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FITBI vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FITBI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITBI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FITBI

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JEPI

1D
-0.43%
1M
-0.19%
YTD
0.91%
6M
0.64%
1Y
7.76%
3Y*
8.98%
5Y*
7.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FITBI vs. JEPI - Yearly Performance Comparison


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Return for Risk

FITBI vs. JEPI — Risk / Return Rank

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

FITBI

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


JEPI
JEPI Risk / Return Rank: 2727
Overall Rank
JEPI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2727
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2626
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2525
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2626
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.

FITBI vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITBI) 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.


FITBIJEPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.17

Martin ratioReturn relative to average drawdown

3.44

FITBI vs. JEPI - Sharpe Ratio Comparison


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Drawdowns

FITBI vs. JEPI - Drawdown Comparison

The maximum FITBI drawdown since its inception was 0.00%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FITBI and JEPI.


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Drawdown Indicators


FITBIJEPIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-13.71%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

Current Drawdown

Current decline from peak

0.00%

-4.11%

+4.11%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.13%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

Volatility

FITBI vs. JEPI - Volatility Comparison


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Volatility by Period


FITBIJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

8.03%

-8.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

11.08%

-11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

10.78%

-10.78%

Dividends

FITBI vs. JEPI - Dividend Comparison

FITBI has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.21%.


PositionTTM202520242023202220212020
FITBI
Fifth Third Bancorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.21%8.25%7.33%8.40%11.68%6.59%5.79%
Portfolio Optimizer

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