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CRCY.TO vs. JEPI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRCY.TO vs. JEPI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.TO) and JPMorgan US Equity Premium Income Active ETF (JEPI.TO). The values are adjusted to include any dividend payments, if applicable.

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CRCY.TO vs. JEPI.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRCY.TO achieves a 1.83% return, which is significantly higher than JEPI.TO's 1.66% return.


CRCY.TO

1D
-0.55%
1M
4.02%
YTD
1.83%
6M
1Y
3Y*
5Y*
10Y*

JEPI.TO

1D
1.78%
1M
-2.89%
YTD
1.66%
6M
3.43%
1Y
4.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRCY.TO vs. JEPI.TO - Expense Ratio Comparison


Return for Risk

CRCY.TO vs. JEPI.TO — Risk / Return Rank

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

CRCY.TO

JEPI.TO
JEPI.TO Risk / Return Rank: 2222
Overall Rank
JEPI.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEPI.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
JEPI.TO Omega Ratio Rank: 2121
Omega Ratio Rank
JEPI.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPI.TO Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRCY.TO vs. JEPI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Circle Enhanced High Income Shares ETF Class A Units (CRCY.TO) and JPMorgan US Equity Premium Income Active ETF (JEPI.TO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRCY.TO vs. JEPI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCY.TOJEPI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.62

-1.24

Correlation

The correlation between CRCY.TO and JEPI.TO is 0.23, 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.


Dividends

CRCY.TO vs. JEPI.TO - Dividend Comparison

CRCY.TO's dividend yield for the trailing twelve months is around 26.84%, more than JEPI.TO's 7.70% yield.


Drawdowns

CRCY.TO vs. JEPI.TO - Drawdown Comparison

The maximum CRCY.TO drawdown since its inception was -73.84%, which is greater than JEPI.TO's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for CRCY.TO and JEPI.TO.


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Drawdown Indicators


CRCY.TOJEPI.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-14.36%

-59.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

Current Drawdown

Current decline from peak

-53.95%

-2.89%

-51.06%

Average Drawdown

Average peak-to-trough decline

-45.89%

-3.44%

-42.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

CRCY.TO vs. JEPI.TO - Volatility Comparison


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Volatility by Period


CRCY.TOJEPI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

111.28%

14.69%

+96.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.28%

13.40%

+97.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.28%

13.40%

+97.88%