CCOR vs. JEPI

Last updated Jun 4, 2026

CCOR (Core Alternative ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - CCOR is a Large Cap Growth Equities fund actively managed by Core Alternative Capital, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past 5 years, CCOR returned -2.56%/yr vs 7.26%/yr for JEPI. At a 0.40 correlation, their price movements are largely independent. CCOR charges 1.09%/yr vs 0.35%/yr for JEPI.

Performance

CCOR vs. JEPI - Performance Comparison

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

Returns By Period

In the year-to-date period, CCOR achieves a -3.71% return, which is significantly lower than JEPI's 0.15% return.

CCOR

• 1D: 0.30%
• 1M: -2.55%
• YTD: -3.71%
• 6M: -4.87%
• 1Y: -5.97%
• 3Y*: -2.34%
• 5Y*: -2.56%
• 10Y*: —

JEPI

• 1D: 0.14%
• 1M: -1.54%
• YTD: 0.15%
• 6M: 0.47%
• 1Y: 7.70%
• 3Y*: 8.88%
• 5Y*: 7.26%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOR vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CCOR Core Alternative ETF	-3.71%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.74%
JEPI JPMorgan Equity Premium Income ETF	0.15%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between CCOR and JEPI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.40

The correlation between CCOR and JEPI shifts across timeframes, from 0.27 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

CCOR vs. JEPI - Sectors Allocation Comparison

Sectors	CCOR	JEPI
Financial Services	17.7%	9.8%
Technology	16.2%	19.1%
Healthcare	10.8%	14.1%
Consumer Cyclical	9.4%	11.7%
Industrials	9.2%	13.8%
Communication Services	8.7%	6.9%
Energy	7.2%	3.5%
Consumer Defensive	6.8%	9.6%
Utilities	6.3%	6.2%
Basic Materials	5.1%	1.9%
Real Estate	2.8%	3.5%

Return for Risk

CCOR vs. JEPI — Risk / Return Rank

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

CCOR

CCOR Risk / Return Rank: 2
CCOR Sharpe Ratio Rank: 2
CCOR Sortino Ratio Rank: 2
CCOR Omega Ratio Rank: 2
CCOR Calmar Ratio Rank: 3
CCOR Martin Ratio Rank: 1

JEPI

JEPI Risk / Return Rank: 26
JEPI Sharpe Ratio Rank: 27
JEPI Sortino Ratio Rank: 26
JEPI Omega Ratio Rank: 26
JEPI Calmar Ratio Rank: 24
JEPI Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCOR vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) 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.

	CCOR	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	-0.87	0.99	-1.85
Sortino ratio: Return per unit of downside risk	-1.15	1.47	-2.62
Omega ratio: Gain probability vs. loss probability	0.87	1.18	-0.31
Calmar ratio: Return relative to maximum drawdown	-0.69	1.16	-1.84
Martin ratio: Return relative to average drawdown	-1.59	3.73	-5.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCOR vs. JEPI - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.87, which is lower than the JEPI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CCOR and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CCOR	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	0.99	-1.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.23	0.66	-0.89
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	1.01	-0.89

Drawdowns

CCOR vs. JEPI - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CCOR and JEPI.

Drawdown Indicators

	CCOR	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-13.71%	-9.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.75%	-6.68%	-2.07%
Max Drawdown (3Y) Largest decline over 3 years	-12.31%	-13.26%	+0.95%
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	-13.71%	-9.28%
Current Drawdown Current decline from peak	-20.03%	-4.83%	-15.20%
Average Drawdown Average peak-to-trough decline	-7.29%	-2.12%	-5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	2.07%	+1.70%

Volatility

CCOR vs. JEPI - Volatility Comparison

Core Alternative ETF (CCOR) has a higher volatility of 1.78% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.35%. This indicates that CCOR'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.

Volatility by Period

	CCOR	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.78%	1.35%	+0.43%
Volatility (6M) Calculated over the trailing 6-month period	4.96%	6.07%	-1.11%
Volatility (1Y) Calculated over the trailing 1-year period	6.93%	7.85%	-0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.10%	11.06%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.75%	10.80%	-0.05%

CCOR vs. JEPI - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than JEPI's 0.35% expense ratio.

Dividends

CCOR vs. JEPI - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.11%, less than JEPI's 8.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.11%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
JEPI JPMorgan Equity Premium Income ETF	8.27%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCOR and JEPI in my portfolio?

CCOR and JEPI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCOR or JEPI?

CCOR has higher volatility (1.78%) compared to JEPI (1.35%). In terms of maximum drawdown, CCOR dropped -22.99% vs JEPI's -13.71%.

Which ETF is better, CCOR or JEPI?

On 5-year performance, JEPI leads with 7.26% vs -2.56% for CCOR. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CCOR or JEPI?

Over the 5-year period, JEPI has performed better with a 7.26% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CCOR or JEPI?

JEPI is cheaper with a 0.35% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, CCOR or JEPI?

JEPI has the higher dividend yield at 8.27%, compared with 1.11% for CCOR.

What is the main difference between CCOR and JEPI?

CCOR is categorized as Large Cap Growth Equities, while JEPI is Dividend. They also come from different issuers: Core Alternative Capital and JPMorgan. Their fees differ too: 1.09% for CCOR and 0.35% for JEPI.

Which has better risk-adjusted returns?

JEPI currently has the higher Sharpe Ratio (0.99 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.