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ECHI.TO vs. JEPI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECHI.TO vs. JEPI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) and JPMorgan US Equity Premium Income Active ETF (JEPI.TO). The values are adjusted to include any dividend payments, if applicable.

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ECHI.TO vs. JEPI.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ECHI.TO achieves a 9.91% return, which is significantly higher than JEPI.TO's 1.66% return.


ECHI.TO

1D
2.64%
1M
0.11%
YTD
9.91%
6M
22.65%
1Y
3Y*
5Y*
10Y*

JEPI.TO

1D
1.78%
1M
-2.89%
YTD
1.66%
6M
3.43%
1Y
4.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECHI.TO vs. JEPI.TO - Expense Ratio Comparison

ECHI.TO has a 0.29% expense ratio, which is lower than JEPI.TO's 0.35% expense ratio.


Return for Risk

ECHI.TO vs. JEPI.TO — Risk / Return Rank

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

ECHI.TO

JEPI.TO
JEPI.TO Risk / Return Rank: 2222
Overall Rank
JEPI.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEPI.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
JEPI.TO Omega Ratio Rank: 2121
Omega Ratio Rank
JEPI.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPI.TO Martin Ratio Rank: 2424
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.

ECHI.TO vs. JEPI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) and JPMorgan US Equity Premium Income Active ETF (JEPI.TO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ECHI.TO vs. JEPI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ECHI.TOJEPI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

3.17

0.62

+2.55

Correlation

The correlation between ECHI.TO and JEPI.TO is 0.38, 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

ECHI.TO vs. JEPI.TO - Dividend Comparison

ECHI.TO's dividend yield for the trailing twelve months is around 8.71%, more than JEPI.TO's 7.70% yield.


Drawdowns

ECHI.TO vs. JEPI.TO - Drawdown Comparison

The maximum ECHI.TO drawdown since its inception was -6.84%, smaller than the maximum JEPI.TO drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for ECHI.TO and JEPI.TO.


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Drawdown Indicators


ECHI.TOJEPI.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.84%

-14.36%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

Current Drawdown

Current decline from peak

-1.98%

-2.89%

+0.91%

Average Drawdown

Average peak-to-trough decline

-1.40%

-3.44%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

ECHI.TO vs. JEPI.TO - Volatility Comparison


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Volatility by Period


ECHI.TOJEPI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

14.69%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

13.40%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

13.40%

+5.19%