TGEN vs. JCPB
TGEN (Tecogen Inc) is a stock, while JCPB (JPMorgan Core Plus Bond ETF) is Intermediate Core-Plus Bond fund actively managed by JPMorgan. Over the past 5 years, TGEN returned 25.60%/yr vs 1.10%/yr for JCPB. At a correlation of -0.00, they often move in opposite directions.
Performance
TGEN vs. JCPB - Performance Comparison
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Returns By Period
In the year-to-date period, TGEN achieves a 15.79% return, which is significantly higher than JCPB's 0.88% return.
TGEN
- 1D
- -5.45%
- 1M
- -0.35%
- YTD
- 15.79%
- 6M
- 9.37%
- 1Y
- -22.91%
- 3Y*
- 78.54%
- 5Y*
- 25.60%
- 10Y*
- 1.50%
JCPB
- 1D
- 0.11%
- 1M
- 0.75%
- YTD
- 0.88%
- 6M
- 1.01%
- 1Y
- 5.28%
- 3Y*
- 5.17%
- 5Y*
- 1.10%
- 10Y*
- —
TGEN vs. JCPB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGEN Tecogen Inc | 15.79% | 237.20% | 80.86% | -35.20% | 4.17% | -1.64% | -42.45% | -45.08% |
JCPB JPMorgan Core Plus Bond ETF | 0.88% | 7.98% | 2.96% | 7.13% | -12.90% | -0.51% | 9.19% | 7.76% |
Correlation
The correlation between TGEN and JCPB is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | -0.00 |
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Return for Risk
TGEN vs. JCPB — Risk / Return Rank
TGEN
JCPB
TGEN vs. JCPB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tecogen Inc (TGEN) and JPMorgan Core Plus Bond ETF (JCPB). 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.
| TGEN | JCPB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.95 | -2.23 |
| Martin ratioReturn relative to average drawdown | -0.46 | 5.62 | -6.08 |
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Drawdowns
TGEN vs. JCPB - Drawdown Comparison
The maximum TGEN drawdown since its inception was -96.97%, which is greater than JCPB's maximum drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for TGEN and JCPB.
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Drawdown Indicators
| TGEN | JCPB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.97% | -16.67% | -80.30% |
Max Drawdown (1Y)Largest decline over 1 year | -83.43% | -2.71% | -80.72% |
Max Drawdown (3Y)Largest decline over 3 years | -83.43% | -5.97% | -77.46% |
Max Drawdown (5Y)Largest decline over 5 years | -83.43% | -16.67% | -66.76% |
Max Drawdown (10Y)Largest decline over 10 years | -87.67% | — | — |
Current DrawdownCurrent decline from peak | -72.50% | -1.19% | -71.31% |
Average DrawdownAverage peak-to-trough decline | -85.68% | -4.24% | -81.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.55% | 0.94% | +48.61% |
Volatility
TGEN vs. JCPB - Volatility Comparison
Tecogen Inc (TGEN) has a higher volatility of 29.64% compared to JPMorgan Core Plus Bond ETF (JCPB) at 1.06%. This indicates that TGEN's price experiences larger fluctuations and is considered to be riskier than JCPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGEN | JCPB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.64% | 1.06% | +28.58% |
Volatility (6M)Calculated over the trailing 6-month period | 85.92% | 2.82% | +83.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.54% | 3.73% | +121.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.75% | 5.39% | +96.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.23% | 5.04% | +81.19% |
Dividends
TGEN vs. JCPB - Dividend Comparison
TGEN has not paid dividends to shareholders, while JCPB's dividend yield for the trailing twelve months is around 4.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 4.91% | 4.90% | 5.16% | 4.32% | 3.01% | 2.19% | 2.97% | 3.01% |
TGEN Tecogen Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TGEN and JCPB have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGEN has higher volatility (29.64%) compared to JCPB (1.06%). In terms of maximum drawdown, TGEN dropped -96.97% vs JCPB's -16.67%.
JCPB currently has the higher Sharpe Ratio (1.43 vs -0.19), 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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