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

Correlation

The correlation between INDS and JEPI is 0.68, 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.


-0.50.00.51.00.7

Performance

INDS vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
33.89%
72.84%
INDS
JEPI

Key characteristics

Sharpe Ratio

INDS:

-0.64

JEPI:

1.92

Sortino Ratio

INDS:

-0.78

JEPI:

2.60

Omega Ratio

INDS:

0.91

JEPI:

1.38

Calmar Ratio

INDS:

-0.34

JEPI:

3.11

Martin Ratio

INDS:

-1.31

JEPI:

12.63

Ulcer Index

INDS:

8.57%

JEPI:

1.13%

Daily Std Dev

INDS:

17.50%

JEPI:

7.48%

Max Drawdown

INDS:

-40.44%

JEPI:

-13.71%

Current Drawdown

INDS:

-31.86%

JEPI:

-3.69%

Returns By Period

In the year-to-date period, INDS achieves a -13.63% return, which is significantly lower than JEPI's 13.12% return.


INDS

YTD

-13.63%

1M

-7.53%

6M

-5.17%

1Y

-12.14%

5Y*

3.77%

10Y*

N/A

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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INDS vs. JEPI - Expense Ratio Comparison

INDS has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.


INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
Expense ratio chart for INDS: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

INDS vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) 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 INDS, currently valued at -0.64, compared to the broader market0.002.004.00-0.641.92
The chart of Sortino ratio for INDS, currently valued at -0.78, compared to the broader market-2.000.002.004.006.008.0010.00-0.782.60
The chart of Omega ratio for INDS, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.38
The chart of Calmar ratio for INDS, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.343.11
The chart of Martin ratio for INDS, currently valued at -1.31, compared to the broader market0.0020.0040.0060.0080.00100.00-1.3112.63
INDS
JEPI

The current INDS Sharpe Ratio is -0.64, which is lower than the JEPI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of INDS 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.64
1.92
INDS
JEPI

Dividends

INDS vs. JEPI - Dividend Comparison

INDS's dividend yield for the trailing twelve months is around 2.52%, less than JEPI's 7.30% yield.


TTM202320222021202020192018
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
2.52%3.11%2.14%1.24%1.68%2.26%1.81%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%0.00%0.00%

Drawdowns

INDS vs. JEPI - Drawdown Comparison

The maximum INDS drawdown since its inception was -40.44%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for INDS and JEPI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.86%
-3.69%
INDS
JEPI

Volatility

INDS vs. JEPI - Volatility Comparison

Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a higher volatility of 5.98% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.90%. This indicates that INDS'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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.98%
2.90%
INDS
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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