PortfoliosLab logo
Dividend Income TRYING TO BEAT S&P500
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend Income TRYING TO BEAT S&P500, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


-40.00%-20.00%0.00%20.00%40.00%December2025FebruaryMarchAprilMay
-32.03%
32.24%
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.31%5.38%-0.74%10.90%14.93%10.61%
Dividend Income TRYING TO BEAT S&P5002.88%1.58%-9.89%-14.95%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
-0.60%1.71%-0.87%7.31%N/AN/A
IEP
Icahn Enterprises L.P.
8.42%-0.45%-21.79%-36.56%-15.67%-8.95%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-5.07%5.57%0.00%8.90%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Dividend Income TRYING TO BEAT S&P500, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.23%1.74%-5.18%-2.70%2.21%2.88%
20244.28%6.54%-4.36%0.34%1.22%0.82%3.44%-9.36%2.23%-3.69%-1.44%-11.07%-11.97%
20235.09%-0.68%2.22%0.33%-25.08%11.23%10.95%-21.44%-2.61%-8.69%6.91%2.21%-24.44%
2022-1.89%-5.62%8.81%-1.84%-5.68%7.92%1.22%-2.53%-0.68%

Expense Ratio

Dividend Income TRYING TO BEAT S&P500 has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend Income TRYING TO BEAT S&P500 is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Dividend Income TRYING TO BEAT S&P500 is 11
Overall Rank
The Sharpe Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11
Sortino Ratio Rank
The Omega Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11
Omega Ratio Rank
The Calmar Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 22
Calmar Ratio Rank
The Martin Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11
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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


The chart of Sharpe ratio for Portfolio, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00
Portfolio: -0.58
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: -0.67
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 0.91, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 0.91
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at -0.34, compared to the broader market0.002.004.006.00
Portfolio: -0.34
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at -1.11, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: -1.11
^GSPC: 2.70

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
0.600.921.150.622.75
IEP
Icahn Enterprises L.P.
-0.83-1.090.85-0.49-1.30
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
0.560.911.140.562.08

The current Dividend Income TRYING TO BEAT S&P500 Sharpe ratio is -0.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.08, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Dividend Income TRYING TO BEAT S&P500 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.58
0.67
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend Income TRYING TO BEAT S&P500 provided a 21.70% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio21.70%24.43%22.06%13.18%9.71%9.34%6.50%6.13%5.66%5.01%4.89%3.24%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
IEP
Icahn Enterprises L.P.
33.59%40.37%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.49%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.53%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-36.85%
-7.45%
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend Income TRYING TO BEAT S&P500. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dividend Income TRYING TO BEAT S&P500 was 44.09%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Dividend Income TRYING TO BEAT S&P500 drawdown is 37.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.09%Apr 18, 2023496Apr 8, 2025
-9.46%Aug 17, 202232Sep 30, 202272Jan 13, 2023104
-8.75%May 5, 202230Jun 16, 202229Jul 29, 202259
-3.92%Feb 16, 202316Mar 10, 202313Mar 29, 202329
-1.24%Jan 17, 20233Jan 19, 20233Jan 24, 20236

Volatility

Volatility Chart

The current Dividend Income TRYING TO BEAT S&P500 volatility is 13.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.16%
14.17%
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
0.501.001.502.002.503.00
Effective Assets: 2.67

The portfolio contains 3 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCIEPJEPQJEPIPortfolio
^GSPC1.000.260.930.830.56
IEP0.261.000.200.270.92
JEPQ0.930.201.000.710.50
JEPI0.830.270.711.000.54
Portfolio0.560.920.500.541.00
The correlation results are calculated based on daily price changes starting from May 5, 2022