BIGZ vs. JEPI
Compare and contrast key facts about Blackrock Innovation & Growth Trust (BIGZ) 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: BIGZ or JEPI.
Key characteristics
| BIGZ | JEPI | |
|---|---|---|
| YTD Return | 15.12% | 15.21% |
| 1Y Return | 26.41% | 19.89% |
| 3Y Return (Ann) | -17.38% | 8.43% |
| Sharpe Ratio | 1.39 | 2.83 |
| Sortino Ratio | 1.96 | 3.95 |
| Omega Ratio | 1.24 | 1.57 |
| Calmar Ratio | 0.43 | 5.17 |
| Martin Ratio | 4.68 | 20.20 |
| Ulcer Index | 5.77% | 0.99% |
| Daily Std Dev | 19.43% | 7.06% |
| Max Drawdown | -67.28% | -13.71% |
| Current Drawdown | -52.77% | 0.00% |
Correlation
The correlation between BIGZ and JEPI is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BIGZ vs. JEPI - Performance Comparison
The year-to-date returns for both investments are quite close, with BIGZ having a 15.12% return and JEPI slightly higher at 15.21%. 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
BIGZ vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) 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
BIGZ vs. JEPI - Dividend Comparison
BIGZ's dividend yield for the trailing twelve months is around 9.72%, more than JEPI's 7.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 9.72% | 10.45% | 14.54% | 4.81% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.10% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
BIGZ vs. JEPI - Drawdown Comparison
The maximum BIGZ drawdown since its inception was -67.28%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BIGZ and JEPI. For additional features, visit the drawdowns tool.
Volatility
BIGZ vs. JEPI - Volatility Comparison
Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 4.74% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.98%. This indicates that BIGZ'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.