JMOM vs SPY
Comparison between JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceJMOM has outperformed SPY, delivering a return of +15.1% compared to +13.3%
JMOM vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
JMOM
$1.90B
Winner
SPY
$652B
Expense Ratio
JMOM
0.12%
Winner
SPY
0.09%
Max Drawdown
Winner
JMOM
34.31%
SPY
56.47%
Sharpe Ratio
JMOM
2.01
Winner
SPY
2.07
5Y Beta
JMOM
1.04
Winner
SPY
1.00
P/E Ratio
JMOM
33.21
Winner
SPY
28.24
Forward P/E
JMOM
22.36
Winner
SPY
21.85
PEG Ratio
JMOM
0.80
SPY
N/A
5Y Dividends CAGR
Winner
JMOM
12.88%
SPY
5.43%
5Y EPS CAGR
JMOM
23.62%
Winner
SPY
25.79%
Debt to Equity
JMOM
29.25%
Winner
SPY
22.35%
P/S Ratio
Winner
JMOM
2.39
SPY
3.55
P/B Ratio
Winner
JMOM
5.11
SPY
5.29
JMOM vs SPY - Holdings Comparison
JMOM and SPY have 112 common holdings. Overlap is 29.06%
JMOM's top 25 holdings weight is 32.55%. SPY's top 25 holdings weight is 51.32%.
| Rank | JMOM | SPY |
|---|---|---|
| #1 | BROADCOM INC (AVGO) - 2.23% | NVIDIA CORP (NVDA) - 8.45% |
| #2 | NVIDIA CORP (NVDA) - 2.21% | APPLE INC (AAPL) - 6.48% |
| #3 | ALPHABET INC CLASS A (GOOGL) - 2.16% | MICROSOFT CORP (MSFT) - 5.20% |
| #4 | META PLATFORMS INC CLASS A (META) - 1.80% | AMAZON.COM INC (AMZN) - 4.14% |
| #5 | APPLE INC (AAPL) - 1.79% | ALPHABET INC CLASS A (GOOGL) - 3.32% |
| #6 | MICRON TECHNOLOGY INC (MU) - 1.78% | BROADCOM INC (AVGO) - 3.09% |
| #7 | ADVANCED MICRO DEVICES INC (AMD) - 1.72% | ALPHABET INC CLASS C (GOOG) - 2.65% |
| #8 | MICROSOFT CORP (MSFT) - 1.70% | META PLATFORMS INC CLASS A (META) - 2.40% |
| #9 | JOHNSON & JOHNSON (JNJ) - 1.66% | TESLA INC (TSLA) - 1.73% |
| #10 | WALMART INC (WMT) - 1.62% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.43% |
| #11 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.59% | JPMORGAN CHASE & CO (JPM) - 1.37% |
| #12 | INTEL CORP (INTC) - 1.37% | ELI LILLY AND CO (LLY) - 1.13% |
| #13 | COSTCO WHOLESALE CORP (COST) - 1.35% | EXXON MOBIL CORP (XOM) - 1.03% |
| #14 | CATERPILLAR INC (CAT) - 1.25% | MICRON TECHNOLOGY INC (MU) - 0.93% |
| #15 | NETFLIX INC (NFLX) - 1.14% | WALMART INC (WMT) - 0.91% |
| #16 | LAM RESEARCH CORP (LRCX) - 1.09% | JOHNSON & JOHNSON (JNJ) - 0.90% |
| #17 | GE VERNOVA INC (GEV) - 1.05% | ADVANCED MICRO DEVICES INC (AMD) - 0.86% |
| #18 | APPLIED MATERIALS INC (AMAT) - 1.03% | VISA INC CLASS A (V) - 0.85% |
| #19 | n/a (PLTR) - 1.00% | COSTCO WHOLESALE CORP (COST) - 0.72% |
| #20 | GE AEROSPACE (GE) - 0.98% | MASTERCARD INC CLASS A (MA) - 0.67% |
| #21 | WILLIAMS COMPANIES INC (WMB) - 0.42% | INTEL CORP (INTC) - 0.65% |
| #22 | COMFORT SYSTEMS USA INC (FIX) - 0.41% | NETFLIX INC (NFLX) - 0.64% |
| #23 | LUMENTUM HOLDINGS INC (LITE) - 0.41% | CATERPILLAR INC (CAT) - 0.62% |
| #24 | HILTON WORLDWIDE HOLDINGS INC (HLT) - 0.40% | CHEVRON CORP (CVX) - 0.58% |
| #25 | PALO ALTO NETWORKS INC (PANW) - 0.39% | PROCTER & GAMBLE CO (PG) - 0.57% |
| Total Holdings | 239 | 505 |
JMOM vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
JMOM
+10.37%
SPY
+9.11%
3M
Winner
JMOM
+11.40%
SPY
+6.59%
6M
Winner
JMOM
+17.05%
SPY
+10.56%
1Y
Winner
JMOM
+36.39%
SPY
+32.04%
5Y(CAGR)
Winner
JMOM
+15.08%
SPY
+13.35%
10Y(CAGR)
Winner
JMOM
+15.81%
SPY
+15.49%
Max(CAGR)
Winner
JMOM
+15.81%
SPY
+8.50%
JMOM vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | JMOM | SPY |
|---|---|---|
| 2026 | +15.25% | +8.27% |
| 2025 | +17.75% | +18.00% |
| 2024 | +29.74% | +25.59% |
| 2023 | +23.74% | +26.72% |
| 2022 | -20.41% | -18.64% |
| 2021 | +26.82% | +30.52% |
| 2020 | +28.12% | +17.28% |
| 2019 | +28.88% | +31.09% |
| 2018 | -5.24% | -5.24% |
| 2017 | +3.32% | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
JMOM vs SPY Drawdown Comparison
The maximum drawdown for JMOM was -34.31%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
| Rank | JMOM | SPY |
|---|---|---|
| #1 | -34.31% Feb 19, 2020 - Jul 20, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -28.27% Nov 16, 2021 - Jan 30, 2024 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -21.59% Oct 3, 2018 - Jun 10, 2019 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -19.51% Feb 18, 2025 - Jun 24, 2025 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -10.94% Feb 12, 2021 - Apr 15, 2021 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -9.09% Jan 26, 2018 - Jun 5, 2018 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -8.49% Jul 16, 2024 - Aug 23, 2024 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -8.34% Oct 13, 2020 - Nov 24, 2020 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -8.27% Sep 2, 2020 - Oct 9, 2020 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -7.87% Mar 2, 2026 - Apr 8, 2026 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -6.88% Apr 26, 2021 - Jun 14, 2021 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -6.63% Sep 3, 2021 - Oct 21, 2021 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -6.24% Mar 21, 2024 - May 15, 2024 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -6.18% Dec 4, 2024 - Jan 23, 2025 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -6.07% Oct 27, 2025 - Dec 10, 2025 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between JMOM and SPY is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.
1.00
-101
Dividend Comparison (1999 - 2026)
JMOM vs SPY dividend yield comparison.
| Year | JMOM | SPY |
|---|---|---|
| 2026 | 0.16% | 0.24% |
| 2025 | 0.86% | 1.07% |
| 2024 | 0.75% | 1.21% |
| 2023 | 1.21% | 1.40% |
| 2022 | 1.39% | 1.65% |
| 2021 | 0.64% | 1.20% |
| 2020 | 0.85% | 1.52% |
| 2019 | 1.11% | 1.75% |
| 2018 | 1.38% | 2.04% |
| 2017 | 0.29% | 1.80% |
| 2016 | 0.00% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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