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

Correlation

The correlation between HIGH and JEPI is 0.20, 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.


-0.50.00.51.00.2

Performance

HIGH vs. JEPI - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.45%
8.06%
HIGH
JEPI

Key characteristics

Sharpe Ratio

HIGH:

0.55

JEPI:

1.88

Sortino Ratio

HIGH:

0.72

JEPI:

2.53

Omega Ratio

HIGH:

1.14

JEPI:

1.36

Calmar Ratio

HIGH:

0.79

JEPI:

2.98

Martin Ratio

HIGH:

2.04

JEPI:

9.80

Ulcer Index

HIGH:

1.32%

JEPI:

1.50%

Daily Std Dev

HIGH:

4.90%

JEPI:

7.84%

Max Drawdown

HIGH:

-3.39%

JEPI:

-13.71%

Current Drawdown

HIGH:

-0.84%

JEPI:

-1.21%

Returns By Period

In the year-to-date period, HIGH achieves a 1.61% return, which is significantly lower than JEPI's 3.06% return.


HIGH

YTD

1.61%

1M

0.86%

6M

0.45%

1Y

2.61%

5Y*

N/A

10Y*

N/A

JEPI

YTD

3.06%

1M

2.12%

6M

8.06%

1Y

14.04%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HIGH vs. JEPI - Expense Ratio Comparison

HIGH has a 0.51% expense ratio, which is higher than JEPI's 0.35% expense ratio.


HIGH
Simplify Enhanced Income ETF
Expense ratio chart for HIGH: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

HIGH vs. JEPI — Risk-Adjusted Performance Rank

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

HIGH
The Risk-Adjusted Performance Rank of HIGH is 2626
Overall Rank
The Sharpe Ratio Rank of HIGH is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 1616
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 3737
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 2424
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 7777
Overall Rank
The Sharpe Ratio Rank of JEPI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 7474
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.

HIGH vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) 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.


Sharpe ratio
The chart of Sharpe ratio for HIGH, currently valued at 0.55, compared to the broader market0.002.004.000.551.88
The chart of Sortino ratio for HIGH, currently valued at 0.72, compared to the broader market0.005.0010.000.722.53
The chart of Omega ratio for HIGH, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.36
The chart of Calmar ratio for HIGH, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.792.98
The chart of Martin ratio for HIGH, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.049.80
HIGH
JEPI

The current HIGH Sharpe Ratio is 0.55, which is lower than the JEPI Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of HIGH 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.55
1.88
HIGH
JEPI

Dividends

HIGH vs. JEPI - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 7.35%, more than JEPI's 7.11% yield.


TTM20242023202220212020
HIGH
Simplify Enhanced Income ETF
7.35%8.34%9.39%0.62%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.11%7.33%8.40%11.67%6.59%5.79%

Drawdowns

HIGH vs. JEPI - Drawdown Comparison

The maximum HIGH drawdown since its inception was -3.39%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HIGH and JEPI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.84%
-1.21%
HIGH
JEPI

Volatility

HIGH vs. JEPI - Volatility Comparison

The current volatility for Simplify Enhanced Income ETF (HIGH) is 2.03%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.72%. This indicates that HIGH experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.03%
2.72%
HIGH
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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