November 5, 2024
JPUS: An ETF With Healthy Returns But Nothing Particularly Impressive (NYSEARCA:JPUS) #NewsETFs

JPUS: An ETF With Healthy Returns But Nothing Particularly Impressive (NYSEARCA:JPUS) #NewsETFs

CashNews.co

Heap of money. Dollar bills.

bad step

Continuing my series of articles that pay due attention to intricately calibrated equity strategies at the intersection of factors, today I would like to discuss the JPMorgan Diversified Return U.S. Equity ETF (NYSEARCA:JPUS). According to its website

Year JPUS IVV IWB
2021 29.08% 28.76% 26.32%
2022 -8.48% -18.16% -19.19%

Metric JPUS IVV IWB
Downside Capture 93.44% 100% 101.54%

Metric JPUS IVV IWB
Start Balance $10,000 $10,000 $10,000
End Balance $26,712 $33,661 $32,598
CAGR 11.77% 14.73% 14.31%
Standard Deviation 15.87% 15.75% 15.99%
Best Year 29.08% 31.25% 31.06%
Worst Year -8.48% -18.16% -19.19%
Maximum Drawdown -25.95% -23.93% -24.57%
Benchmark Correlation 0.95 1 1
Sharpe Ratio 0.67 0.84 0.81
Sortino Ratio 1.01 1.32 1.26
Treynor Ratio 11.21% 13.3% 12.8%

Metric JPUS IVV
EPS Fwd 6.30% 18.27%
Revenue Fwd 3.97% 12.20%
EBITDA Fwd 4.84% 20.11%

ETF 24M Beta 60M Beta Quant Momentum B- or higher
JPUS 0.81 0.99 70%
IVV 1.07 1.06 71.3%

Metric JPUS IVV
Net Income Margin 14.6% 21.5%
Return on Assets 7.3% 14.3%
Adjusted Return on Equity 19.2% 20.1%
Quant Profitability B- or higher 87.9% 94.8%