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

Correlation

The correlation between BUYW and JEPI is 0.68, 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

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.

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Key characteristics

Sharpe Ratio

BUYW:

0.62

JEPI:

0.56

Sortino Ratio

BUYW:

1.06

JEPI:

0.81

Omega Ratio

BUYW:

1.19

JEPI:

1.13

Calmar Ratio

BUYW:

0.77

JEPI:

0.54

Martin Ratio

BUYW:

4.52

JEPI:

2.23

Ulcer Index

BUYW:

1.59%

JEPI:

3.19%

Daily Std Dev

BUYW:

11.29%

JEPI:

13.82%

Max Drawdown

BUYW:

-9.36%

JEPI:

-13.71%

Current Drawdown

BUYW:

-0.43%

JEPI:

-4.02%

Returns By Period

In the year-to-date period, BUYW achieves a 1.94% return, which is significantly higher than JEPI's 0.17% return.


BUYW

YTD

1.94%

1M

2.57%

6M

2.16%

1Y

6.97%

3Y*

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

0.17%

1M

1.79%

6M

-3.98%

1Y

7.73%

3Y*

8.01%

5Y*

10.94%

10Y*

N/A

*Annualized

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Main Buywrite ETF

BUYW vs. JEPI - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BUYW vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUYW
The Risk-Adjusted Performance Rank of BUYW is 6868
Overall Rank
The Sharpe Ratio Rank of BUYW is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BUYW is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BUYW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BUYW is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BUYW is 8181
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5555
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BUYW Sharpe Ratio is 0.62, which is comparable to the JEPI Sharpe Ratio of 0.56. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BUYW vs. JEPI - Dividend Comparison

BUYW's dividend yield for the trailing twelve months is around 6.02%, less than JEPI's 8.01% yield.


TTM20242023202220212020
BUYW
Main Buywrite ETF
6.02%5.95%5.95%0.50%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.01%7.33%8.40%11.67%6.59%5.79%

Drawdowns

BUYW vs. JEPI - Drawdown Comparison

The maximum BUYW drawdown since its inception was -9.36%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BUYW vs. JEPI - Volatility Comparison

The current volatility for Main Buywrite ETF (BUYW) is 1.83%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.29%. 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.


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