GLAD vs. JEPI
Compare and contrast key facts about Gladstone Capital Corporation (GLAD) 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: GLAD or JEPI.
Performance
GLAD vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, GLAD achieves a 34.20% return, which is significantly higher than JEPI's 15.68% return.
GLAD
34.20%
8.26%
25.45%
42.44%
15.38%
13.80%
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| GLAD | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.46 | 2.63 |
| Sortino Ratio | 2.99 | 3.65 |
| Omega Ratio | 1.44 | 1.52 |
| Calmar Ratio | 3.59 | 4.81 |
| Martin Ratio | 9.90 | 18.61 |
| Ulcer Index | 4.33% | 1.00% |
| Daily Std Dev | 17.39% | 7.08% |
| Max Drawdown | -74.87% | -13.71% |
| Current Drawdown | -0.43% | -0.28% |
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Correlation
The correlation between GLAD and JEPI is 0.44, 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.
Risk-Adjusted Performance
GLAD vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Capital Corporation (GLAD) 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
GLAD vs. JEPI - Dividend Comparison
GLAD's dividend yield for the trailing twelve months is around 7.47%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLAD Gladstone Capital Corporation | 7.47% | 9.16% | 8.42% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% | 10.16% | 8.78% |
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% | 0.00% |
Drawdowns
GLAD vs. JEPI - Drawdown Comparison
The maximum GLAD drawdown since its inception was -74.87%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GLAD and JEPI. For additional features, visit the drawdowns tool.
Volatility
GLAD vs. JEPI - Volatility Comparison
Gladstone Capital Corporation (GLAD) has a higher volatility of 4.90% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that GLAD'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.