MAT vs. JPST
MAT (Mattel, Inc.) is a stock, while JPST (JPMorgan Ultra-Short Income ETF) is Ultrashort Bond fund actively managed by JPMorgan. Over the past 5 years, MAT returned -6.77%/yr vs 3.66%/yr for JPST. At a 0.06 correlation, their price movements are largely independent.
Performance
MAT vs. JPST - Performance Comparison
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Returns By Period
In the year-to-date period, MAT achieves a -30.04% return, which is significantly lower than JPST's 1.58% return.
MAT
- 1D
- 0.80%
- 1M
- -8.02%
- YTD
- -30.04%
- 6M
- -30.50%
- 1Y
- -28.67%
- 3Y*
- -8.42%
- 5Y*
- -6.77%
- 10Y*
- -6.75%
JPST
- 1D
- 0.02%
- 1M
- 0.33%
- YTD
- 1.58%
- 6M
- 1.66%
- 1Y
- 4.17%
- 3Y*
- 5.17%
- 5Y*
- 3.66%
- 10Y*
- —
MAT vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAT Mattel, Inc. | -30.04% | 11.90% | -6.09% | 5.83% | -17.25% | 23.55% | 28.78% | 35.64% | -35.05% | -29.72% |
JPST JPMorgan Ultra-Short Income ETF | 1.58% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 3.34% | 2.23% | 0.98% |
Correlation
The correlation between MAT and JPST is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 19, 2017 | 0.06 |
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Return for Risk
MAT vs. JPST — Risk / Return Rank
MAT
JPST
MAT vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mattel, Inc. (MAT) 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.
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.
| MAT | JPST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.37 | ||
| Sortino ratioReturn per unit of downside risk | -16.92 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 3.66 | -2.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 28.19 | -28.94 |
| Martin ratioReturn relative to average drawdown | -1.38 | 134.29 | -135.67 |
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Drawdowns
MAT vs. JPST - Drawdown Comparison
The maximum MAT drawdown since its inception was -83.68%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for MAT and JPST.
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Drawdown Indicators
| MAT | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.68% | -3.28% | -80.40% |
Max Drawdown (1Y)Largest decline over 1 year | -38.31% | -0.15% | -38.16% |
Max Drawdown (3Y)Largest decline over 3 years | -38.75% | -0.30% | -38.45% |
Max Drawdown (5Y)Largest decline over 5 years | -49.31% | -0.79% | -48.52% |
Max Drawdown (10Y)Largest decline over 10 years | -77.44% | — | — |
Current DrawdownCurrent decline from peak | -64.77% | 0.00% | -64.77% |
Average DrawdownAverage peak-to-trough decline | -41.38% | -0.08% | -41.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.79% | 0.03% | +20.76% |
Volatility
MAT vs. JPST - Volatility Comparison
Mattel, Inc. (MAT) has a higher volatility of 6.89% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.19%. This indicates that MAT'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.
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Volatility by Period
| MAT | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 0.19% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 34.11% | 0.38% | +33.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.06% | 0.55% | +40.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.10% | 0.58% | +36.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.79% | 0.93% | +40.86% |
Dividends
MAT vs. JPST - Dividend Comparison
MAT has not paid dividends to shareholders, while JPST's dividend yield for the trailing twelve months is around 4.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 4.25% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% |
MAT Mattel, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.92% | 5.52% | 5.59% |
Frequently Asked Questions
MAT and JPST have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAT has higher volatility (6.89%) compared to JPST (0.19%). In terms of maximum drawdown, MAT dropped -83.68% vs JPST's -3.28%.
JPST currently has the higher Sharpe Ratio (7.67 vs -0.70), 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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