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

Correlation

The correlation between JEPI and SPYI is 0.82, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

JEPI vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income ETF (JEPI) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
24.04%
31.85%
JEPI
SPYI

Key characteristics

Sharpe Ratio

JEPI:

0.37

SPYI:

0.54

Sortino Ratio

JEPI:

0.62

SPYI:

0.87

Omega Ratio

JEPI:

1.10

SPYI:

1.14

Calmar Ratio

JEPI:

0.39

SPYI:

0.56

Martin Ratio

JEPI:

1.79

SPYI:

2.51

Ulcer Index

JEPI:

2.86%

SPYI:

3.68%

Daily Std Dev

JEPI:

13.76%

SPYI:

17.05%

Max Drawdown

JEPI:

-13.71%

SPYI:

-16.47%

Current Drawdown

JEPI:

-6.74%

SPYI:

-7.75%

Returns By Period

In the year-to-date period, JEPI achieves a -2.67% return, which is significantly higher than SPYI's -3.86% return.


JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

SPYI

YTD

-3.86%

1M

-2.37%

6M

-2.70%

1Y

8.59%

5Y*

N/A

10Y*

N/A

*Annualized

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JEPI vs. SPYI - Expense Ratio Comparison

JEPI has a 0.35% expense ratio, which is lower than SPYI's 0.68% expense ratio.


Expense ratio chart for SPYI: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYI: 0.68%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

JEPI vs. SPYI — Risk-Adjusted Performance Rank

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

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank

SPYI
The Risk-Adjusted Performance Rank of SPYI is 6565
Overall Rank
The Sharpe Ratio Rank of SPYI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEPI vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and NEOS S&P 500 High Income ETF (SPYI). 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.


The chart of Sharpe ratio for JEPI, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
JEPI: 0.37
SPYI: 0.54
The chart of Sortino ratio for JEPI, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
JEPI: 0.62
SPYI: 0.87
The chart of Omega ratio for JEPI, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
JEPI: 1.10
SPYI: 1.14
The chart of Calmar ratio for JEPI, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.00
JEPI: 0.39
SPYI: 0.56
The chart of Martin ratio for JEPI, currently valued at 1.79, compared to the broader market0.0020.0040.0060.00
JEPI: 1.79
SPYI: 2.51

The current JEPI Sharpe Ratio is 0.37, which is lower than the SPYI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of JEPI and SPYI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
0.54
JEPI
SPYI

Dividends

JEPI vs. SPYI - Dividend Comparison

JEPI's dividend yield for the trailing twelve months is around 7.88%, less than SPYI's 13.09% yield.


TTM20242023202220212020
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%
SPYI
NEOS S&P 500 High Income ETF
13.09%12.04%12.01%4.10%0.00%0.00%

Drawdowns

JEPI vs. SPYI - Drawdown Comparison

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum SPYI drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for JEPI and SPYI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.74%
-7.75%
JEPI
SPYI

Volatility

JEPI vs. SPYI - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 11.07%, while NEOS S&P 500 High Income ETF (SPYI) has a volatility of 13.32%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.07%
13.32%
JEPI
SPYI