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

Correlation

The correlation between JEPI and DIVO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

JEPI vs. DIVO - Performance Comparison

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

60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
72.84%
83.39%
JEPI
DIVO

Key characteristics

Sharpe Ratio

JEPI:

1.92

DIVO:

2.01

Sortino Ratio

JEPI:

2.60

DIVO:

2.88

Omega Ratio

JEPI:

1.38

DIVO:

1.37

Calmar Ratio

JEPI:

3.11

DIVO:

3.21

Martin Ratio

JEPI:

12.63

DIVO:

11.81

Ulcer Index

JEPI:

1.13%

DIVO:

1.54%

Daily Std Dev

JEPI:

7.48%

DIVO:

9.03%

Max Drawdown

JEPI:

-13.71%

DIVO:

-30.04%

Current Drawdown

JEPI:

-3.69%

DIVO:

-5.09%

Returns By Period

In the year-to-date period, JEPI achieves a 13.12% return, which is significantly lower than DIVO's 16.26% return.


JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

DIVO

YTD

16.26%

1M

-1.94%

6M

7.12%

1Y

17.24%

5Y*

11.21%

10Y*

N/A

Compare stocks, funds, or ETFs

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


JEPI vs. DIVO - Expense Ratio Comparison

JEPI has a 0.35% expense ratio, which is lower than DIVO's 0.55% expense ratio.


DIVO
Amplify CWP Enhanced Dividend Income ETF
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
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

JEPI vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 JEPI, currently valued at 1.92, compared to the broader market0.002.004.001.922.01
The chart of Sortino ratio for JEPI, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.602.88
The chart of Omega ratio for JEPI, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.37
The chart of Calmar ratio for JEPI, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.113.21
The chart of Martin ratio for JEPI, currently valued at 12.63, compared to the broader market0.0020.0040.0060.0080.00100.0012.6311.81
JEPI
DIVO

The current JEPI Sharpe Ratio is 1.92, which is comparable to the DIVO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of JEPI and DIVO, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.92
2.01
JEPI
DIVO

Dividends

JEPI vs. DIVO - Dividend Comparison

JEPI's dividend yield for the trailing twelve months is around 7.30%, more than DIVO's 4.63% yield.


TTM2023202220212020201920182017
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.63%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

JEPI vs. DIVO - Drawdown Comparison

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for JEPI and DIVO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.69%
-5.09%
JEPI
DIVO

Volatility

JEPI vs. DIVO - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.90%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 3.23%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
2.90%
3.23%
JEPI
DIVO
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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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