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JPST vs. UYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPST and UYLD is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JPST vs. UYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Income ETF (JPST) and Angel Oak Ultrashort Income ETF (UYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JPST:

0.65%

UYLD:

0.60%

Max Drawdown

JPST:

-0.04%

UYLD:

-0.02%

Current Drawdown

JPST:

-0.02%

UYLD:

-0.00%

Returns By Period


JPST

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

UYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JPST vs. UYLD - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is lower than UYLD's 0.29% expense ratio.


Risk-Adjusted Performance

JPST vs. UYLD — Risk-Adjusted Performance Rank

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

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank

UYLD
The Risk-Adjusted Performance Rank of UYLD is 9999
Overall Rank
The Sharpe Ratio Rank of UYLD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of UYLD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of UYLD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of UYLD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of UYLD is 9999
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.

JPST vs. UYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and Angel Oak Ultrashort Income ETF (UYLD). 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.



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Dividends

JPST vs. UYLD - Dividend Comparison

Neither JPST nor UYLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JPST vs. UYLD - Drawdown Comparison

The maximum JPST drawdown since its inception was -0.04%, which is greater than UYLD's maximum drawdown of -0.02%. Use the drawdown chart below to compare losses from any high point for JPST and UYLD. For additional features, visit the drawdowns tool.


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Volatility

JPST vs. UYLD - Volatility Comparison


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