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

XOMO vs. JPMO

Last updated May 15, 2025

Compare and contrast key facts about YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax JPM Option Income Strategy ETF (JPMO).

XOMO and JPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023. JPMO is an actively managed fund by YieldMax. It was launched on Sep 11, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOMO or JPMO.

Correlation

The correlation between XOMO and JPMO is 0.18, 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.

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.

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Key characteristics

Sharpe Ratio

XOMO:

-0.29

JPMO:

0.34

Sortino Ratio

XOMO:

-0.23

JPMO:

0.61

Omega Ratio

XOMO:

0.97

JPMO:

1.10

Calmar Ratio

XOMO:

-0.29

JPMO:

0.33

Martin Ratio

XOMO:

-0.71

JPMO:

1.14

Ulcer Index

XOMO:

7.75%

JPMO:

7.24%

Daily Std Dev

XOMO:

20.23%

JPMO:

22.68%

Max Drawdown

XOMO:

-18.90%

JPMO:

-24.80%

Current Drawdown

XOMO:

-12.33%

JPMO:

-8.42%

Returns By Period

In the year-to-date period, XOMO achieves a -1.20% return, which is significantly lower than JPMO's 4.04% return.

XOMO

YTD

-1.20%

1M

4.16%

6M

-10.35%

1Y

-5.79%

5Y*

N/A

10Y*

N/A

JPMO

YTD

4.04%

1M

9.81%

6M

2.33%

1Y

7.60%

5Y*

N/A

10Y*

N/A

*Annualized

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XOMO vs. JPMO - Expense Ratio Comparison

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

XOMO
YieldMax XOM Option Income Strategy ETF
JPMO
YieldMax JPM Option Income Strategy ETF

Risk-Adjusted Performance

XOMO vs. JPMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XOMO
The Risk-Adjusted Performance Rank of XOMO is 77
Overall Rank
The Sharpe Ratio Rank of XOMO is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 88
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 88
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 55
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 77
Martin Ratio Rank
JPMO
The Risk-Adjusted Performance Rank of JPMO is 3737
Overall Rank
The Sharpe Ratio Rank of JPMO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JPMO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of JPMO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of JPMO is 3939
Calmar Ratio Rank
The Martin Ratio Rank of JPMO is 3636
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.

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.

The current XOMO Sharpe Ratio is -0.29, which is lower than the JPMO Sharpe Ratio of 0.34. 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.

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Dividends

XOMO vs. JPMO - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 28.62%, which matches JPMO's 28.52% yield.

TTM20242023
XOMO
YieldMax XOM Option Income Strategy ETF		28.62%26.94%5.13%
JPMO
YieldMax JPM Option Income Strategy ETF 		28.52%25.15%4.84%

Drawdowns

XOMO vs. JPMO - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, smaller than the maximum JPMO drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for XOMO and JPMO. For additional features, visit the drawdowns tool.

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Volatility

XOMO vs. JPMO - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax JPM Option Income Strategy ETF (JPMO) have volatilities of 5.43% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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