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

Correlation

The correlation between CLF and JEPI is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

CLF vs. JEPI - Performance Comparison

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

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
79.41%
70.99%
CLF
JEPI

Key characteristics

Sharpe Ratio

CLF:

-0.87

JEPI:

0.60

Sortino Ratio

CLF:

-1.35

JEPI:

0.92

Omega Ratio

CLF:

0.84

JEPI:

1.15

Calmar Ratio

CLF:

-0.57

JEPI:

0.62

Martin Ratio

CLF:

-1.53

JEPI:

2.75

Ulcer Index

CLF:

34.73%

JEPI:

2.97%

Daily Std Dev

CLF:

61.13%

JEPI:

13.76%

Max Drawdown

CLF:

-98.78%

JEPI:

-13.71%

Current Drawdown

CLF:

-91.39%

JEPI:

-4.76%

Returns By Period

In the year-to-date period, CLF achieves a -10.11% return, which is significantly lower than JEPI's -0.60% return.


CLF

YTD

-10.11%

1M

4.32%

6M

-34.90%

1Y

-49.40%

5Y*

15.17%

10Y*

4.31%

JEPI

YTD

-0.60%

1M

-1.49%

6M

-0.87%

1Y

8.02%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CLF vs. JEPI — Risk-Adjusted Performance Rank

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

CLF
The Risk-Adjusted Performance Rank of CLF is 1010
Overall Rank
The Sharpe Ratio Rank of CLF is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CLF is 88
Sortino Ratio Rank
The Omega Ratio Rank of CLF is 1010
Omega Ratio Rank
The Calmar Ratio Rank of CLF is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CLF is 77
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 6666
Overall Rank
The Sharpe Ratio Rank of JEPI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 7070
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.

CLF vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cleveland-Cliffs Inc. (CLF) 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 chart of Sharpe ratio for CLF, currently valued at -0.82, compared to the broader market-2.00-1.000.001.002.003.00
CLF: -0.82
JEPI: 0.60
The chart of Sortino ratio for CLF, currently valued at -1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
CLF: -1.21
JEPI: 0.92
The chart of Omega ratio for CLF, currently valued at 0.86, compared to the broader market0.501.001.502.00
CLF: 0.86
JEPI: 1.15
The chart of Calmar ratio for CLF, currently valued at -0.63, compared to the broader market0.001.002.003.004.005.00
CLF: -0.63
JEPI: 0.62
The chart of Martin ratio for CLF, currently valued at -1.43, compared to the broader market-10.000.0010.0020.00
CLF: -1.43
JEPI: 2.75

The current CLF Sharpe Ratio is -0.87, which is lower than the JEPI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CLF 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.82
0.60
CLF
JEPI

Dividends

CLF vs. JEPI - Dividend Comparison

CLF has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.07%.


TTM20242023202220212020201920182017201620152014
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.00%0.82%3.10%0.00%0.00%0.00%0.00%8.40%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CLF vs. JEPI - Drawdown Comparison

The maximum CLF drawdown since its inception was -98.78%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CLF and JEPI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-74.45%
-4.76%
CLF
JEPI

Volatility

CLF vs. JEPI - Volatility Comparison

Cleveland-Cliffs Inc. (CLF) has a higher volatility of 29.67% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that CLF'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
29.67%
11.06%
CLF
JEPI