ECC vs. JEPI
ECC (Eagle Point Credit Company Inc) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, ECC returned -0.77%/yr vs 7.73%/yr for JEPI. At a 0.29 correlation, their price movements are largely independent.
Performance
ECC vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -4.62% return, which is significantly lower than JEPI's 1.40% return.
ECC
- 1D
- 1.39%
- 1M
- 20.35%
- YTD
- -4.62%
- 6M
- -3.95%
- 1Y
- -17.04%
- 3Y*
- -4.04%
- 5Y*
- -0.77%
- 10Y*
- 4.64%
JEPI
- 1D
- 0.20%
- 1M
- 0.56%
- YTD
- 1.40%
- 6M
- 1.62%
- 1Y
- 9.04%
- 3Y*
- 9.01%
- 5Y*
- 7.73%
- 10Y*
- —
ECC vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -4.62% | -18.45% | 11.77% | 12.11% | -11.71% | 56.78% | 92.62% |
JEPI JPMorgan Equity Premium Income ETF | 1.40% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between ECC and JEPI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.29 |
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Return for Risk
ECC vs. JEPI — Risk / Return Rank
ECC
JEPI
ECC vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) 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.
| ECC | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.36 | -1.73 |
| Martin ratioReturn relative to average drawdown | -0.68 | 4.06 | -4.74 |
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Drawdowns
ECC vs. JEPI - Drawdown Comparison
The maximum ECC drawdown since its inception was -70.79%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ECC and JEPI.
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Drawdown Indicators
| ECC | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.79% | -13.71% | -57.08% |
Max Drawdown (1Y)Largest decline over 1 year | -45.79% | -6.68% | -39.11% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -13.26% | -36.39% |
Max Drawdown (5Y)Largest decline over 5 years | -49.65% | -13.71% | -35.94% |
Max Drawdown (10Y)Largest decline over 10 years | -70.79% | — | — |
Current DrawdownCurrent decline from peak | -27.67% | -3.64% | -24.03% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -2.13% | -10.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.04% | 2.23% | +22.81% |
Volatility
ECC vs. JEPI - Volatility Comparison
Eagle Point Credit Company Inc (ECC) has a higher volatility of 25.08% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.35%. This indicates that ECC'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
| ECC | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.08% | 2.35% | +22.73% |
Volatility (6M)Calculated over the trailing 6-month period | 35.38% | 6.30% | +29.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.08% | 8.03% | +36.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 11.09% | +16.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.37% | 10.79% | +26.58% |
Dividends
ECC vs. JEPI - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 65.46%, more than JEPI's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | 65.46% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
JEPI JPMorgan Equity Premium Income ETF | 8.17% | 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
ECC and JEPI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.08%) compared to JEPI (2.35%). In terms of maximum drawdown, ECC dropped -70.79% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.13 vs -0.39), 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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