CGI.TO vs. JEPI
Compare and contrast key facts about Canadian General Investments, Limited (CGI.TO) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
CGI.TO vs. JEPI - Performance Comparison
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CGI.TO vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CGI.TO Canadian General Investments, Limited | -0.08% | 19.86% | 19.65% | 9.56% | -24.07% | 29.40% | 46.24% |
JEPI JPMorgan Equity Premium Income ETF | 1.55% | 3.13% | 22.24% | 7.41% | 3.39% | 20.42% | 8.44% |
Different Trading Currencies
CGI.TO is traded in CAD, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGI.TO achieves a -0.08% return, which is significantly lower than JEPI's 1.55% return.
CGI.TO
- 1D
- 1.98%
- 1M
- -6.63%
- YTD
- -0.08%
- 6M
- 2.09%
- 1Y
- 32.60%
- 3Y*
- 15.46%
- 5Y*
- 7.90%
- 10Y*
- 13.55%
JEPI
- 1D
- 1.74%
- 1M
- -2.91%
- YTD
- 1.55%
- 6M
- 3.02%
- 1Y
- 4.25%
- 3Y*
- 10.62%
- 5Y*
- 10.52%
- 10Y*
- —
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Return for Risk
CGI.TO vs. JEPI — Risk / Return Rank
CGI.TO
JEPI
CGI.TO vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian General Investments, Limited (CGI.TO) 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.
| CGI.TO | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.32 | +1.18 |
Sortino ratioReturn per unit of downside risk | 2.05 | 0.52 | +1.53 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.08 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.53 | +1.68 |
Martin ratioReturn relative to average drawdown | 7.81 | 1.79 | +6.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGI.TO | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.32 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 1.04 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.11 | -0.78 |
Correlation
The correlation between CGI.TO and JEPI is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGI.TO vs. JEPI - Dividend Comparison
CGI.TO's dividend yield for the trailing twelve months is around 2.39%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGI.TO Canadian General Investments, Limited | 2.39% | 2.29% | 2.47% | 2.76% | 2.82% | 2.00% | 2.41% | 3.05% | 3.71% | 3.20% | 3.91% | 4.05% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CGI.TO vs. JEPI - Drawdown Comparison
The maximum CGI.TO drawdown since its inception was -72.10%, which is greater than JEPI's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for CGI.TO and JEPI.
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Drawdown Indicators
| CGI.TO | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.10% | -13.71% | -58.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.07% | -10.28% | -4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -34.33% | -13.71% | -20.62% |
Max Drawdown (10Y)Largest decline over 10 years | -39.49% | — | — |
Current DrawdownCurrent decline from peak | -7.91% | -4.79% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -20.43% | -2.07% | -18.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.10% | +2.16% |
Volatility
CGI.TO vs. JEPI - Volatility Comparison
Canadian General Investments, Limited (CGI.TO) has a higher volatility of 8.05% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.97%. This indicates that CGI.TO'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.
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Volatility by Period
| CGI.TO | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 3.97% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 6.86% | +6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 13.28% | +8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 10.19% | +10.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 10.03% | +10.54% |