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

Key characteristics


YMAGJPMO
Daily Std Dev19.30%16.75%
Max Drawdown-14.27%-10.64%
Current Drawdown-0.15%-2.26%

Correlation

-0.50.00.51.00.3

The correlation between YMAG and JPMO is 0.25, 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

YMAG vs. JPMO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.16%
4.12%
YMAG
JPMO

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YMAG vs. JPMO - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than JPMO's 1.01% expense ratio.


YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
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

YMAG vs. JPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) 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.


YMAG
Sharpe ratio
No data
JPMO
Sharpe ratio
The chart of Sharpe ratio for JPMO, currently valued at 1.40, compared to the broader market-2.000.002.004.006.001.40
Sortino ratio
The chart of Sortino ratio for JPMO, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.0012.001.82
Omega ratio
The chart of Omega ratio for JPMO, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for JPMO, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.20
Martin ratio
The chart of Martin ratio for JPMO, currently valued at 5.64, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.64

YMAG vs. JPMO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YMAG vs. JPMO - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 28.32%, more than JPMO's 23.90% yield.


TTM2023
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
28.32%0.00%
JPMO
YieldMax JPM Option Income Strategy ETF
23.90%4.85%

Drawdowns

YMAG vs. JPMO - Drawdown Comparison

The maximum YMAG drawdown since its inception was -14.27%, which is greater than JPMO's maximum drawdown of -10.64%. Use the drawdown chart below to compare losses from any high point for YMAG and JPMO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.15%
-2.26%
YMAG
JPMO

Volatility

YMAG vs. JPMO - Volatility Comparison

The current volatility for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) is 5.66%, while YieldMax JPM Option Income Strategy ETF (JPMO) has a volatility of 7.19%. This indicates that YMAG 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.66%
7.19%
YMAG
JPMO