JEPI vs. SPG
JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan, while SPG (Simon Property Group, Inc.) is a stock. Over the past 5 years, JEPI returned 7.40%/yr vs 18.80%/yr for SPG. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
JEPI vs. SPG - Performance Comparison
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Returns By Period
In the year-to-date period, JEPI achieves a 4.52% return, which is significantly lower than SPG's 26.72% return.
JEPI
- 1D
- 0.33%
- 1M
- 2.33%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 10.15%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
SPG
- 1D
- -0.46%
- 1M
- 2.86%
- 6M
- 22.61%
- YTD
- 26.72%
- 1Y
- 46.70%
- 3Y*
- 28.68%
- 5Y*
- 18.80%
- 10Y*
- 5.56%
- ALL TIME*
- 13.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $260.98M | $260.42M | $297.70M | |
| $307.53M | $341.88M | $412.90M |
JEPI vs. SPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
SPG Simon Property Group, Inc. | 26.72% | 12.94% | 26.92% | 29.24% | -21.91% | 95.72% | 61.70% |
Correlation
The correlation between JEPI and SPG is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.52 |
The correlation between JEPI and SPG shifts across timeframes, from 0.47 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JEPI vs. SPG — Risk / Return Rank
JEPI
SPG
JEPI vs. SPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Simon Property Group, Inc. (SPG). 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 | SPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 4.07 | -2.54 |
| Martin ratioReturn relative to average drawdown | 4.32 | 14.65 | -10.33 |
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Drawdowns
JEPI vs. SPG - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum SPG drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for JEPI and SPG.
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Drawdown Indicators
| JEPI | SPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -77.00% | +63.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -11.54% | +4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -24.32% | +11.06% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -45.84% | +32.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.45% | — |
Current DrawdownCurrent decline from peak | -0.68% | -3.10% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -13.78% | +11.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 3.20% | -0.84% |
Volatility
JEPI vs. SPG - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.38%, while Simon Property Group, Inc. (SPG) has a volatility of 6.53%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than SPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI | SPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 6.53% | -4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 15.35% | -8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.15% | 19.56% | -11.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.10% | 26.12% | -15.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.73% | 37.14% | -26.41% |
Dividends
JEPI vs. SPG - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 7.96%, more than SPG's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.96% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPG Simon Property Group, Inc. | 3.84% | 4.62% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% |
Frequently Asked Questions
JEPI and SPG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPG has higher volatility (6.53%) compared to JEPI (2.38%). In terms of maximum drawdown, JEPI dropped -13.71% vs SPG's -77.00%.
SPG currently has the higher Sharpe Ratio (2.40 vs 1.25), 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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