSAT
The Risk-Adjusted Performance Rank of LSAT is 4646
Overall Rank
The Sharpe Ratio Rank of LSAT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LSAT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of LSAT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of LSAT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of LSAT is 4747
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSAT vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leadershares Alphafactor Tactical Focused ETF (LSAT) and JPMorgan Ultra-Short Income ETF (JPST). 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.


The current LSAT Sharpe Ratio is 0.26, which is lower than the JPST Sharpe Ratio of 8.80. The chart below compares the historical Sharpe Ratios of LSAT and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

LSAT vs. JPST - Dividend Comparison

LSAT's dividend yield for the trailing twelve months is around 1.33%, less than JPST's 4.91% yield.


TTM20242023202220212020201920182017
LSAT
Leadershares Alphafactor Tactical Focused ETF
1.33%1.31%1.85%0.36%3.44%0.31%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.91%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

LSAT vs. JPST - Drawdown Comparison

The maximum LSAT drawdown since its inception was -20.48%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for LSAT and JPST. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LSAT vs. JPST - Volatility Comparison

Leadershares Alphafactor Tactical Focused ETF (LSAT) has a higher volatility of 5.67% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.24%. This indicates that LSAT's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...