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ISPR vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPR vs. JEPI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ISPR achieves a -42.50% return, which is significantly lower than JEPI's 0.15% return.


ISPR

1D
-7.47%
1M
21.97%
YTD
-42.50%
6M
-39.02%
1Y
-36.11%
3Y*
-42.32%
5Y*
10Y*

JEPI

1D
0.14%
1M
-1.54%
YTD
0.15%
6M
0.47%
1Y
7.70%
3Y*
8.88%
5Y*
7.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPR vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023
ISPR
Ispire Technology Inc. Common Stock
-42.50%-44.33%-58.53%60.66%
JEPI
JPMorgan Equity Premium Income ETF
0.15%8.09%12.57%7.97%

Correlation

The correlation between ISPR and JEPI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.15

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Return for Risk

ISPR vs. JEPI — Risk / Return Rank

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

ISPR
ISPR Risk / Return Rank: 2727
Overall Rank
ISPR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ISPR Sortino Ratio Rank: 3535
Sortino Ratio Rank
ISPR Omega Ratio Rank: 3434
Omega Ratio Rank
ISPR Calmar Ratio Rank: 2121
Calmar Ratio Rank
ISPR Martin Ratio Rank: 1818
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 2626
Overall Rank
JEPI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2626
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2626
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISPR vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ispire Technology Inc. Common Stock (ISPR) 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.


ISPRJEPIDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.02

1.18

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.56

1.16

-1.72

Martin ratioReturn relative to average drawdown

-1.09

3.73

-4.82

ISPR vs. JEPI - Sharpe Ratio Comparison

The current ISPR Sharpe Ratio is -0.33, which is lower than the JEPI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ISPR and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ISPRJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

0.99

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

1.01

-1.42

Drawdowns

ISPR vs. JEPI - Drawdown Comparison

The maximum ISPR drawdown since its inception was -91.90%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ISPR and JEPI.


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Drawdown Indicators


ISPRJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-91.90%

-13.71%

-78.19%

Max Drawdown (1Y)

Largest decline over 1 year

-64.13%

-6.68%

-57.45%

Max Drawdown (3Y)

Largest decline over 3 years

-91.90%

-13.26%

-78.64%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

Current Drawdown

Current decline from peak

-90.12%

-4.83%

-85.29%

Average Drawdown

Average peak-to-trough decline

-57.24%

-2.12%

-55.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.31%

2.07%

+31.24%

Volatility

ISPR vs. JEPI - Volatility Comparison

Ispire Technology Inc. Common Stock (ISPR) has a higher volatility of 41.25% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.35%. This indicates that ISPR'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.


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Volatility by Period


ISPRJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.25%

1.35%

+39.90%

Volatility (6M)

Calculated over the trailing 6-month period

85.04%

6.07%

+78.97%

Volatility (1Y)

Calculated over the trailing 1-year period

109.61%

7.85%

+101.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.69%

11.06%

+83.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.69%

10.80%

+83.89%

Dividends

ISPR vs. JEPI - Dividend Comparison

ISPR has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.27%.


PositionTTM202520242023202220212020
ISPR
Ispire Technology Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.27%8.25%7.33%8.40%11.68%6.59%5.79%

Frequently Asked Questions


ISPR and JEPI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISPR has higher volatility (41.25%) compared to JEPI (1.35%). In terms of maximum drawdown, ISPR dropped -91.90% vs JEPI's -13.71%.

JEPI currently has the higher Sharpe Ratio (0.99 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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