BGR vs. JEPI
Compare and contrast key facts about BlackRock Energy and Resources Trust (BGR) 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: BGR or JEPI.
Key characteristics
| BGR | JEPI | |
|---|---|---|
| YTD Return | 14.64% | 15.42% |
| 1Y Return | 13.08% | 18.87% |
| 3Y Return (Ann) | 16.54% | 8.14% |
| Sharpe Ratio | 0.84 | 2.70 |
| Sortino Ratio | 1.23 | 3.76 |
| Omega Ratio | 1.15 | 1.54 |
| Calmar Ratio | 1.24 | 4.87 |
| Martin Ratio | 4.49 | 19.06 |
| Ulcer Index | 2.91% | 0.99% |
| Daily Std Dev | 15.64% | 6.99% |
| Max Drawdown | -72.56% | -13.71% |
| Current Drawdown | -0.22% | -0.50% |
Correlation
The correlation between BGR and JEPI is 0.35, 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
BGR vs. JEPI - Performance Comparison
In the year-to-date period, BGR achieves a 14.64% 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
BGR vs. JEPI - Risk-Adjusted Performance 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.
Dividends
BGR vs. JEPI - Dividend Comparison
BGR's dividend yield for the trailing twelve months is around 5.98%, less than JEPI's 7.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 5.98% | 6.25% | 4.64% | 4.81% | 9.28% | 7.88% | 8.96% | 6.60% | 6.93% | 11.93% | 13.83% | 16.95% |
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
BGR vs. JEPI - Drawdown Comparison
The maximum BGR drawdown since its inception was -72.56%, 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. For additional features, visit the drawdowns tool.
Volatility
BGR vs. JEPI - Volatility Comparison
BlackRock Energy and Resources Trust (BGR) has a higher volatility of 4.55% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.98%. 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.