FMS vs. JEPI
FMS (Fresenius Medical Care AG & Co. KGaA) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, FMS returned -7.90%/yr vs 7.51%/yr for JEPI. At a 0.35 correlation, their price movements are largely independent.
Performance
FMS vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, FMS achieves a 2.15% return, which is significantly higher than JEPI's 1.34% return.
FMS
- 1D
- -0.85%
- 1M
- 8.09%
- YTD
- 2.15%
- 6M
- 1.72%
- 1Y
- -9.24%
- 3Y*
- 1.93%
- 5Y*
- -7.90%
- 10Y*
- -3.31%
JEPI
- 1D
- -0.05%
- 1M
- 0.23%
- YTD
- 1.34%
- 6M
- 1.18%
- 1Y
- 8.97%
- 3Y*
- 9.13%
- 5Y*
- 7.51%
- 10Y*
- —
FMS vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FMS Fresenius Medical Care AG & Co. KGaA | 2.15% | 8.11% | 11.86% | 30.88% | -48.42% | -20.28% | 3.11% |
JEPI JPMorgan Equity Premium Income ETF | 1.34% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between FMS and JEPI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.35 |
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Return for Risk
FMS vs. JEPI — Risk / Return Rank
FMS
JEPI
FMS vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FMS) 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.
| FMS | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.35 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.54 | 4.00 | -4.55 |
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Drawdowns
FMS vs. JEPI - Drawdown Comparison
The maximum FMS drawdown since its inception was -77.59%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FMS and JEPI.
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Drawdown Indicators
| FMS | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.59% | -13.71% | -63.88% |
Max Drawdown (1Y)Largest decline over 1 year | -29.82% | -6.68% | -23.14% |
Max Drawdown (3Y)Largest decline over 3 years | -40.49% | -13.26% | -27.23% |
Max Drawdown (5Y)Largest decline over 5 years | -68.67% | -13.71% | -54.96% |
Max Drawdown (10Y)Largest decline over 10 years | -75.61% | — | — |
Current DrawdownCurrent decline from peak | -49.70% | -3.69% | -46.01% |
Average DrawdownAverage peak-to-trough decline | -23.83% | -2.13% | -21.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.03% | 2.24% | +14.79% |
Volatility
FMS vs. JEPI - Volatility Comparison
Fresenius Medical Care AG & Co. KGaA (FMS) has a higher volatility of 7.84% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.35%. This indicates that FMS'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
| FMS | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 2.35% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 24.10% | 6.28% | +17.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.27% | 8.04% | +21.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 11.08% | +21.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.38% | 10.79% | +18.59% |
Dividends
FMS vs. JEPI - Dividend Comparison
FMS's dividend yield for the trailing twelve months is around 3.73%, less than JEPI's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMS Fresenius Medical Care AG & Co. KGaA | 3.73% | 3.30% | 2.80% | 2.97% | 4.34% | 2.57% | 1.72% | 1.78% | 1.95% | 0.70% | 0.74% | 0.71% |
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
FMS and JEPI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMS has higher volatility (7.84%) compared to JEPI (2.35%). In terms of maximum drawdown, FMS dropped -77.59% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.12 vs -0.32), 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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