DEA vs. JEPI
DEA (Easterly Government Properties, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, DEA returned -7.72%/yr vs 7.44%/yr for JEPI. At a 0.42 correlation, their price movements are largely independent.
Performance
DEA vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, DEA achieves a 22.05% return, which is significantly higher than JEPI's 3.30% return.
DEA
- 1D
- 0.48%
- 1M
- 3.45%
- 6M
- 15.66%
- YTD
- 22.05%
- 1Y
- 16.00%
- 3Y*
- -4.47%
- 5Y*
- -7.72%
- 10Y*
- -0.74%
JEPI
- 1D
- 0.23%
- 1M
- 1.98%
- 6M
- 1.51%
- YTD
- 3.30%
- 1Y
- 8.32%
- 3Y*
- 9.32%
- 5Y*
- 7.44%
- 10Y*
- —
DEA vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 22.05% | -18.63% | -7.95% | 1.82% | -34.04% | 6.32% | -3.33% |
JEPI JPMorgan Equity Premium Income ETF | 3.30% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between DEA and JEPI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.42 |
The correlation between DEA and JEPI shifts across timeframes, from 0.30 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DEA vs. JEPI — Risk / Return Rank
DEA
JEPI
DEA vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Government Properties, Inc. (DEA) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DEA | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.19 | +0.30 |
| Martin ratioReturn relative to average drawdown | 3.35 | 3.41 | -0.06 |
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Drawdowns
DEA vs. JEPI - Drawdown Comparison
The maximum DEA drawdown since its inception was -62.19%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DEA and JEPI.
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Drawdown Indicators
| DEA | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.19% | -13.71% | -48.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -6.68% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -42.24% | -13.26% | -28.98% |
Max Drawdown (5Y)Largest decline over 5 years | -56.38% | -13.71% | -42.67% |
Max Drawdown (10Y)Largest decline over 10 years | -62.19% | — | — |
Current DrawdownCurrent decline from peak | -47.87% | -1.84% | -46.03% |
Average DrawdownAverage peak-to-trough decline | -23.13% | -2.13% | -21.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 2.34% | +2.65% |
Volatility
DEA vs. JEPI - Volatility Comparison
Easterly Government Properties, Inc. (DEA) has a higher volatility of 6.79% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.36%. This indicates that DEA'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.
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Volatility by Period
| DEA | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 2.36% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 6.33% | +8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 8.03% | +13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.77% | 11.09% | +13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.29% | 10.76% | +13.53% |
Dividends
DEA vs. JEPI - Dividend Comparison
DEA's dividend yield for the trailing twelve months is around 7.24%, less than JEPI's 8.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 7.24% | 9.50% | 9.33% | 7.89% | 7.43% | 4.58% | 4.59% | 4.38% | 6.63% | 4.69% | 4.60% | 3.14% |
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DEA and JEPI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEA has higher volatility (6.79%) compared to JEPI (2.36%). In terms of maximum drawdown, DEA dropped -62.19% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.99 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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