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FSK vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSK and JEPI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

FSK vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS KKR Capital Corp. (FSK) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
195.96%
67.42%
FSK
JEPI

Key characteristics

Sharpe Ratio

FSK:

0.92

JEPI:

0.37

Sortino Ratio

FSK:

1.35

JEPI:

0.62

Omega Ratio

FSK:

1.20

JEPI:

1.10

Calmar Ratio

FSK:

0.85

JEPI:

0.39

Martin Ratio

FSK:

3.53

JEPI:

1.79

Ulcer Index

FSK:

5.48%

JEPI:

2.86%

Daily Std Dev

FSK:

21.02%

JEPI:

13.76%

Max Drawdown

FSK:

-67.20%

JEPI:

-13.71%

Current Drawdown

FSK:

-13.31%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, FSK achieves a -3.97% return, which is significantly lower than JEPI's -2.67% return.


FSK

YTD

-3.97%

1M

-4.36%

6M

4.22%

1Y

19.91%

5Y*

24.03%

10Y*

5.41%

JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FSK vs. JEPI — Risk-Adjusted Performance Rank

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

FSK
The Risk-Adjusted Performance Rank of FSK is 8080
Overall Rank
The Sharpe Ratio Rank of FSK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FSK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FSK is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FSK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSK is 8282
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FSK, currently valued at 0.92, compared to the broader market-2.00-1.000.001.002.003.00
FSK: 0.92
JEPI: 0.37
The chart of Sortino ratio for FSK, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
FSK: 1.35
JEPI: 0.62
The chart of Omega ratio for FSK, currently valued at 1.20, compared to the broader market0.501.001.502.00
FSK: 1.20
JEPI: 1.10
The chart of Calmar ratio for FSK, currently valued at 0.85, compared to the broader market0.001.002.003.004.005.00
FSK: 0.85
JEPI: 0.39
The chart of Martin ratio for FSK, currently valued at 3.53, compared to the broader market-5.000.005.0010.0015.0020.00
FSK: 3.53
JEPI: 1.79

The current FSK Sharpe Ratio is 0.92, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FSK and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.92
0.37
FSK
JEPI

Dividends

FSK vs. JEPI - Dividend Comparison

FSK's dividend yield for the trailing twelve months is around 14.13%, more than JEPI's 7.88% yield.


TTM20242023202220212020201920182017201620152014
FSK
FS KKR Capital Corp.
14.13%13.35%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
7.88%7.33%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.31%
-6.74%
FSK
JEPI

Volatility

FSK vs. JEPI - Volatility Comparison

FS KKR Capital Corp. (FSK) has a higher volatility of 14.96% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.96%
11.07%
FSK
JEPI