PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CTAS vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CTAS vs. JEPI - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.90%
7.60%
CTAS
JEPI

Returns By Period

In the year-to-date period, CTAS achieves a 43.99% return, which is significantly higher than JEPI's 14.75% return.


CTAS

YTD

43.99%

1M

0.73%

6M

24.85%

1Y

58.36%

5Y (annualized)

28.54%

10Y (annualized)

29.58%

JEPI

YTD

14.75%

1M

-0.15%

6M

7.48%

1Y

18.00%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


CTASJEPI
Sharpe Ratio3.102.58
Sortino Ratio4.893.58
Omega Ratio1.621.51
Calmar Ratio10.744.71
Martin Ratio31.4118.29
Ulcer Index1.86%0.99%
Daily Std Dev18.90%7.06%
Max Drawdown-65.32%-13.71%
Current Drawdown-4.49%-1.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.7

The correlation between CTAS and JEPI is 0.70, 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.

Risk-Adjusted Performance

CTAS vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) 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 CTAS, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.012.58
The chart of Sortino ratio for CTAS, currently valued at 4.78, compared to the broader market-4.00-2.000.002.004.004.783.58
The chart of Omega ratio for CTAS, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.51
The chart of Calmar ratio for CTAS, currently valued at 10.41, compared to the broader market0.002.004.006.0010.414.71
The chart of Martin ratio for CTAS, currently valued at 30.13, compared to the broader market0.0010.0020.0030.0030.1318.29
CTAS
JEPI

The current CTAS Sharpe Ratio is 3.10, which is comparable to the JEPI Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of CTAS 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.01
2.58
CTAS
JEPI

Dividends

CTAS vs. JEPI - Dividend Comparison

CTAS's dividend yield for the trailing twelve months is around 0.68%, less than JEPI's 7.13% yield.


TTM20232022202120202019201820172016201520142013
CTAS
Cintas Corporation
0.68%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%
JEPI
JPMorgan Equity Premium Income ETF
7.13%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CTAS vs. JEPI - Drawdown Comparison

The maximum CTAS drawdown since its inception was -65.32%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CTAS and JEPI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.49%
-1.08%
CTAS
JEPI

Volatility

CTAS vs. JEPI - Volatility Comparison

Cintas Corporation (CTAS) has a higher volatility of 6.43% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.18%. This indicates that CTAS'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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.43%
2.18%
CTAS
JEPI