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JEPIX vs. CVCG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPIX vs. CVCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income Fund Class I (JEPIX) and CVC Income & Growth Limited (CVCG.L). The values are adjusted to include any dividend payments, if applicable.

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JEPIX vs. CVCG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JEPIX
JPMorgan Equity Premium Income Fund Class I
-2.35%7.82%12.43%9.68%-3.81%19.36%6.02%16.44%-9.93%
CVCG.L
CVC Income & Growth Limited
-7.42%15.54%29.10%24.09%-17.45%15.81%3.86%0.37%-5.37%
Different Trading Currencies

JEPIX is traded in USD, while CVCG.L is traded in GBp. To make them comparable, the CVCG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly higher than CVCG.L's -7.42% return.


JEPIX

1D
0.15%
1M
-7.28%
YTD
-2.35%
6M
0.41%
1Y
4.98%
3Y*
8.50%
5Y*
7.58%
10Y*

CVCG.L

1D
1.28%
1M
-7.76%
YTD
-7.42%
6M
-7.44%
1Y
-0.23%
3Y*
16.44%
5Y*
8.68%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JEPIX vs. CVCG.L — Risk / Return Rank

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

JEPIX
JEPIX Risk / Return Rank: 2020
Overall Rank
JEPIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JEPIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
JEPIX Omega Ratio Rank: 2323
Omega Ratio Rank
JEPIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JEPIX Martin Ratio Rank: 2222
Martin Ratio Rank

CVCG.L
CVCG.L Risk / Return Rank: 2626
Overall Rank
CVCG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CVCG.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CVCG.L Omega Ratio Rank: 2525
Omega Ratio Rank
CVCG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
CVCG.L Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEPIX vs. CVCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and CVC Income & Growth Limited (CVCG.L). 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.


JEPIXCVCG.LDifference

Sharpe ratio

Return per unit of total volatility

0.48

-0.01

+0.49

Sortino ratio

Return per unit of downside risk

0.78

0.10

+0.68

Omega ratio

Gain probability vs. loss probability

1.12

1.01

+0.11

Calmar ratio

Return relative to maximum drawdown

0.49

-0.02

+0.51

Martin ratio

Return relative to average drawdown

2.28

-0.09

+2.37

JEPIX vs. CVCG.L - Sharpe Ratio Comparison

The current JEPIX Sharpe Ratio is 0.48, which is higher than the CVCG.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of JEPIX and CVCG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEPIXCVCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

-0.01

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.40

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.23

+0.24

Correlation

The correlation between JEPIX and CVCG.L is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JEPIX vs. CVCG.L - Dividend Comparison

JEPIX's dividend yield for the trailing twelve months is around 7.69%, less than CVCG.L's 8.90% yield.


TTM20252024202320222021202020192018201720162015
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.69%8.12%7.20%8.42%12.24%6.15%11.59%3.91%0.00%0.00%0.00%0.00%
CVCG.L
CVC Income & Growth Limited
8.90%8.64%8.58%8.08%5.68%4.49%5.14%5.54%5.07%4.64%6.04%4.90%

Drawdowns

JEPIX vs. CVCG.L - Drawdown Comparison

The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum CVCG.L drawdown of -52.96%. Use the drawdown chart below to compare losses from any high point for JEPIX and CVCG.L.


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Drawdown Indicators


JEPIXCVCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-44.77%

+12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-10.61%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-13.67%

-17.08%

+3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

Current Drawdown

Current decline from peak

-7.28%

-7.42%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.19%

-4.08%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.91%

+0.33%

Volatility

JEPIX vs. CVCG.L - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 3.47%, while CVC Income & Growth Limited (CVCG.L) has a volatility of 10.24%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than CVCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEPIXCVCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

10.24%

-6.77%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

12.70%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

16.92%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

21.63%

-10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

25.97%

-11.13%