D vs. JEPI

In the year-to-date period, D achieves a -0.51% return, which is significantly higher than JEPI's -2.67% return.

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This table presents a comparison of risk-adjusted performance metrics for Dominion Energy, Inc. (D) 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.

The current D Sharpe Ratio is 0.41, which is comparable to the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of D 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.

D's dividend yield for the trailing twelve months is around 5.04%, less than JEPI's 7.88% yield.

The maximum D drawdown since its inception was -52.20%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for D and JEPI. For additional features, visit the drawdowns tool.

Dominion Energy, Inc. (D) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 11.00% and 11.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.