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PR1J.DE vs. JMLP.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PR1J.DEJMLP.DE
YTD Return8.26%22.81%
1Y Return5.47%22.95%
3Y Return (Ann)1.63%22.32%
Sharpe Ratio0.441.59
Daily Std Dev16.94%14.72%
Max Drawdown-28.08%-19.49%
Current Drawdown-4.98%-0.77%

Correlation

-0.50.00.51.00.4

The correlation between PR1J.DE and JMLP.DE is 0.37, 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

PR1J.DE vs. JMLP.DE - Performance Comparison

In the year-to-date period, PR1J.DE achieves a 8.26% return, which is significantly lower than JMLP.DE's 22.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-1.72%
13.37%
PR1J.DE
JMLP.DE

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


PR1J.DE vs. JMLP.DE - Expense Ratio Comparison

PR1J.DE has a 0.05% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.


JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for JMLP.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for PR1J.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PR1J.DE vs. JMLP.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE). 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.


PR1J.DE
Sharpe ratio
The chart of Sharpe ratio for PR1J.DE, currently valued at 0.70, compared to the broader market0.002.004.000.70
Sortino ratio
The chart of Sortino ratio for PR1J.DE, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.0012.001.03
Omega ratio
The chart of Omega ratio for PR1J.DE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for PR1J.DE, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.67
Martin ratio
The chart of Martin ratio for PR1J.DE, currently valued at 3.35, compared to the broader market0.0020.0040.0060.0080.00100.003.35
JMLP.DE
Sharpe ratio
The chart of Sharpe ratio for JMLP.DE, currently valued at 1.95, compared to the broader market0.002.004.001.95
Sortino ratio
The chart of Sortino ratio for JMLP.DE, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for JMLP.DE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for JMLP.DE, currently valued at 4.39, compared to the broader market0.005.0010.0015.004.39
Martin ratio
The chart of Martin ratio for JMLP.DE, currently valued at 14.78, compared to the broader market0.0020.0040.0060.0080.00100.0014.78

PR1J.DE vs. JMLP.DE - Sharpe Ratio Comparison

The current PR1J.DE Sharpe Ratio is 0.44, which is lower than the JMLP.DE Sharpe Ratio of 1.59. The chart below compares the 12-month rolling Sharpe Ratio of PR1J.DE and JMLP.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.70
1.95
PR1J.DE
JMLP.DE

Dividends

PR1J.DE vs. JMLP.DE - Dividend Comparison

PR1J.DE's dividend yield for the trailing twelve months is around 1.76%, less than JMLP.DE's 3.58% yield.


TTM20232022202120202019
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
1.76%1.90%2.21%1.79%1.73%1.88%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
3.58%7.00%8.29%7.61%4.84%0.00%

Drawdowns

PR1J.DE vs. JMLP.DE - Drawdown Comparison

The maximum PR1J.DE drawdown since its inception was -28.08%, which is greater than JMLP.DE's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for PR1J.DE and JMLP.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.15%
-0.42%
PR1J.DE
JMLP.DE

Volatility

PR1J.DE vs. JMLP.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) has a higher volatility of 5.47% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 3.28%. This indicates that PR1J.DE's price experiences larger fluctuations and is considered to be riskier than JMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.47%
3.28%
PR1J.DE
JMLP.DE