GOOD vs. JEPI
Compare and contrast key facts about Gladstone Commercial Corporation (GOOD) 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: GOOD or JEPI.
Key characteristics
| GOOD | JEPI | |
|---|---|---|
| YTD Return | 4.12% | 3.44% |
| 1Y Return | 24.53% | 8.92% |
| 3Y Return (Ann) | -6.95% | 7.24% |
| Sharpe Ratio | 0.85 | 1.25 |
| Daily Std Dev | 26.61% | 7.26% |
| Max Drawdown | -67.22% | -13.71% |
| Current Drawdown | -37.05% | -2.75% |
Correlation
The correlation between GOOD and JEPI is 0.52, 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
GOOD vs. JEPI - Performance Comparison
In the year-to-date period, GOOD achieves a 4.12% return, which is significantly higher than JEPI's 3.44% 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
GOOD vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Commercial Corporation (GOOD) 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
GOOD vs. JEPI - Dividend Comparison
GOOD's dividend yield for the trailing twelve months is around 8.65%, more than JEPI's 6.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOD Gladstone Commercial Corporation | 8.65% | 8.57% | 8.13% | 5.83% | 8.34% | 6.86% | 8.37% | 7.12% | 7.46% | 10.28% | 8.74% | 8.35% |
JEPI JPMorgan Equity Premium Income ETF | 6.87% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GOOD vs. JEPI - Drawdown Comparison
The maximum GOOD drawdown since its inception was -67.22%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GOOD and JEPI. For additional features, visit the drawdowns tool.
Volatility
GOOD vs. JEPI - Volatility Comparison
Gladstone Commercial Corporation (GOOD) has a higher volatility of 6.13% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.60%. This indicates that GOOD'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.