HBI vs. JEPI

In the year-to-date period, HBI achieves a -34.28% return, which is significantly lower than JEPI's 0.55% return.

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This table presents a comparison of risk-adjusted performance metrics for Hanesbrands Inc. (HBI) 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 current HBI Sharpe Ratio is 0.19, which is lower than the JEPI Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of HBI 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.

HBI has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.98%.

The maximum HBI drawdown since its inception was -86.52%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HBI and JEPI. For additional features, visit the drawdowns tool.

Hanesbrands Inc. (HBI) has a higher volatility of 10.77% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.78%. This indicates that HBI'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.