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 10.12%/yr vs 0.68%/yr for JCPB. Their -0.00 correlation means they have often moved in opposite directions in the past.
Performance
TGEN vs. JCPB - Performance Comparison
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Returns By Period
In the year-to-date period, TGEN achieves a -32.79% return, which is significantly lower than JCPB's -0.11% return.
TGEN
- 1D
- 3.75%
- 1M
- -26.55%
- 6M
- -11.23%
- YTD
- -32.79%
- 1Y
- -63.83%
- 3Y*
- 40.00%
- 5Y*
- 10.12%
- 10Y*
- -4.16%
- ALL TIME*
- -4.68%
JCPB
- 1D
- -0.24%
- 1M
- -1.20%
- 6M
- -0.44%
- YTD
- -0.11%
- 1Y
- 2.73%
- 3Y*
- 5.02%
- 5Y*
- 0.68%
- 10Y*
- —
- ALL TIME*
- 2.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $69.07M | $70.96M | $101.73M | |
TGEN Tecogen Inc | $919.99K | $1.01M | $2.08M |
TGEN vs. JCPB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGEN Tecogen Inc | -32.79% | 237.20% | 80.86% | -35.20% | 4.17% | -1.64% | -42.45% | -45.08% |
JCPB JPMorgan Core Plus Bond ETF | -0.11% | 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 was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.17 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.33 | -2.12 |
| Martin ratioReturn relative to average drawdown | -1.22 | 3.43 | -4.65 |
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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% | -4.94% | -78.49% |
Max Drawdown (5Y)Largest decline over 5 years | -83.43% | -16.67% | -66.76% |
Max Drawdown (10Y)Largest decline over 10 years | -87.50% | — | — |
Current DrawdownCurrent decline from peak | -84.04% | -2.16% | -81.88% |
Average DrawdownAverage peak-to-trough decline | -85.64% | -4.20% | -81.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.92% | 1.05% | +52.87% |
Volatility
TGEN vs. JCPB - Volatility Comparison
Tecogen Inc (TGEN) has a higher volatility of 23.47% compared to JPMorgan Core Plus Bond ETF (JCPB) at 0.98%. 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 | 23.47% | 0.98% | +22.49% |
Volatility (6M)Calculated over the trailing 6-month period | 83.73% | 2.94% | +80.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.41% | 3.70% | +108.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 102.05% | 5.40% | +96.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.42% | 5.03% | +81.39% |
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 4.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 4.54% | 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 (23.47%) compared to JCPB (0.98%). In terms of maximum drawdown, TGEN dropped -96.97% vs JCPB's -16.67%.
JCPB currently has the higher Sharpe Ratio (0.98 vs -0.59), 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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