BUI vs. JEPI
Compare and contrast key facts about BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) 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: BUI or JEPI.
Key characteristics
| BUI | JEPI | |
|---|---|---|
| YTD Return | 15.75% | 14.28% |
| 1Y Return | 21.62% | 19.07% |
| 3Y Return (Ann) | 4.84% | 8.47% |
| Sharpe Ratio | 1.72 | 2.66 |
| Sortino Ratio | 2.43 | 3.69 |
| Omega Ratio | 1.30 | 1.52 |
| Calmar Ratio | 1.04 | 3.00 |
| Martin Ratio | 6.92 | 17.76 |
| Ulcer Index | 3.55% | 1.13% |
| Daily Std Dev | 14.31% | 7.56% |
| Max Drawdown | -46.49% | -13.71% |
| Current Drawdown | -3.17% | -0.23% |
Correlation
The correlation between BUI and JEPI is 0.49, 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
BUI vs. JEPI - Performance Comparison
In the year-to-date period, BUI achieves a 15.75% return, which is significantly higher than JEPI's 14.28% 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
BUI vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) 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
BUI vs. JEPI - Dividend Comparison
BUI's dividend yield for the trailing twelve months is around 6.07%, less than JEPI's 7.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust | 6.07% | 6.65% | 6.99% | 5.45% | 5.80% | 6.51% | 7.35% | 6.72% | 7.89% | 8.65% | 6.97% | 8.06% |
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
BUI vs. JEPI - Drawdown Comparison
The maximum BUI drawdown since its inception was -46.49%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BUI and JEPI. For additional features, visit the drawdowns tool.
Volatility
BUI vs. JEPI - Volatility Comparison
BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) has a higher volatility of 4.28% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.47%. This indicates that BUI'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.