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

Correlation

The correlation between BALI and JEPI is 0.79, 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

BALI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Advantage Large Cap Income ETF (BALI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
26.49%
15.38%
BALI
JEPI

Key characteristics

Sharpe Ratio

BALI:

0.51

JEPI:

0.37

Sortino Ratio

BALI:

0.79

JEPI:

0.62

Omega Ratio

BALI:

1.12

JEPI:

1.10

Calmar Ratio

BALI:

0.51

JEPI:

0.39

Martin Ratio

BALI:

2.06

JEPI:

1.79

Ulcer Index

BALI:

4.10%

JEPI:

2.86%

Daily Std Dev

BALI:

16.71%

JEPI:

13.76%

Max Drawdown

BALI:

-16.65%

JEPI:

-13.71%

Current Drawdown

BALI:

-9.10%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, BALI achieves a -5.65% return, which is significantly lower than JEPI's -2.67% return.


BALI

YTD

-5.65%

1M

-3.16%

6M

-4.34%

1Y

7.88%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

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BALI vs. JEPI - Expense Ratio Comparison

Both BALI and JEPI have an expense ratio of 0.35%.


Expense ratio chart for BALI: 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%
BALI: 0.35%
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%

Risk-Adjusted Performance

BALI vs. JEPI — Risk-Adjusted Performance Rank

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

BALI
The Risk-Adjusted Performance Rank of BALI is 6060
Overall Rank
The Sharpe Ratio Rank of BALI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of BALI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BALI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BALI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BALI is 6161
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
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.

BALI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Advantage Large Cap Income ETF (BALI) 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 BALI, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.00
BALI: 0.51
JEPI: 0.37
The chart of Sortino ratio for BALI, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
BALI: 0.79
JEPI: 0.62
The chart of Omega ratio for BALI, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
BALI: 1.12
JEPI: 1.10
The chart of Calmar ratio for BALI, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
BALI: 0.51
JEPI: 0.39
The chart of Martin ratio for BALI, currently valued at 2.06, compared to the broader market0.0020.0040.0060.00
BALI: 2.06
JEPI: 1.79

The current BALI Sharpe Ratio is 0.51, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BALI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.51
0.37
BALI
JEPI

Dividends

BALI vs. JEPI - Dividend Comparison

BALI's dividend yield for the trailing twelve months is around 8.25%, more than JEPI's 7.88% yield.


TTM20242023202220212020
BALI
Blackrock Advantage Large Cap Income ETF
8.25%7.13%2.13%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%

Drawdowns

BALI vs. JEPI - Drawdown Comparison

The maximum BALI drawdown since its inception was -16.65%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BALI and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.10%
-6.74%
BALI
JEPI

Volatility

BALI vs. JEPI - Volatility Comparison

Blackrock Advantage Large Cap Income ETF (BALI) has a higher volatility of 12.35% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that BALI'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.35%
11.07%
BALI
JEPI