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NEAR vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NEAR and JPST is 0.06, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

NEAR vs. JPST - Performance Comparison

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

21.00%22.00%23.00%24.00%25.00%NovemberDecember2025FebruaryMarchApril
24.77%
24.38%
NEAR
JPST

Key characteristics

Sharpe Ratio

NEAR:

3.43

JPST:

9.40

Sortino Ratio

NEAR:

5.09

JPST:

18.99

Omega Ratio

NEAR:

1.80

JPST:

4.59

Calmar Ratio

NEAR:

5.91

JPST:

18.60

Martin Ratio

NEAR:

23.82

JPST:

134.54

Ulcer Index

NEAR:

0.29%

JPST:

0.04%

Daily Std Dev

NEAR:

2.00%

JPST:

0.59%

Max Drawdown

NEAR:

-9.60%

JPST:

-3.28%

Current Drawdown

NEAR:

-0.22%

JPST:

0.00%

Returns By Period

In the year-to-date period, NEAR achieves a 1.91% return, which is significantly higher than JPST's 1.51% return.


NEAR

YTD

1.91%

1M

0.68%

6M

2.59%

1Y

6.75%

5Y*

3.61%

10Y*

2.49%

JPST

YTD

1.51%

1M

0.32%

6M

2.34%

1Y

5.48%

5Y*

3.11%

10Y*

N/A

*Annualized

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NEAR vs. JPST - Expense Ratio Comparison

NEAR has a 0.25% expense ratio, which is higher than JPST's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for NEAR: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NEAR: 0.25%
Expense ratio chart for JPST: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPST: 0.18%

Risk-Adjusted Performance

NEAR vs. JPST — Risk-Adjusted Performance Rank

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

NEAR
The Risk-Adjusted Performance Rank of NEAR is 9898
Overall Rank
The Sharpe Ratio Rank of NEAR is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of NEAR is 9898
Omega Ratio Rank
The Calmar Ratio Rank of NEAR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NEAR is 9898
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.

NEAR vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Maturity Bond ETF (NEAR) 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 chart of Sharpe ratio for NEAR, currently valued at 3.43, compared to the broader market-1.000.001.002.003.004.00
NEAR: 3.43
JPST: 9.40
The chart of Sortino ratio for NEAR, currently valued at 5.09, compared to the broader market-2.000.002.004.006.008.00
NEAR: 5.09
JPST: 18.99
The chart of Omega ratio for NEAR, currently valued at 1.80, compared to the broader market0.501.001.502.00
NEAR: 1.80
JPST: 4.59
The chart of Calmar ratio for NEAR, currently valued at 5.91, compared to the broader market0.002.004.006.008.0010.0012.00
NEAR: 5.91
JPST: 18.60
The chart of Martin ratio for NEAR, currently valued at 23.82, compared to the broader market0.0020.0040.0060.00
NEAR: 23.82
JPST: 134.54

The current NEAR Sharpe Ratio is 3.43, which is lower than the JPST Sharpe Ratio of 9.40. The chart below compares the historical Sharpe Ratios of NEAR 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.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.0012.00NovemberDecember2025FebruaryMarchApril
3.43
9.40
NEAR
JPST

Dividends

NEAR vs. JPST - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.90%, less than JPST's 4.97% yield.


TTM20242023202220212020201920182017201620152014
NEAR
iShares Short Maturity Bond ETF
4.90%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%0.85%
JPST
JPMorgan Ultra-Short Income ETF
4.97%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%0.00%

Drawdowns

NEAR vs. JPST - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.60%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for NEAR and JPST. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.22%
0
NEAR
JPST

Volatility

NEAR vs. JPST - Volatility Comparison

iShares Short Maturity Bond ETF (NEAR) has a higher volatility of 1.29% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.29%. This indicates that NEAR'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.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%NovemberDecember2025FebruaryMarchApril
1.29%
0.29%
NEAR
JPST