CHP-UN.TO vs. JEPI
Compare and contrast key facts about Choice Properties Real Estate Investment Trust (CHP-UN.TO) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHP-UN.TO or JEPI.
Key characteristics
| CHP-UN.TO | JEPI | |
|---|---|---|
| YTD Return | -4.92% | 3.44% |
| 1Y Return | -5.78% | 8.92% |
| 3Y Return (Ann) | 3.09% | 7.24% |
| Sharpe Ratio | -0.33 | 1.25 |
| Daily Std Dev | 18.12% | 7.26% |
| Max Drawdown | -28.85% | -13.71% |
| Current Drawdown | -11.04% | -2.75% |
Correlation
The correlation between CHP-UN.TO and JEPI is 0.55, 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
CHP-UN.TO vs. JEPI - Performance Comparison
In the year-to-date period, CHP-UN.TO achieves a -4.92% return, which is significantly lower than JEPI's 3.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHP-UN.TO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Choice Properties Real Estate Investment Trust (CHP-UN.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.
Dividends
CHP-UN.TO vs. JEPI - Dividend Comparison
CHP-UN.TO's dividend yield for the trailing twelve months is around 5.77%, less than JEPI's 6.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHP-UN.TO Choice Properties Real Estate Investment Trust | 5.77% | 5.36% | 5.01% | 4.87% | 5.72% | 5.32% | 6.42% | 5.47% | 5.12% | 5.51% | 6.20% | 3.03% |
JEPI JPMorgan Equity Premium Income ETF | 6.87% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHP-UN.TO vs. JEPI - Drawdown Comparison
The maximum CHP-UN.TO drawdown since its inception was -28.85%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CHP-UN.TO and JEPI. For additional features, visit the drawdowns tool.
Volatility
CHP-UN.TO vs. JEPI - Volatility Comparison
Choice Properties Real Estate Investment Trust (CHP-UN.TO) has a higher volatility of 4.92% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.60%. This indicates that CHP-UN.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.