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XOMO vs. JPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XOMO and JPMO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

XOMO vs. JPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax JPM Option Income Strategy ETF (JPMO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
-6.90%
18.58%
XOMO
JPMO

Key characteristics

Sharpe Ratio

XOMO:

0.26

JPMO:

0.88

Sortino Ratio

XOMO:

0.44

JPMO:

1.21

Omega Ratio

XOMO:

1.06

JPMO:

1.19

Calmar Ratio

XOMO:

0.28

JPMO:

1.42

Martin Ratio

XOMO:

0.96

JPMO:

3.56

Ulcer Index

XOMO:

3.87%

JPMO:

4.25%

Daily Std Dev

XOMO:

14.32%

JPMO:

17.26%

Max Drawdown

XOMO:

-13.53%

JPMO:

-10.64%

Current Drawdown

XOMO:

-12.65%

JPMO:

-4.66%

Returns By Period

In the year-to-date period, XOMO achieves a 4.46% return, which is significantly lower than JPMO's 12.84% return.


XOMO

YTD

4.46%

1M

-11.14%

6M

-2.22%

1Y

2.91%

5Y*

N/A

10Y*

N/A

JPMO

YTD

12.84%

1M

-2.36%

6M

3.53%

1Y

14.66%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


XOMO vs. JPMO - Expense Ratio Comparison

Both XOMO and JPMO have an expense ratio of 1.01%.


XOMO
YieldMax XOM Option Income Strategy ETF
Expense ratio chart for XOMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for JPMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

XOMO vs. JPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax JPM Option Income Strategy ETF (JPMO). 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.


Sharpe ratio
The chart of Sharpe ratio for XOMO, currently valued at 0.26, compared to the broader market0.002.004.000.260.88
The chart of Sortino ratio for XOMO, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.441.21
The chart of Omega ratio for XOMO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.19
The chart of Calmar ratio for XOMO, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.281.42
The chart of Martin ratio for XOMO, currently valued at 0.96, compared to the broader market0.0020.0040.0060.0080.00100.000.963.56
XOMO
JPMO

The current XOMO Sharpe Ratio is 0.26, which is lower than the JPMO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XOMO and JPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.26
0.88
XOMO
JPMO

Dividends

XOMO vs. JPMO - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 25.27%, which matches JPMO's 25.41% yield.


TTM2023
XOMO
YieldMax XOM Option Income Strategy ETF
25.27%5.13%
JPMO
YieldMax JPM Option Income Strategy ETF
25.41%4.85%

Drawdowns

XOMO vs. JPMO - Drawdown Comparison

The maximum XOMO drawdown since its inception was -13.53%, which is greater than JPMO's maximum drawdown of -10.64%. Use the drawdown chart below to compare losses from any high point for XOMO and JPMO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-4.66%
XOMO
JPMO

Volatility

XOMO vs. JPMO - Volatility Comparison

The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 4.32%, while YieldMax JPM Option Income Strategy ETF (JPMO) has a volatility of 4.56%. This indicates that XOMO experiences smaller price fluctuations and is considered to be less risky than JPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
4.56%
XOMO
JPMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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