BGR vs. JEPI
BGR (BlackRock Energy and Resources Trust) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, BGR returned 15.67%/yr vs 7.31%/yr for JEPI. At a 0.33 correlation, their price movements are largely independent.
Performance
BGR vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, BGR achieves a 14.53% return, which is significantly higher than JEPI's 0.91% return.
BGR
- 1D
- 1.36%
- 1M
- -8.23%
- YTD
- 14.53%
- 6M
- 15.13%
- 1Y
- 23.62%
- 3Y*
- 16.83%
- 5Y*
- 15.67%
- 10Y*
- 7.87%
JEPI
- 1D
- -0.43%
- 1M
- -0.19%
- YTD
- 0.91%
- 6M
- 0.64%
- 1Y
- 7.76%
- 3Y*
- 8.98%
- 5Y*
- 7.31%
- 10Y*
- —
BGR vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 14.53% | 17.34% | 8.07% | 5.73% | 38.90% | 40.25% | 2.81% |
JEPI JPMorgan Equity Premium Income ETF | 0.91% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between BGR and JEPI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.33 |
Over the past year, the correlation between BGR and JEPI has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
BGR vs. JEPI — Risk / Return Rank
BGR
JEPI
BGR vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGR | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.17 | +0.48 |
| Martin ratioReturn relative to average drawdown | 6.03 | 3.44 | +2.59 |
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Drawdowns
BGR vs. JEPI - Drawdown Comparison
The maximum BGR drawdown since its inception was -72.74%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BGR and JEPI.
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Drawdown Indicators
| BGR | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.74% | -13.71% | -59.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -6.68% | -7.70% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -13.26% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.81% | -13.71% | -11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -66.16% | — | — |
Current DrawdownCurrent decline from peak | -12.51% | -4.11% | -8.40% |
Average DrawdownAverage peak-to-trough decline | -20.22% | -2.13% | -18.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.26% | +1.67% |
Volatility
BGR vs. JEPI - Volatility Comparison
BlackRock Energy and Resources Trust (BGR) has a higher volatility of 6.78% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. This indicates that BGR'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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Volatility by Period
| BGR | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 2.38% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 6.29% | +11.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 8.03% | +12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 11.08% | +11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.87% | 10.78% | +16.09% |
Dividends
BGR vs. JEPI - Dividend Comparison
BGR's dividend yield for the trailing twelve months is around 7.82%, less than JEPI's 8.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 7.82% | 8.62% | 6.66% | 6.22% | 4.62% | 4.75% | 9.26% | 7.84% | 8.91% | 6.57% | 6.90% | 11.93% |
JEPI JPMorgan Equity Premium Income ETF | 8.21% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BGR and JEPI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGR has higher volatility (6.78%) compared to JEPI (2.38%). In terms of maximum drawdown, BGR dropped -72.74% vs JEPI's -13.71%.
BGR currently has the higher Sharpe Ratio (1.20 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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