BGFV vs. JEPI
Compare and contrast key facts about Big 5 Sporting Goods Corporation (BGFV) 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: BGFV or JEPI.
Key characteristics
| BGFV | JEPI | |
|---|---|---|
| YTD Return | -71.32% | 15.42% |
| 1Y Return | -66.50% | 18.87% |
| 3Y Return (Ann) | -59.97% | 8.14% |
| Sharpe Ratio | -1.00 | 2.70 |
| Sortino Ratio | -1.60 | 3.76 |
| Omega Ratio | 0.80 | 1.54 |
| Calmar Ratio | -0.69 | 4.87 |
| Martin Ratio | -1.28 | 19.06 |
| Ulcer Index | 51.45% | 0.99% |
| Daily Std Dev | 66.01% | 6.99% |
| Max Drawdown | -95.96% | -13.71% |
| Current Drawdown | -94.86% | -0.50% |
Correlation
The correlation between BGFV and JEPI is 0.30, 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
BGFV vs. JEPI - Performance Comparison
In the year-to-date period, BGFV achieves a -71.32% return, which is significantly lower than JEPI's 15.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BGFV vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) 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
BGFV vs. JEPI - Dividend Comparison
BGFV's dividend yield for the trailing twelve months is around 12.71%, more than JEPI's 7.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGFV Big 5 Sporting Goods Corporation | 12.71% | 13.80% | 11.33% | 14.89% | 2.45% | 6.67% | 19.31% | 7.89% | 3.03% | 4.00% | 2.73% | 2.02% |
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BGFV vs. JEPI - Drawdown Comparison
The maximum BGFV drawdown since its inception was -95.96%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BGFV and JEPI. For additional features, visit the drawdowns tool.
Volatility
BGFV vs. JEPI - Volatility Comparison
Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 19.86% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.98%. This indicates that BGFV'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.