PortfoliosLab logoPortfoliosLab logo
STOR.AS vs. JEDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STOR.AS vs. JEDI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and VanEck Space Innovators UCITS ETF (JEDI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

STOR.AS is traded in USD, while JEDI.DE is traded in EUR. To make them comparable, the JEDI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STOR.AS achieves a 75.53% return, which is significantly higher than JEDI.DE's 25.78% return.


STOR.AS

1D
-3.37%
1M
-7.07%
YTD
75.53%
6M
73.71%
1Y
143.90%
3Y*
5Y*
10Y*

JEDI.DE

1D
0.00%
1M
-38.23%
YTD
25.78%
6M
22.05%
1Y
77.31%
3Y*
52.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STOR.AS vs. JEDI.DE - Yearly Performance Comparison


Correlation

The correlation between STOR.AS and JEDI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2025

0.43

Compare stocks, funds, or ETFs

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


Return for Risk

STOR.AS vs. JEDI.DE — Risk / Return Rank

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

STOR.AS
STOR.AS Risk / Return Rank: 9797
Overall Rank
STOR.AS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STOR.AS Sortino Ratio Rank: 9696
Sortino Ratio Rank
STOR.AS Omega Ratio Rank: 9595
Omega Ratio Rank
STOR.AS Calmar Ratio Rank: 9898
Calmar Ratio Rank
STOR.AS Martin Ratio Rank: 9696
Martin Ratio Rank

JEDI.DE
JEDI.DE Risk / Return Rank: 5959
Overall Rank
JEDI.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 5656
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.

STOR.AS vs. JEDI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and VanEck Space Innovators UCITS ETF (JEDI.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.

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.


STOR.ASJEDI.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.69

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.66

1.28

+0.38

Calmar ratioReturn relative to maximum drawdown

10.25

2.18

+8.08

Martin ratioReturn relative to average drawdown

29.02

8.04

+20.98

STOR.AS vs. JEDI.DE - Sharpe Ratio Comparison

The current STOR.AS Sharpe Ratio is 4.47, which is higher than the JEDI.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of STOR.AS and JEDI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

STOR.AS vs. JEDI.DE - Drawdown Comparison

The maximum STOR.AS drawdown since its inception was -20.12%, smaller than the maximum JEDI.DE drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for STOR.AS and JEDI.DE.


Loading charts...

Drawdown Indicators


STOR.ASJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-38.23%

+18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.79%

-38.23%

+24.44%

Max Drawdown (3Y)

Largest decline over 3 years

-38.23%

Current Drawdown

Current decline from peak

-11.14%

-38.23%

+27.09%

Average Drawdown

Average peak-to-trough decline

-4.18%

-7.61%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

10.33%

-5.43%

Volatility

STOR.AS vs. JEDI.DE - Volatility Comparison

The current volatility for iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) is 13.61%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 15.99%. This indicates that STOR.AS experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STOR.ASJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

15.99%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

25.68%

36.88%

-11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.64%

46.68%

-15.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.57%

34.00%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.57%

34.00%

-1.43%

STOR.AS vs. JEDI.DE - Expense Ratio Comparison

STOR.AS has a 0.50% expense ratio, which is lower than JEDI.DE's 0.55% expense ratio.


Dividends

STOR.AS vs. JEDI.DE - Dividend Comparison

Neither STOR.AS nor JEDI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


STOR.AS and JEDI.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STOR.AS is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STOR.AS is cheaper with a 0.50% expense ratio, compared with 0.55% for JEDI.DE.

STOR.AS is categorized as Alternative Energy Equities, while JEDI.DE is Industrials Equities. STOR.AS tracks STOXX Global Energy Storage and Hydrogen Index, while JEDI.DE tracks MVIS Global Space Industry ESG. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.50% for STOR.AS and 0.55% for JEDI.DE.

Portfolio Optimizer

Find the right allocation for STOR.AS and JEDI.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer