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

Correlation

The correlation between BCAT and JEPI is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

BCAT vs. JEPI

Last updated Jun 3, 2025

Compare and contrast key facts about BlackRock Capital Allocation Trust (BCAT) 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: BCAT or JEPI.

Performance

BCAT vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Allocation Trust (BCAT) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BCAT:

0.87

JEPI:

0.42

Sortino Ratio

BCAT:

1.35

JEPI:

0.78

Omega Ratio

BCAT:

1.18

JEPI:

1.12

Calmar Ratio

BCAT:

1.01

JEPI:

0.52

Martin Ratio

BCAT:

4.28

JEPI:

2.13

Ulcer Index

BCAT:

3.24%

JEPI:

3.21%

Daily Std Dev

BCAT:

15.57%

JEPI:

13.84%

Max Drawdown

BCAT:

-36.13%

JEPI:

-13.71%

Current Drawdown

BCAT:

0.00%

JEPI:

-4.81%

Returns By Period

In the year-to-date period, BCAT achieves a 9.33% return, which is significantly higher than JEPI's -0.65% return.

BCAT

YTD

9.33%

1M

3.74%

6M

3.77%

1Y

13.47%

3Y*

12.83%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-0.65%

1M

-0.05%

6M

-4.56%

1Y

5.80%

3Y*

7.71%

5Y*

10.66%

10Y*

N/A

*Annualized

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BlackRock Capital Allocation Trust

JPMorgan Equity Premium Income ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BCAT vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BCAT
The Risk-Adjusted Performance Rank of BCAT is 7878
Overall Rank
The Sharpe Ratio Rank of BCAT is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BCAT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BCAT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BCAT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BCAT is 8484
Martin Ratio Rank
JEPI
The Risk-Adjusted Performance Rank of JEPI is 4848
Overall Rank
The Sharpe Ratio Rank of JEPI is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5555
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.

BCAT vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) 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 BCAT Sharpe Ratio is 0.87, which is higher than the JEPI Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BCAT 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BCAT vs. JEPI - Dividend Comparison

BCAT's dividend yield for the trailing twelve months is around 22.85%, more than JEPI's 8.08% yield.

TTM20242023202220212020
BCAT
BlackRock Capital Allocation Trust		22.85%17.50%10.11%9.00%6.42%0.48%
JEPI
JPMorgan Equity Premium Income ETF		8.08%7.33%8.40%11.67%6.59%5.79%

Drawdowns

BCAT vs. JEPI - Drawdown Comparison

The maximum BCAT drawdown since its inception was -36.13%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BCAT and JEPI.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BCAT vs. JEPI - Volatility Comparison

BlackRock Capital Allocation Trust (BCAT) has a higher volatility of 3.42% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.46%. This indicates that BCAT'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.

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