FSK vs. JEPI
Compare and contrast key facts about FS KKR Capital Corp. (FSK) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSK or JEPI.
Key characteristics
| FSK | JEPI | |
|---|---|---|
| YTD Return | 17.71% | 15.79% |
| 1Y Return | 23.90% | 20.11% |
| 3Y Return (Ann) | 13.85% | 8.29% |
| Sharpe Ratio | 1.60 | 2.87 |
| Sortino Ratio | 2.06 | 4.00 |
| Omega Ratio | 1.31 | 1.58 |
| Calmar Ratio | 2.12 | 5.20 |
| Martin Ratio | 6.88 | 20.34 |
| Ulcer Index | 3.40% | 0.99% |
| Daily Std Dev | 14.65% | 7.00% |
| Max Drawdown | -67.20% | -13.71% |
| Current Drawdown | -0.33% | -0.18% |
Correlation
The correlation between FSK and JEPI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FSK vs. JEPI - Performance Comparison
In the year-to-date period, FSK achieves a 17.71% return, which is significantly higher than JEPI's 15.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSK vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.
Dividends
FSK vs. JEPI - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 14.28%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 14.28% | 15.02% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSK vs. JEPI - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FSK and JEPI. For additional features, visit the drawdowns tool.
Volatility
FSK vs. JEPI - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 4.42% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that FSK'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.