BBDC vs. JEPI
Compare and contrast key facts about Barings BDC, Inc. (BBDC) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBDC or JEPI.
Key characteristics
| BBDC | JEPI | |
|---|---|---|
| YTD Return | 13.38% | 4.29% |
| 1Y Return | 45.93% | 11.70% |
| 3Y Return (Ann) | 7.44% | 7.27% |
| Sharpe Ratio | 2.37 | 1.54 |
| Daily Std Dev | 18.30% | 7.24% |
| Max Drawdown | -64.64% | -13.71% |
| Current Drawdown | -8.34% | -1.95% |
Correlation
The correlation between BBDC and JEPI is 0.37, 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
BBDC vs. JEPI - Performance Comparison
In the year-to-date period, BBDC achieves a 13.38% return, which is significantly higher than JEPI's 4.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
BBDC vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) 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.
Dividends
BBDC vs. JEPI - Dividend Comparison
BBDC's dividend yield for the trailing twelve months is around 10.88%, more than JEPI's 7.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 10.88% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 24.57% | 17.39% | 10.31% | 12.35% | 12.62% | 7.81% |
JEPI JPMorgan Equity Premium Income ETF | 7.43% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBDC vs. JEPI - Drawdown Comparison
The maximum BBDC drawdown since its inception was -64.64%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BBDC and JEPI. For additional features, visit the drawdowns tool.
Volatility
BBDC vs. JEPI - Volatility Comparison
Barings BDC, Inc. (BBDC) has a higher volatility of 5.08% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.66%. This indicates that BBDC'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.