JGPI.DE vs. O
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) is Large Cap Blend Equities fund actively managed by JPMorgan, while O (Realty Income Corporation) is a stock. Over the past year, JGPI.DE returned -1.08% vs 13.43% for O. At a 0.22 correlation, their price movements are largely independent.
Performance
JGPI.DE vs. O - Performance Comparison
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Different Trading Currencies
JGPI.DE is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JGPI.DE achieves a -1.21% return, which is significantly lower than O's 12.45% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 1.31%
- YTD
- -1.21%
- 6M
- -0.48%
- 1Y
- -1.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- 12.45%
- 6M
- 10.08%
- 1Y
- 13.43%
- 3Y*
- 3.27%
- 5Y*
- 3.84%
- 10Y*
- 4.32%
JGPI.DE vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.02% |
O Realty Income Corporation | 10.79% | -1.11% | 4.35% | 2.82% |
Correlation
The correlation between JGPI.DE and O is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.22 |
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Return for Risk
JGPI.DE vs. O — Risk / Return Rank
JGPI.DE
O
JGPI.DE vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and Realty Income Corporation (O). 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.
| JGPI.DE | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.15 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.31 | -1.43 |
| Martin ratioReturn relative to average drawdown | -0.32 | 3.09 | -3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JGPI.DE | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.85 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.35 | +0.11 |
Drawdowns
JGPI.DE vs. O - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and O.
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Drawdown Indicators
| JGPI.DE | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -48.59% | +36.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -10.26% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.59% | — |
Current DrawdownCurrent decline from peak | -8.94% | -11.71% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -14.59% | +10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.35% | -1.30% |
Volatility
JGPI.DE vs. O - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.53%, while Realty Income Corporation (O) has a volatility of 4.89%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.89% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 12.09% | -6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 15.95% | -8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 18.85% | -9.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 25.94% | -16.35% |
Dividends
JGPI.DE vs. O - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, more than O's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
JGPI.DE and O have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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