SOFR vs JTNY
Comparison between Amplify Samsung SOFR ETF (SOFR, ETF) and JPMorgan New York Tax Free Bond ETF (JTNY, ETF).
SOFR vs JTNY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SOFR
$451M
Winner
JTNY
$452M
Expense Ratio
Winner
SOFR
0.20%
JTNY
0.34%
Max Drawdown
Winner
SOFR
0.78%
JTNY
2.45%
Sharpe Ratio
Winner
SOFR
-0.05
JTNY
-3.62
5Y Beta
Winner
SOFR
-0.00
JTNY
0.08
SOFR vs JTNY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SOFR
+0.31%
JTNY
-0.63%
3M
Winner
SOFR
+0.75%
JTNY
-1.54%
6M
SOFR
+1.48%
JTNY
N/A
1Y
SOFR
+3.78%
JTNY
N/A
Max(CAGR)
Winner
SOFR
+4.10%
JTNY
-7.36%
SOFR vs JTNY - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | SOFR | JTNY |
|---|---|---|
| 2026 | +2.34% | -1.54% |
| 2025 | +4.25% | N/A |
| 2024 | +1.20% | N/A |
SOFR vs JTNY Drawdown Comparison
The maximum drawdown for SOFR was -0.41%, occurring on Oct 28, 2025. Recovery took 27 trading sessions.
The maximum drawdown for JTNY was -2.05%, occurring on Jul 23, 2026. This drawdown has not yet recovered.
The current SOFR drawdown is -0.04%. The current JTNY drawdown is -1.87%.
| Rank | SOFR | JTNY |
|---|---|---|
| #1 | -0.41% Oct 27, 2025 - Dec 4, 2025 | -2.05% Jun 29, 2026 - Jul 23, 2026 |
| #2 | -0.40% Dec 20, 2024 - Dec 24, 2024 | -0.23% Jun 18, 2026 - Jun 26, 2026 |
| #3 | -0.32% Feb 27, 2026 - Apr 1, 2026 | -0.17% Jun 16, 2026 - Jun 18, 2026 |
| #4 | -0.16% Aug 12, 2026 - Aug 25, 2026 | N/A |
| #5 | -0.15% May 28, 2026 - Jun 11, 2026 | N/A |
| #6 | -0.15% Jul 20, 2026 - Aug 6, 2026 | N/A |
| #7 | -0.13% Jun 25, 2026 - Jul 9, 2026 | N/A |
| #8 | -0.13% Apr 8, 2026 - Apr 20, 2026 | N/A |
| #9 | -0.12% Aug 6, 2026 - Aug 12, 2026 | N/A |
| #10 | -0.11% Apr 7, 2025 - Apr 15, 2025 | N/A |
| #11 | -0.08% Aug 26, 2026 - Aug 27, 2026 | N/A |
| #12 | -0.08% Jul 16, 2026 - Jul 20, 2026 | N/A |
| #13 | -0.07% Dec 6, 2024 - Dec 17, 2024 | N/A |
| #14 | -0.06% Oct 18, 2024 - Oct 23, 2024 | N/A |
| #15 | -0.06% Feb 14, 2025 - Feb 21, 2025 | N/A |
Correlation
Correlation between SOFR and JTNY is -0.85 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
-0.85
-101
Dividend Comparison (2024 - 2026)
SOFR vs JTNY dividend yield comparison.
| Year | SOFR | JTNY |
|---|---|---|
| 2026 | 2.42% | 0.60% |
| 2025 | 4.22% | 0.00% |
| 2024 | 1.60% | 0.00% |
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