BPT vs. JEPI
Compare and contrast key facts about BP Prudhoe Bay Royalty Trust (BPT) 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: BPT or JEPI.
Key characteristics
| BPT | JEPI | |
|---|---|---|
| YTD Return | -57.49% | 13.69% |
| 1Y Return | -74.82% | 18.10% |
| 3Y Return (Ann) | -31.22% | 7.88% |
| Sharpe Ratio | -1.11 | 2.64 |
| Sortino Ratio | -2.38 | 3.66 |
| Omega Ratio | 0.74 | 1.52 |
| Calmar Ratio | -0.78 | 4.76 |
| Martin Ratio | -1.56 | 18.59 |
| Ulcer Index | 48.66% | 0.99% |
| Daily Std Dev | 68.55% | 6.97% |
| Max Drawdown | -97.34% | -13.71% |
| Current Drawdown | -96.89% | -1.07% |
Correlation
The correlation between BPT and JEPI is 0.09, 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
BPT vs. JEPI - Performance Comparison
In the year-to-date period, BPT achieves a -57.49% return, which is significantly lower than JEPI's 13.69% 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
BPT vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BP Prudhoe Bay Royalty Trust (BPT) 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
BPT vs. JEPI - Dividend Comparison
BPT has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPT BP Prudhoe Bay Royalty Trust | 0.00% | 12.02% | 32.34% | 2.37% | 17.82% | 32.47% | 24.46% | 17.91% | 8.58% | 23.50% | 15.67% | 11.35% |
JEPI JPMorgan Equity Premium Income ETF | 7.20% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BPT vs. JEPI - Drawdown Comparison
The maximum BPT drawdown since its inception was -97.34%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BPT and JEPI. For additional features, visit the drawdowns tool.
Volatility
BPT vs. JEPI - Volatility Comparison
BP Prudhoe Bay Royalty Trust (BPT) has a higher volatility of 16.30% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.64%. This indicates that BPT'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.