PortfoliosLab logo
ATLCP vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATLCP and JEPI is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ATLCP vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atlanticus Holdings Corporation (ATLCP) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
31.08%
30.00%
ATLCP
JEPI

Key characteristics

Sharpe Ratio

ATLCP:

0.83

JEPI:

0.44

Sortino Ratio

ATLCP:

1.09

JEPI:

0.78

Omega Ratio

ATLCP:

1.15

JEPI:

1.13

Calmar Ratio

ATLCP:

1.07

JEPI:

0.51

Martin Ratio

ATLCP:

3.95

JEPI:

2.22

Ulcer Index

ATLCP:

2.86%

JEPI:

3.04%

Daily Std Dev

ATLCP:

15.11%

JEPI:

13.74%

Max Drawdown

ATLCP:

-30.56%

JEPI:

-13.71%

Current Drawdown

ATLCP:

-0.86%

JEPI:

-4.74%

Returns By Period

In the year-to-date period, ATLCP achieves a 4.82% return, which is significantly higher than JEPI's -0.58% return.


ATLCP

YTD

4.82%

1M

4.71%

6M

4.86%

1Y

12.49%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-0.58%

1M

9.82%

6M

-2.84%

1Y

6.00%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ATLCP vs. JEPI — Risk-Adjusted Performance Rank

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

ATLCP
The Risk-Adjusted Performance Rank of ATLCP is 7777
Overall Rank
The Sharpe Ratio Rank of ATLCP is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ATLCP is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ATLCP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ATLCP is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ATLCP is 8383
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5858
Overall Rank
The Sharpe Ratio Rank of JEPI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6464
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.

ATLCP vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlanticus Holdings Corporation (ATLCP) 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 current ATLCP Sharpe Ratio is 0.83, which is higher than the JEPI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ATLCP 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.83
0.44
ATLCP
JEPI

Dividends

ATLCP vs. JEPI - Dividend Comparison

ATLCP's dividend yield for the trailing twelve months is around 8.10%, which matches JEPI's 8.07% yield.


TTM20242023202220212020
ATLCP
Atlanticus Holdings Corporation
8.10%8.32%8.38%10.90%3.86%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.67%6.59%5.79%

Drawdowns

ATLCP vs. JEPI - Drawdown Comparison

The maximum ATLCP drawdown since its inception was -30.56%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ATLCP and JEPI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.86%
-4.74%
ATLCP
JEPI

Volatility

ATLCP vs. JEPI - Volatility Comparison

The current volatility for Atlanticus Holdings Corporation (ATLCP) is 4.61%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 8.41%. This indicates that ATLCP experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.61%
8.41%
ATLCP
JEPI