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

Correlation

The correlation between COO and JEPI is 0.57, 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.


-0.50.00.51.00.6

Performance

COO vs. JEPI - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
29.94%
72.84%
COO
JEPI

Key characteristics

Sharpe Ratio

COO:

0.15

JEPI:

1.92

Sortino Ratio

COO:

0.46

JEPI:

2.60

Omega Ratio

COO:

1.05

JEPI:

1.38

Calmar Ratio

COO:

0.15

JEPI:

3.11

Martin Ratio

COO:

0.47

JEPI:

12.63

Ulcer Index

COO:

7.97%

JEPI:

1.13%

Daily Std Dev

COO:

25.07%

JEPI:

7.48%

Max Drawdown

COO:

-98.75%

JEPI:

-13.71%

Current Drawdown

COO:

-17.99%

JEPI:

-3.69%

Returns By Period

In the year-to-date period, COO achieves a -1.24% return, which is significantly lower than JEPI's 13.12% return.


COO

YTD

-1.24%

1M

-5.69%

6M

2.11%

1Y

1.44%

5Y*

3.23%

10Y*

8.68%

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

COO vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Cooper Companies, Inc. (COO) 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 ratio
The chart of Sharpe ratio for COO, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.151.92
The chart of Sortino ratio for COO, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.462.60
The chart of Omega ratio for COO, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.38
The chart of Calmar ratio for COO, currently valued at 0.15, compared to the broader market0.002.004.006.000.153.11
The chart of Martin ratio for COO, currently valued at 0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.000.4712.63
COO
JEPI

The current COO Sharpe Ratio is 0.15, which is lower than the JEPI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of COO 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.15
1.92
COO
JEPI

Dividends

COO vs. JEPI - Dividend Comparison

COO has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.30%.


TTM20232022202120202019201820172016201520142013
COO
The Cooper Companies, Inc.
0.00%0.02%0.02%0.01%0.02%0.02%0.02%0.03%0.03%0.04%0.04%0.05%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

COO vs. JEPI - Drawdown Comparison

The maximum COO drawdown since its inception was -98.75%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for COO and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.99%
-3.69%
COO
JEPI

Volatility

COO vs. JEPI - Volatility Comparison

The Cooper Companies, Inc. (COO) has a higher volatility of 7.37% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.90%. This indicates that COO'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.37%
2.90%
COO
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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