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SDOG vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDOG vs. JPM

Last updated Jun 14, 2026

SDOG (ALPS Sector Dividend Dogs ETF) is Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, SDOG returned 9.99%/yr vs 21.02%/yr for JPM. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

SDOG vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDOG achieves a 17.13% return, which is significantly higher than JPM's 0.50% return. Over the past 10 years, SDOG has underperformed JPM with an annualized return of 9.99%, while JPM has yielded a comparatively higher 21.02% annualized return.

SDOG

1D
1.26%
1M
5.43%
YTD
17.13%
6M
16.28%
1Y
27.16%
3Y*
16.38%
5Y*
9.08%
10Y*
9.99%

JPM

1D
2.31%
1M
6.94%
YTD
0.50%
6M
1.66%
1Y
23.40%
3Y*
34.22%
5Y*
17.82%
10Y*
21.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDOG vs. JPM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SDOG
ALPS Sector Dividend Dogs ETF		17.13%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%
JPM
JPMorgan Chase & Co.		0.50%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between SDOG and JPM is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2012

0.66

Over the past year, the correlation between SDOG and JPM has dropped to 0.43 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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ALPS Sector Dividend Dogs ETF

JPMorgan Chase & Co.

Often compared with SDOG:
SDOG vs. SCHDSDOG vs. SPYSDOG vs. CDLSDOG vs. SDYSDOG vs. VIGSDOG vs. VOOSDOG vs. DIVO
Often compared with JPM:
JPM vs. BACJPM vs. SPYJPM vs. BLKJPM vs. AXPJPM vs. VOOJPM vs. UBSJPM vs. HSBC

Return for Risk

SDOG vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDOG
SDOG Risk / Return Rank: 8383
Overall Rank
SDOG Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDOG Omega Ratio Rank: 7878
Omega Ratio Rank
SDOG Calmar Ratio Rank: 8686
Calmar Ratio Rank
SDOG Martin Ratio Rank: 8080
Martin Ratio Rank
JPM
JPM Risk / Return Rank: 6969
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6666
Sortino Ratio Rank
JPM Omega Ratio Rank: 6666
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDOG vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) 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.

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.

SDOGJPMDifference
Sharpe ratioReturn per unit of total volatility
2.30
1.01

+1.29

Sortino ratioReturn per unit of downside risk
3.45
1.43

+2.01

Omega ratioGain probability vs. loss probability

1.40

1.18

+0.22

Calmar ratioReturn relative to maximum drawdown

4.25

1.42

+2.83

Martin ratioReturn relative to average drawdown

13.63

3.36

+10.27

SDOG vs. JPM - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 2.30, which is higher than the JPM Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SDOG and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SDOG vs. JPM - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for SDOG and JPM.

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Drawdown Indicators

SDOGJPMDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-76.16%

+32.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-15.47%

+9.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-24.42%

+8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

-38.77%

+18.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

-43.63%

+0.07%

Current Drawdown

Current decline from peak

0.00%

-3.66%

+3.66%

Average Drawdown

Average peak-to-trough decline

-4.91%

-17.62%

+12.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

6.54%

-4.60%

Volatility

SDOG vs. JPM - Volatility Comparison

The current volatility for ALPS Sector Dividend Dogs ETF (SDOG) is 3.34%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.35%. This indicates that SDOG 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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Volatility by Period

SDOGJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

6.35%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

16.67%

-8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

21.76%

-10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

24.46%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

27.39%

-8.33%

Dividends

SDOG vs. JPM - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.26%, more than JPM's 1.84% yield.

PositionTTM20252024202320222021202020192018201720162015
JPM
JPMorgan Chase & Co.		1.84%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
SDOG
ALPS Sector Dividend Dogs ETF		3.26%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%

Frequently Asked Questions

SDOG and JPM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPM has higher volatility (6.35%) compared to SDOG (3.34%). In terms of maximum drawdown, SDOG dropped -43.56% vs JPM's -76.16%.

SDOG currently has the higher Sharpe Ratio (2.30 vs 1.01), 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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