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

Key characteristics


BHKJEPI
YTD Return1.09%6.37%
1Y Return9.95%16.04%
3Y Return (Ann)-4.31%9.04%
Sharpe Ratio0.782.38
Daily Std Dev13.15%7.16%
Max Drawdown-39.61%-13.71%
Current Drawdown-23.10%0.00%

Correlation

0.20
-1.001.00

The correlation between BHK and JEPI is 0.20, 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

BHK vs. JEPI - Performance Comparison

In the year-to-date period, BHK achieves a 1.09% return, which is significantly lower than JEPI's 6.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%OctoberNovemberDecember2024FebruaryMarch
-4.38%
62.52%
BHK
JEPI

Compare stocks, funds, or ETFs


BlackRock Core Bond Trust

JPMorgan Equity Premium Income ETF

Risk-Adjusted Performance

BHK vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BHK
BlackRock Core Bond Trust
0.80
JEPI
JPMorgan Equity Premium Income ETF
2.38

BHK vs. JEPI - Sharpe Ratio Comparison

The current BHK Sharpe Ratio is 0.80, which is lower than the JEPI Sharpe Ratio of 2.38. The chart below compares the 12-month rolling Sharpe Ratio of BHK and JEPI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.80
2.38
BHK
JEPI

Dividends

BHK vs. JEPI - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 8.29%, more than JEPI's 7.54% yield.


TTM20232022202120202019201820172016201520142013
BHK
BlackRock Core Bond Trust
8.29%8.21%7.91%6.31%5.00%5.25%6.30%5.48%6.14%6.93%7.98%6.75%
JEPI
JPMorgan Equity Premium Income ETF
7.54%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BHK vs. JEPI - Drawdown Comparison

The maximum BHK drawdown since its inception was -39.61%, which is greater than JEPI's maximum drawdown of -13.71%. The drawdown chart below compares losses from any high point along the way for BHK and JEPI


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-23.10%
0
BHK
JEPI

Volatility

BHK vs. JEPI - Volatility Comparison

BlackRock Core Bond Trust (BHK) has a higher volatility of 1.88% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.26%. This indicates that BHK'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.


1.00%2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
1.88%
1.26%
BHK
JEPI