CTO vs. JEPIX

Last updated Apr 1, 2026

Compare and contrast key facts about CTO Realty Growth, Inc. (CTO) and JPMorgan Equity Premium Income Fund Class I (JEPIX).

JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.

Performance

CTO vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CTO Realty Growth, Inc. (CTO) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

CTO vs. JEPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CTO CTO Realty Growth, Inc.	2.46%	1.63%	23.61%	3.66%	-3.99%	56.60%	15.32%	15.71%	-14.82%
JEPIX JPMorgan Equity Premium Income Fund Class I	-2.35%	7.82%	12.43%	9.68%	-3.81%	19.36%	6.02%	16.44%	-9.93%

Returns By Period

In the year-to-date period, CTO achieves a 2.46% return, which is significantly higher than JEPIX's -2.35% return.

CTO

• 1D: 0.27%
• 1M: -3.17%
• YTD: 2.46%
• 6M: 18.20%
• 1Y: 4.16%
• 3Y*: 11.40%
• 5Y*: 9.38%
• 10Y*: 11.73%

JEPIX

• 1D: 0.15%
• 1M: -7.28%
• YTD: -2.35%
• 6M: 0.41%
• 1Y: 4.98%
• 3Y*: 8.50%
• 5Y*: 7.58%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CTO vs. JEPIX — Risk / Return Rank

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

CTO

CTO Risk / Return Rank: 45
CTO Sharpe Ratio Rank: 49
CTO Sortino Ratio Rank: 40
CTO Omega Ratio Rank: 40
CTO Calmar Ratio Rank: 48
CTO Martin Ratio Rank: 48

JEPIX

JEPIX Risk / Return Rank: 20
JEPIX Sharpe Ratio Rank: 20
JEPIX Sortino Ratio Rank: 19
JEPIX Omega Ratio Rank: 23
JEPIX Calmar Ratio Rank: 17
JEPIX Martin Ratio Rank: 22

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.

CTO vs. JEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CTO Realty Growth, Inc. (CTO) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.

	CTO	JEPIX	Difference
Sharpe ratio Return per unit of total volatility	0.20	0.48	-0.29
Sortino ratio Return per unit of downside risk	0.40	0.78	-0.38
Omega ratio Gain probability vs. loss probability	1.05	1.12	-0.07
Calmar ratio Return relative to maximum drawdown	0.23	0.49	-0.25
Martin ratio Return relative to average drawdown	0.51	2.28	-1.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTO vs. JEPIX - Sharpe Ratio Comparison

The current CTO Sharpe Ratio is 0.20, which is lower than the JEPIX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CTO and JEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CTO	JEPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	0.48	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.67	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.47	-0.22

Correlation

The correlation between CTO and JEPIX is 0.39, 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

CTO vs. JEPIX - Dividend Comparison

CTO's dividend yield for the trailing twelve months is around 8.22%, more than JEPIX's 7.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTO CTO Realty Growth, Inc.	8.22%	8.26%	7.71%	8.77%	8.17%	6.51%	31.73%	0.73%	0.51%	0.28%	0.22%	0.15%
JEPIX JPMorgan Equity Premium Income Fund Class I	7.69%	8.12%	7.20%	8.42%	12.24%	6.15%	11.59%	3.91%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CTO vs. JEPIX - Drawdown Comparison

The maximum CTO drawdown since its inception was -74.79%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for CTO and JEPIX.

Drawdown Indicators

	CTO	JEPIX	Difference
Max Drawdown Largest peak-to-trough decline	-74.79%	-32.63%	-42.16%
Max Drawdown (1Y) Largest decline over 1 year	-18.05%	-10.49%	-7.56%
Max Drawdown (5Y) Largest decline over 5 years	-25.47%	-13.67%	-11.80%
Max Drawdown (10Y) Largest decline over 10 years	-47.85%	—	—
Current Drawdown Current decline from peak	-5.26%	-7.28%	+2.02%
Average Drawdown Average peak-to-trough decline	-29.11%	-3.19%	-25.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.33%	2.24%	+6.09%

Volatility

CTO vs. JEPIX - Volatility Comparison

CTO Realty Growth, Inc. (CTO) has a higher volatility of 4.92% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that CTO's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CTO	JEPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	3.47%	+1.45%
Volatility (6M) Calculated over the trailing 6-month period	13.58%	6.47%	+7.11%
Volatility (1Y) Calculated over the trailing 1-year period	21.42%	13.70%	+7.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.04%	11.39%	+11.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.28%	14.84%	+13.44%