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

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.


-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.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-0.05%
12.30%
XOMO
JPMO

Key characteristics

Sharpe Ratio

XOMO:

0.49

JPMO:

1.02

Sortino Ratio

XOMO:

0.75

JPMO:

1.37

Omega Ratio

XOMO:

1.10

JPMO:

1.22

Calmar Ratio

XOMO:

0.56

JPMO:

1.73

Martin Ratio

XOMO:

1.31

JPMO:

4.25

Ulcer Index

XOMO:

5.60%

JPMO:

4.31%

Daily Std Dev

XOMO:

14.85%

JPMO:

18.01%

Max Drawdown

XOMO:

-13.53%

JPMO:

-10.64%

Current Drawdown

XOMO:

-7.45%

JPMO:

-3.54%

Returns By Period

In the year-to-date period, XOMO achieves a 4.29% return, which is significantly lower than JPMO's 9.58% return.


XOMO

YTD

4.29%

1M

1.85%

6M

-0.05%

1Y

7.51%

5Y*

N/A

10Y*

N/A

JPMO

YTD

9.58%

1M

2.33%

6M

12.30%

1Y

19.98%

5Y*

N/A

10Y*

N/A

*Annualized

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 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 1919
Overall Rank
The Sharpe Ratio Rank of XOMO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 1717
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 2727
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 1717
Martin Ratio Rank

JPMO
The Risk-Adjusted Performance Rank of JPMO is 4545
Overall Rank
The Sharpe Ratio Rank of JPMO is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of JPMO is 3636
Sortino Ratio Rank
The Omega Ratio Rank of JPMO is 4848
Omega Ratio Rank
The Calmar Ratio Rank of JPMO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JPMO is 4444
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.


Sharpe ratio
The chart of Sharpe ratio for XOMO, currently valued at 0.49, compared to the broader market0.002.004.000.491.02
The chart of Sortino ratio for XOMO, currently valued at 0.75, compared to the broader market0.005.0010.000.751.37
The chart of Omega ratio for XOMO, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.22
The chart of Calmar ratio for XOMO, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.561.73
The chart of Martin ratio for XOMO, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.00100.001.314.25
XOMO
JPMO

The current XOMO Sharpe Ratio is 0.49, which is lower than the JPMO Sharpe Ratio of 1.02. 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 Ratio0.000.501.001.50OctoberNovemberDecember2025February
0.49
1.02
XOMO
JPMO

Dividends

XOMO vs. JPMO - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 27.40%, more than JPMO's 26.90% yield.


TTM20242023
XOMO
YieldMax XOM Option Income Strategy ETF
27.40%26.94%5.13%
JPMO
YieldMax JPM Option Income Strategy ETF
26.90%25.16%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%SeptemberOctoberNovemberDecember2025February
-7.45%
-3.54%
XOMO
JPMO

Volatility

XOMO vs. JPMO - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 6.05% compared to YieldMax JPM Option Income Strategy ETF (JPMO) at 4.91%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
6.05%
4.91%
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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