COST vs. JEPI
COST (Costco Wholesale Corporation) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, COST returned 22.12%/yr vs 7.45%/yr for JEPI. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
COST vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 14.24% return, which is significantly higher than JEPI's 1.29% return.
COST
- 1D
- 0.68%
- 1M
- -6.35%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
JEPI
- 1D
- 0.43%
- 1M
- 0.97%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 8.34%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
COST vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 27.32% |
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between COST and JEPI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.52 |
Over the past year, the correlation between COST and JEPI has dropped to 0.18 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
COST vs. JEPI — Risk / Return Rank
COST
JEPI
COST vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COST | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.17 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.14 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.22 | 3.46 | -3.68 |
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Drawdowns
COST vs. JEPI - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for COST and JEPI.
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Drawdown Indicators
| COST | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -13.71% | -39.68% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -6.68% | -8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -13.26% | -7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -13.71% | -17.69% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | — | — |
Current DrawdownCurrent decline from peak | -10.23% | -3.75% | -6.48% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -2.13% | -11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 2.20% | +4.47% |
Volatility
COST vs. JEPI - Volatility Comparison
Costco Wholesale Corporation (COST) has a higher volatility of 7.44% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.05%. This indicates that COST'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
| COST | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 2.05% | +5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 6.23% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 8.02% | +10.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 11.08% | +11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 10.79% | +11.16% |
Dividends
COST vs. JEPI - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, less than JEPI's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
JEPI JPMorgan Equity Premium Income ETF | 8.18% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COST and JEPI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to JEPI (2.05%). In terms of maximum drawdown, COST dropped -53.39% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.95 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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