GCP.L vs. JEPI
Compare and contrast key facts about GCP Infrastructure Investments Limited (GCP.L) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
GCP.L vs. JEPI - Performance Comparison
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GCP.L vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GCP.L GCP Infrastructure Investments Limited | 0.40% | 15.63% | 7.90% | -22.98% | 0.44% | 6.30% | -1.63% |
JEPI JPMorgan Equity Premium Income ETF | 2.44% | 0.39% | 14.54% | 4.34% | 7.99% | 22.67% | 6.13% |
Different Trading Currencies
GCP.L is traded in GBp, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GCP.L achieves a 0.40% return, which is significantly lower than JEPI's 2.44% return.
GCP.L
- 1D
- 1.53%
- 1M
- -3.44%
- YTD
- 0.40%
- 6M
- 4.54%
- 1Y
- 10.93%
- 3Y*
- 4.08%
- 5Y*
- 1.57%
- 10Y*
- 2.47%
JEPI
- 1D
- 0.71%
- 1M
- -2.65%
- YTD
- 2.44%
- 6M
- 4.92%
- 1Y
- 10.19%
- 3Y*
- 7.35%
- 5Y*
- 9.31%
- 10Y*
- —
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Return for Risk
GCP.L vs. JEPI — Risk / Return Rank
GCP.L
JEPI
GCP.L vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GCP Infrastructure Investments Limited (GCP.L) 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.
| GCP.L | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.42 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.68 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.56 | +0.62 |
Martin ratioReturn relative to average drawdown | 2.32 | 2.03 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCP.L | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.42 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.81 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.85 | -0.57 |
Correlation
The correlation between GCP.L and JEPI is 0.04, 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
GCP.L vs. JEPI - Dividend Comparison
GCP.L's dividend yield for the trailing twelve months is around 9.59%, more than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCP.L GCP Infrastructure Investments Limited | 9.59% | 9.41% | 9.89% | 9.72% | 6.86% | 6.46% | 6.97% | 5.77% | 5.97% | 5.89% | 6.18% | 6.33% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GCP.L vs. JEPI - Drawdown Comparison
The maximum GCP.L drawdown since its inception was -44.22%, which is greater than JEPI's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for GCP.L and JEPI.
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Drawdown Indicators
| GCP.L | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.22% | -13.71% | -30.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -6.68% | -2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -44.22% | -13.71% | -30.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.22% | — | — |
Current DrawdownCurrent decline from peak | -13.88% | -4.46% | -9.42% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -2.07% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.14% | +2.57% |
Volatility
GCP.L vs. JEPI - Volatility Comparison
GCP Infrastructure Investments Limited (GCP.L) has a higher volatility of 5.84% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.47%. This indicates that GCP.L'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
| GCP.L | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.47% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 6.99% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 14.01% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.98% | 11.57% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 11.48% | +9.06% |