CLF vs. JEPI
Compare and contrast key facts about Cleveland-Cliffs Inc. (CLF) 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: CLF or JEPI.
Performance
CLF vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, CLF achieves a -41.82% return, which is significantly lower than JEPI's 15.68% return.
CLF
-41.82%
-11.74%
-29.79%
-29.50%
8.92%
2.54%
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| CLF | JEPI | |
|---|---|---|
| Sharpe Ratio | -0.66 | 2.63 |
| Sortino Ratio | -0.84 | 3.65 |
| Omega Ratio | 0.90 | 1.52 |
| Calmar Ratio | -0.33 | 4.81 |
| Martin Ratio | -1.00 | 18.61 |
| Ulcer Index | 29.76% | 1.00% |
| Daily Std Dev | 44.80% | 7.08% |
| Max Drawdown | -98.78% | -13.71% |
| Current Drawdown | -87.90% | -0.28% |
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Correlation
The correlation between CLF and JEPI is 0.37, 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.
Risk-Adjusted Performance
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.
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 7.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLF Cleveland-Cliffs Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.82% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% | 8.40% | 2.29% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 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.
Volatility
CLF vs. JEPI - Volatility Comparison
Cleveland-Cliffs Inc. (CLF) has a higher volatility of 25.79% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. 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.