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ASG vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASG and JEPI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

ASG vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Growth (ASG) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
29.20%
66.94%
ASG
JEPI

Key characteristics

Sharpe Ratio

ASG:

0.11

JEPI:

0.41

Sortino Ratio

ASG:

0.32

JEPI:

0.67

Omega Ratio

ASG:

1.04

JEPI:

1.11

Calmar Ratio

ASG:

0.07

JEPI:

0.43

Martin Ratio

ASG:

0.33

JEPI:

1.99

Ulcer Index

ASG:

7.70%

JEPI:

2.83%

Daily Std Dev

ASG:

23.16%

JEPI:

13.76%

Max Drawdown

ASG:

-63.67%

JEPI:

-13.71%

Current Drawdown

ASG:

-32.92%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, ASG achieves a -11.78% return, which is significantly lower than JEPI's -2.96% return.


ASG

YTD

-11.78%

1M

-4.22%

6M

-9.15%

1Y

1.17%

5Y*

7.69%

10Y*

9.32%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ASG vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASG
The Risk-Adjusted Performance Rank of ASG is 5252
Overall Rank
The Sharpe Ratio Rank of ASG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ASG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ASG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ASG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ASG is 5656
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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.

ASG vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) and JPMorgan Equity Premium Income ETF (JEPI). 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 ASG, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.00
ASG: 0.11
JEPI: 0.41
The chart of Sortino ratio for ASG, currently valued at 0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
ASG: 0.32
JEPI: 0.67
The chart of Omega ratio for ASG, currently valued at 1.04, compared to the broader market0.501.001.502.00
ASG: 1.04
JEPI: 1.11
The chart of Calmar ratio for ASG, currently valued at 0.07, compared to the broader market0.001.002.003.004.005.00
ASG: 0.07
JEPI: 0.43
The chart of Martin ratio for ASG, currently valued at 0.33, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ASG: 0.33
JEPI: 1.99

The current ASG Sharpe Ratio is 0.11, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ASG and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.11
0.41
ASG
JEPI

Dividends

ASG vs. JEPI - Dividend Comparison

ASG's dividend yield for the trailing twelve months is around 9.62%, more than JEPI's 7.90% yield.


TTM20242023202220212020201920182017201620152014
ASG
Liberty All-Star Growth
9.62%8.32%8.14%9.71%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASG vs. JEPI - Drawdown Comparison

The maximum ASG drawdown since its inception was -63.67%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ASG and JEPI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.92%
-7.02%
ASG
JEPI

Volatility

ASG vs. JEPI - Volatility Comparison

Liberty All-Star Growth (ASG) has a higher volatility of 16.19% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that ASG's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.19%
11.06%
ASG
JEPI