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

Key characteristics


CDCJEPI
YTD Return5.38%6.20%
1Y Return4.72%16.84%
3Y Return (Ann)1.64%9.09%
Sharpe Ratio0.642.37
Daily Std Dev7.78%7.16%
Max Drawdown-21.37%-13.71%
Current Drawdown-13.74%0.00%

Correlation

0.72
-1.001.00

The correlation between CDC and JEPI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CDC vs. JEPI - Performance Comparison

In the year-to-date period, CDC achieves a 5.38% return, which is significantly lower than JEPI's 6.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%45.00%50.00%55.00%60.00%OctoberNovemberDecember2024FebruaryMarch
50.33%
62.27%
CDC
JEPI

Compare stocks, funds, or ETFs


VictoryShares US EQ Income Enhanced Volatility Wtd ETF

JPMorgan Equity Premium Income ETF

CDC vs. JEPI - Expense Ratio Comparison

CDC has a 0.37% expense ratio, which is higher than JEPI's 0.35% expense ratio.

CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
0.50%1.00%1.50%2.00%0.37%
0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

CDC vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
0.64
JEPI
JPMorgan Equity Premium Income ETF
2.37

CDC vs. JEPI - Sharpe Ratio Comparison

The current CDC Sharpe Ratio is 0.64, which is lower than the JEPI Sharpe Ratio of 2.37. The chart below compares the 12-month rolling Sharpe Ratio of CDC and JEPI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.64
2.37
CDC
JEPI

Dividends

CDC vs. JEPI - Dividend Comparison

CDC's dividend yield for the trailing twelve months is around 4.32%, less than JEPI's 7.56% yield.


TTM2023202220212020201920182017201620152014
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
4.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%1.20%
JEPI
JPMorgan Equity Premium Income ETF
7.56%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CDC vs. JEPI - Drawdown Comparison

The maximum CDC drawdown since its inception was -21.37%, which is greater than JEPI's maximum drawdown of -13.71%. The drawdown chart below compares losses from any high point along the way for CDC and JEPI


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-13.74%
0
CDC
JEPI

Volatility

CDC vs. JEPI - Volatility Comparison

VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) has a higher volatility of 2.70% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.26%. This indicates that CDC'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.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%OctoberNovemberDecember2024FebruaryMarch
2.70%
1.26%
CDC
JEPI