BGFV vs. JEPI

Last updated Jun 5, 2026

BGFV (Big 5 Sporting Goods Corporation) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan.

Performance

BGFV vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big 5 Sporting Goods Corporation (BGFV) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BGFV

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 0.54%
• 1M: -0.71%
• YTD: 0.69%
• 6M: 1.05%
• 1Y: 8.25%
• 3Y*: 9.05%
• 5Y*: 7.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGFV vs. JEPI - Yearly Performance Comparison

	2026 (YTD)
BGFV Big 5 Sporting Goods Corporation	0.00%
JEPI JPMorgan Equity Premium Income ETF	-3.07%

Return for Risk

BGFV vs. JEPI — Risk / Return Rank

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

JEPI

JEPI Risk / Return Rank: 29
JEPI Sharpe Ratio Rank: 30
JEPI Sortino Ratio Rank: 30
JEPI Omega Ratio Rank: 30
JEPI Calmar Ratio Rank: 27
JEPI Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGFV vs. JEPI - Risk-Adjusted Trends 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BGFV	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.02	—

Drawdowns

BGFV vs. JEPI - Drawdown Comparison

The maximum BGFV drawdown since its inception was 0.00%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BGFV and JEPI.

Drawdown Indicators

	BGFV	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-13.71%	+13.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	0.00%	-4.31%	+4.31%
Average Drawdown Average peak-to-trough decline	0.00%	-2.12%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.08%	—

Volatility

Volatility by Period

	BGFV	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.46%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	7.87%	-7.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	11.06%	-11.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	10.80%	-10.80%

Dividends

BGFV vs. JEPI - Dividend Comparison

BGFV has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.23%.

Position	TTM	2025	2024	2023	2022	2021	2020
BGFV Big 5 Sporting Goods Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.23%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%