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RGBITR vs. JPM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RGBITR and JPM is 0.19, 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.

RGBITR vs. JPM

Last updated May 31, 2025

Compare and contrast key facts about Russian Government Bond Index (RGBITR) and JPMorgan Chase & Co. (JPM).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGBITR or JPM.

Performance

RGBITR vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russian Government Bond Index (RGBITR) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RGBITR:

1.40

JPM:

1.26

Sortino Ratio

RGBITR:

2.43

JPM:

1.82

Omega Ratio

RGBITR:

1.29

JPM:

1.26

Calmar Ratio

RGBITR:

0.87

JPM:

1.45

Martin Ratio

RGBITR:

4.17

JPM:

4.83

Ulcer Index

RGBITR:

3.08%

JPM:

7.32%

Daily Std Dev

RGBITR:

9.60%

JPM:

28.36%

Max Drawdown

RGBITR:

-26.91%

JPM:

-74.02%

Current Drawdown

RGBITR:

-0.40%

JPM:

-5.12%

Returns By Period

In the year-to-date period, RGBITR achieves a 7.75% return, which is significantly lower than JPM's 11.38% return.

RGBITR

YTD

7.75%

1M

2.66%

6M

17.43%

1Y

13.29%

3Y*

3.92%

5Y*

1.22%

10Y*

N/A

JPM

YTD

11.38%

1M

7.92%

6M

6.92%

1Y

35.52%

3Y*

29.41%

5Y*

25.54%

10Y*

18.06%

*Annualized

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Russian Government Bond Index

JPMorgan Chase & Co.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RGBITR vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RGBITR
The Risk-Adjusted Performance Rank of RGBITR is 9494
Overall Rank
The Sharpe Ratio Rank of RGBITR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of RGBITR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of RGBITR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of RGBITR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of RGBITR is 9191
Martin Ratio Rank
JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8585
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.

RGBITR vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Russian Government Bond Index (RGBITR) and JPMorgan Chase & Co. (JPM). 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 RGBITR Sharpe Ratio is 1.40, which is comparable to the JPM Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RGBITR and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

RGBITR vs. JPM - Drawdown Comparison

The maximum RGBITR drawdown since its inception was -26.91%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for RGBITR and JPM.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RGBITR vs. JPM - Volatility Comparison

The current volatility for Russian Government Bond Index (RGBITR) is 1.87%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.18%. This indicates that RGBITR experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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