GMRE vs. JEPI
Compare and contrast key facts about Global Medical REIT Inc. (GMRE) 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: GMRE or JEPI.
Performance
GMRE vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, GMRE achieves a -15.84% return, which is significantly lower than JEPI's 15.68% return.
GMRE
-15.84%
-7.03%
5.33%
-2.81%
-1.09%
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| GMRE | JEPI | |
|---|---|---|
| Sharpe Ratio | -0.09 | 2.63 |
| Sortino Ratio | 0.05 | 3.65 |
| Omega Ratio | 1.01 | 1.52 |
| Calmar Ratio | -0.05 | 4.81 |
| Martin Ratio | -0.14 | 18.61 |
| Ulcer Index | 16.42% | 1.00% |
| Daily Std Dev | 25.65% | 7.08% |
| Max Drawdown | -58.92% | -13.71% |
| Current Drawdown | -40.14% | -0.28% |
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Correlation
The correlation between GMRE and JEPI is 0.51, 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
GMRE vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Medical REIT Inc. (GMRE) 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
GMRE vs. JEPI - Dividend Comparison
GMRE's dividend yield for the trailing twelve months is around 9.62%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GMRE Global Medical REIT Inc. | 9.62% | 7.57% | 8.86% | 4.62% | 6.13% | 6.05% | 9.00% | 9.76% | 4.48% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GMRE vs. JEPI - Drawdown Comparison
The maximum GMRE drawdown since its inception was -58.92%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GMRE and JEPI. For additional features, visit the drawdowns tool.
Volatility
GMRE vs. JEPI - Volatility Comparison
Global Medical REIT Inc. (GMRE) has a higher volatility of 6.04% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that GMRE'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.