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PRAP.DE vs. JER5.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRAP.DE and JER5.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PRAP.DE vs. JER5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime US Corporates UCITS ETF (PRAP.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.07%
-3.66%
PRAP.DE
JER5.DE

Key characteristics

Sharpe Ratio

PRAP.DE:

1.26

JER5.DE:

3.06

Sortino Ratio

PRAP.DE:

2.01

JER5.DE:

4.93

Omega Ratio

PRAP.DE:

1.24

JER5.DE:

1.60

Calmar Ratio

PRAP.DE:

0.70

JER5.DE:

1.63

Martin Ratio

PRAP.DE:

7.87

JER5.DE:

22.59

Ulcer Index

PRAP.DE:

1.06%

JER5.DE:

0.25%

Daily Std Dev

PRAP.DE:

6.60%

JER5.DE:

1.88%

Max Drawdown

PRAP.DE:

-17.18%

JER5.DE:

-10.17%

Current Drawdown

PRAP.DE:

-3.25%

JER5.DE:

0.00%

Returns By Period

In the year-to-date period, PRAP.DE achieves a 1.61% return, which is significantly higher than JER5.DE's 0.63% return.


PRAP.DE

YTD

1.61%

1M

1.08%

6M

5.90%

1Y

8.98%

5Y*

0.67%

10Y*

N/A

JER5.DE

YTD

0.63%

1M

0.60%

6M

2.39%

1Y

5.43%

5Y*

0.57%

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.


PRAP.DE vs. JER5.DE - Expense Ratio Comparison

PRAP.DE has a 0.05% expense ratio, which is higher than JER5.DE's 0.04% 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%.


PRAP.DE
Amundi Prime US Corporates UCITS ETF
Expense ratio chart for PRAP.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%
Expense ratio chart for JER5.DE: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PRAP.DE vs. JER5.DE — Risk-Adjusted Performance Rank

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

PRAP.DE
The Risk-Adjusted Performance Rank of PRAP.DE is 5353
Overall Rank
The Sharpe Ratio Rank of PRAP.DE is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAP.DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PRAP.DE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PRAP.DE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of PRAP.DE is 6767
Martin Ratio Rank

JER5.DE
The Risk-Adjusted Performance Rank of JER5.DE is 8989
Overall Rank
The Sharpe Ratio Rank of JER5.DE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JER5.DE is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JER5.DE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JER5.DE is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JER5.DE is 9696
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.

PRAP.DE vs. JER5.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF (PRAP.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.


Sharpe ratio
The chart of Sharpe ratio for PRAP.DE, currently valued at 0.76, compared to the broader market0.002.004.000.760.35
The chart of Sortino ratio for PRAP.DE, currently valued at 1.11, compared to the broader market0.005.0010.001.110.54
The chart of Omega ratio for PRAP.DE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.07
The chart of Calmar ratio for PRAP.DE, currently valued at 0.34, compared to the broader market0.005.0010.0015.0020.000.340.14
The chart of Martin ratio for PRAP.DE, currently valued at 2.17, compared to the broader market0.0020.0040.0060.0080.00100.002.170.73
PRAP.DE
JER5.DE

The current PRAP.DE Sharpe Ratio is 1.26, which is lower than the JER5.DE Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of PRAP.DE and JER5.DE, 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 Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.76
0.35
PRAP.DE
JER5.DE

Dividends

PRAP.DE vs. JER5.DE - Dividend Comparison

Neither PRAP.DE nor JER5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAP.DE vs. JER5.DE - Drawdown Comparison

The maximum PRAP.DE drawdown since its inception was -17.18%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for PRAP.DE and JER5.DE. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%SeptemberOctoberNovemberDecember2025February
-9.07%
-13.90%
PRAP.DE
JER5.DE

Volatility

PRAP.DE vs. JER5.DE - Volatility Comparison

The current volatility for Amundi Prime US Corporates UCITS ETF (PRAP.DE) is 1.90%, while JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) has a volatility of 2.17%. This indicates that PRAP.DE experiences smaller price fluctuations and is considered to be less risky than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.90%
2.17%
PRAP.DE
JER5.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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