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

Correlation

The correlation between BUYW and JEPI is 0.56, 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.


-0.50.00.51.00.6

Performance

BUYW vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Buywrite ETF (BUYW) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.14%
5.85%
BUYW
JEPI

Key characteristics

Sharpe Ratio

BUYW:

1.68

JEPI:

1.69

Sortino Ratio

BUYW:

2.46

JEPI:

2.30

Omega Ratio

BUYW:

1.32

JEPI:

1.33

Calmar Ratio

BUYW:

4.35

JEPI:

2.73

Martin Ratio

BUYW:

18.32

JEPI:

11.34

Ulcer Index

BUYW:

0.47%

JEPI:

1.11%

Daily Std Dev

BUYW:

5.09%

JEPI:

7.45%

Max Drawdown

BUYW:

-7.32%

JEPI:

-13.71%

Current Drawdown

BUYW:

-1.78%

JEPI:

-4.61%

Returns By Period

In the year-to-date period, BUYW achieves a 8.11% return, which is significantly lower than JEPI's 12.03% return.


BUYW

YTD

8.11%

1M

-0.86%

6M

3.14%

1Y

9.06%

5Y*

N/A

10Y*

N/A

JEPI

YTD

12.03%

1M

-2.33%

6M

5.85%

1Y

13.24%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUYW vs. JEPI - Expense Ratio Comparison

BUYW has a 1.29% expense ratio, which is higher than JEPI's 0.35% expense ratio.


BUYW
Main Buywrite ETF
Expense ratio chart for BUYW: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

BUYW vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Buywrite ETF (BUYW) 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 ratio
The chart of Sharpe ratio for BUYW, currently valued at 1.68, compared to the broader market0.002.004.001.681.69
The chart of Sortino ratio for BUYW, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.462.30
The chart of Omega ratio for BUYW, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.33
The chart of Calmar ratio for BUYW, currently valued at 4.35, compared to the broader market0.005.0010.0015.004.352.73
The chart of Martin ratio for BUYW, currently valued at 18.32, compared to the broader market0.0020.0040.0060.0080.00100.0018.3211.34
BUYW
JEPI

The current BUYW Sharpe Ratio is 1.68, which is comparable to the JEPI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BUYW and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.68
1.69
BUYW
JEPI

Dividends

BUYW vs. JEPI - Dividend Comparison

BUYW's dividend yield for the trailing twelve months is around 5.99%, less than JEPI's 7.37% yield.


TTM2023202220212020
BUYW
Main Buywrite ETF
5.99%5.95%0.50%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.37%8.40%11.67%6.59%5.79%

Drawdowns

BUYW vs. JEPI - Drawdown Comparison

The maximum BUYW drawdown since its inception was -7.32%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BUYW and JEPI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.78%
-4.61%
BUYW
JEPI

Volatility

BUYW vs. JEPI - Volatility Comparison

The current volatility for Main Buywrite ETF (BUYW) is 1.56%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.70%. This indicates that BUYW experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
1.56%
2.70%
BUYW
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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