JEPI vs. VST
JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan, while VST (Vistra Corp.) is a stock. Over the past 5 years, JEPI returned 7.45%/yr vs 54.40%/yr for VST. At a 0.37 correlation, their price movements are largely independent.
Performance
JEPI vs. VST - 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 VST's -8.13% return.
JEPI
- 1D
- 0.43%
- 1M
- 0.97%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 8.34%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
VST
- 1D
- 1.12%
- 1M
- 5.97%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.37%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
JEPI vs. VST - 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% |
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | 0.47% |
Correlation
The correlation between JEPI and VST is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.37 |
Over the past year, the correlation between JEPI and VST has dropped to 0.15 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
JEPI vs. VST — Risk / Return Rank
JEPI
VST
JEPI vs. VST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Vistra Corp. (VST). 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 | VST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.99 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | -0.38 | +1.52 |
| Martin ratioReturn relative to average drawdown | 3.46 | -0.70 | +4.16 |
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Drawdowns
JEPI vs. VST - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for JEPI and VST.
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Drawdown Indicators
| JEPI | VST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -53.32% | +39.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -38.01% | +31.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -48.80% | +35.54% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -48.80% | +35.09% |
Current DrawdownCurrent decline from peak | -3.75% | -31.89% | +28.14% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -13.72% | +11.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 20.73% | -18.53% |
Volatility
JEPI vs. VST - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.05%, while Vistra Corp. (VST) has a volatility of 15.14%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI | VST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 15.14% | -13.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 37.96% | -31.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 48.75% | -40.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 47.97% | -36.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 42.22% | -31.43% |
Dividends
JEPI vs. VST - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 8.18%, more than VST's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.18% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
VST Vistra Corp. | 0.61% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% |
Frequently Asked Questions
JEPI and VST have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VST has higher volatility (15.14%) compared to JEPI (2.05%). In terms of maximum drawdown, JEPI dropped -13.71% vs VST's -53.32%.
JEPI currently has the higher Sharpe Ratio (0.95 vs -0.30), 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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