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HBI vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HBI and JEPI is 0.39, 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.


-0.50.00.51.00.4

Performance

HBI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hanesbrands Inc. (HBI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-29.88%
77.79%
HBI
JEPI

Key characteristics

Sharpe Ratio

HBI:

0.64

JEPI:

1.67

Sortino Ratio

HBI:

1.27

JEPI:

2.26

Omega Ratio

HBI:

1.17

JEPI:

1.32

Calmar Ratio

HBI:

0.42

JEPI:

2.66

Martin Ratio

HBI:

3.21

JEPI:

8.56

Ulcer Index

HBI:

10.98%

JEPI:

1.53%

Daily Std Dev

HBI:

54.87%

JEPI:

7.84%

Max Drawdown

HBI:

-86.52%

JEPI:

-13.71%

Current Drawdown

HBI:

-76.82%

JEPI:

-0.97%

Returns By Period

In the year-to-date period, HBI achieves a -24.57% return, which is significantly lower than JEPI's 3.35% return.


HBI

YTD

-24.57%

1M

-28.60%

6M

-2.69%

1Y

27.65%

5Y*

-13.08%

10Y*

-12.76%

JEPI

YTD

3.35%

1M

0.61%

6M

5.80%

1Y

11.87%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HBI vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HBI
The Risk-Adjusted Performance Rank of HBI is 6868
Overall Rank
The Sharpe Ratio Rank of HBI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of HBI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of HBI is 6666
Omega Ratio Rank
The Calmar Ratio Rank of HBI is 6565
Calmar Ratio Rank
The Martin Ratio Rank of HBI is 7474
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 7474
Overall Rank
The Sharpe Ratio Rank of JEPI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HBI vs. JEPI - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for HBI, currently valued at 0.64, compared to the broader market-2.000.002.000.641.67
The chart of Sortino ratio for HBI, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.006.001.272.26
The chart of Omega ratio for HBI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.32
The chart of Calmar ratio for HBI, currently valued at 0.45, compared to the broader market0.002.004.006.000.452.66
The chart of Martin ratio for HBI, currently valued at 3.21, compared to the broader market-10.000.0010.0020.0030.003.218.56
HBI
JEPI

The current HBI Sharpe Ratio is 0.64, which is lower than the JEPI Sharpe Ratio of 1.67. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.64
1.67
HBI
JEPI

Dividends

HBI vs. JEPI - Dividend Comparison

HBI has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.17%.


TTM20242023202220212020201920182017201620152014
HBI
Hanesbrands Inc.
0.00%0.00%0.00%9.43%3.59%4.12%4.04%4.79%2.87%2.04%1.36%1.08%
JEPI
JPMorgan Equity Premium Income ETF
7.17%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HBI vs. JEPI - Drawdown Comparison

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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-70.17%
-0.97%
HBI
JEPI

Volatility

HBI vs. JEPI - Volatility Comparison

Hanesbrands Inc. (HBI) has a higher volatility of 23.80% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.84%. 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
23.80%
1.84%
HBI
JEPI