JEPI vs. BTC-USD
JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, JEPI returned 7.45%/yr vs 10.27%/yr for BTC-USD. At a 0.21 correlation, their price movements are largely independent.
Performance
JEPI vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, JEPI achieves a 1.29% return, which is significantly higher than BTC-USD's -27.32% return.
JEPI
- 1D
- 0.43%
- 1M
- 0.90%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 7.58%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
JEPI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 204.86% |
Correlation
The correlation between JEPI and BTC-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.21 |
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Return for Risk
JEPI vs. BTC-USD — Risk / Return Rank
JEPI
BTC-USD
JEPI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Bitcoin (BTC-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.87 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | -0.78 | +1.92 |
| Martin ratioReturn relative to average drawdown | 3.46 | -1.36 | +4.82 |
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Drawdowns
JEPI vs. BTC-USD - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for JEPI and BTC-USD.
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Drawdown Indicators
| JEPI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -85.30% | +71.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -51.21% | +44.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -51.21% | +37.95% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -76.67% | +62.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -3.75% | -49.01% | +45.26% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -42.35% | +40.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 35.02% | -32.82% |
Volatility
JEPI vs. BTC-USD - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.05%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 12.11% | -10.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 34.59% | -28.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 35.62% | -27.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 44.71% | -33.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 56.62% | -45.83% |
Frequently Asked Questions
JEPI and BTC-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to JEPI (2.05%). In terms of maximum drawdown, JEPI dropped -13.71% vs BTC-USD's -85.30%.
JEPI currently has the higher Sharpe Ratio (0.95 vs -0.93), 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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