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CVCG.L vs. JEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVCG.L vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CVC Income & Growth Limited (CVCG.L) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

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CVCG.L vs. JEPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CVCG.L
CVC Income & Growth Limited
-2.40%7.43%31.28%17.87%-7.57%16.87%0.78%-3.50%-4.53%
JEPIX
JPMorgan Equity Premium Income Fund Class I
1.37%0.14%14.39%4.20%7.62%20.49%2.91%12.01%-9.24%
Different Trading Currencies

CVCG.L is traded in GBp, while JEPIX is traded in USD. To make them comparable, the JEPIX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CVCG.L achieves a -2.40% return, which is significantly lower than JEPIX's 1.37% return.


CVCG.L

1D
3.67%
1M
-2.16%
YTD
-2.40%
6M
-2.51%
1Y
0.96%
3Y*
15.10%
5Y*
10.43%
10Y*
8.12%

JEPIX

1D
1.58%
1M
-3.98%
YTD
1.37%
6M
4.13%
1Y
4.44%
3Y*
6.67%
5Y*
8.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CVCG.L vs. JEPIX — Risk / Return Rank

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

CVCG.L
CVCG.L Risk / Return Rank: 4242
Overall Rank
CVCG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CVCG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CVCG.L Omega Ratio Rank: 3535
Omega Ratio Rank
CVCG.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
CVCG.L Martin Ratio Rank: 5555
Martin Ratio Rank

JEPIX
JEPIX Risk / Return Rank: 2424
Overall Rank
JEPIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JEPIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEPIX Omega Ratio Rank: 2121
Omega Ratio Rank
JEPIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JEPIX Martin Ratio Rank: 3434
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.

CVCG.L vs. JEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVC Income & Growth Limited (CVCG.L) 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.


CVCG.LJEPIXDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.31

-0.24

Sortino ratio

Return per unit of downside risk

0.20

0.54

-0.33

Omega ratio

Gain probability vs. loss probability

1.03

1.08

-0.05

Calmar ratio

Return relative to maximum drawdown

0.25

0.56

-0.31

Martin ratio

Return relative to average drawdown

1.37

1.97

-0.59

CVCG.L vs. JEPIX - Sharpe Ratio Comparison

The current CVCG.L Sharpe Ratio is 0.07, which is lower than the JEPIX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of CVCG.L 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.


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Sharpe Ratios by Period


CVCG.LJEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.31

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.75

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.44

-0.12

Correlation

The correlation between CVCG.L and JEPIX is 0.06, 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

CVCG.L vs. JEPIX - Dividend Comparison

CVCG.L's dividend yield for the trailing twelve months is around 8.59%, more than JEPIX's 7.55% yield.


TTM20252024202320222021202020192018201720162015
CVCG.L
CVC Income & Growth Limited
8.59%8.64%8.58%8.08%5.68%4.49%5.14%5.54%5.07%4.64%6.04%4.90%
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.55%8.12%7.20%8.42%12.24%6.15%11.59%3.91%0.00%0.00%0.00%0.00%

Drawdowns

CVCG.L vs. JEPIX - Drawdown Comparison

The maximum CVCG.L drawdown since its inception was -44.77%, which is greater than JEPIX's maximum drawdown of -24.70%. Use the drawdown chart below to compare losses from any high point for CVCG.L and JEPIX.


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Drawdown Indicators


CVCG.LJEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-32.63%

-12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-10.49%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-13.67%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

Current Drawdown

Current decline from peak

-4.02%

-5.53%

+1.51%

Average Drawdown

Average peak-to-trough decline

-4.08%

-3.19%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.27%

-0.34%

Volatility

CVCG.L vs. JEPIX - Volatility Comparison

CVC Income & Growth Limited (CVCG.L) has a higher volatility of 10.31% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.56%. This indicates that CVCG.L'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.


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Volatility by Period


CVCG.LJEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

3.56%

+6.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

7.39%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

14.60%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

11.93%

+8.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.84%

15.56%

+8.28%