PortfoliosLab logo
KRP vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KRP and JEPI is 0.81, 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

KRP vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimbell Royalty Partners, LP (KRP) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
182.81%
67.42%
KRP
JEPI

Key characteristics

Sharpe Ratio

KRP:

-0.54

JEPI:

0.37

Sortino Ratio

KRP:

-0.57

JEPI:

0.62

Omega Ratio

KRP:

0.92

JEPI:

1.10

Calmar Ratio

KRP:

-0.50

JEPI:

0.39

Martin Ratio

KRP:

-1.70

JEPI:

1.79

Ulcer Index

KRP:

8.15%

JEPI:

2.86%

Daily Std Dev

KRP:

25.60%

JEPI:

13.76%

Max Drawdown

KRP:

-80.91%

JEPI:

-13.71%

Current Drawdown

KRP:

-22.82%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, KRP achieves a -21.78% return, which is significantly lower than JEPI's -2.67% return.


KRP

YTD

-21.78%

1M

-12.79%

6M

-18.66%

1Y

-14.03%

5Y*

26.89%

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.71%

6M

-3.57%

1Y

5.59%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KRP vs. JEPI — Risk-Adjusted Performance Rank

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

KRP
The Risk-Adjusted Performance Rank of KRP is 1717
Overall Rank
The Sharpe Ratio Rank of KRP is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of KRP is 2121
Sortino Ratio Rank
The Omega Ratio Rank of KRP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of KRP is 2020
Calmar Ratio Rank
The Martin Ratio Rank of KRP is 44
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5050
Overall Rank
The Sharpe Ratio Rank of JEPI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5555
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.

KRP vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimbell Royalty Partners, LP (KRP) and JPMorgan Equity Premium Income ETF (JEPI). 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 KRP, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
KRP: -0.54
JEPI: 0.37
The chart of Sortino ratio for KRP, currently valued at -0.57, compared to the broader market-6.00-4.00-2.000.002.004.00
KRP: -0.57
JEPI: 0.62
The chart of Omega ratio for KRP, currently valued at 0.92, compared to the broader market0.501.001.502.00
KRP: 0.92
JEPI: 1.10
The chart of Calmar ratio for KRP, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
KRP: -0.50
JEPI: 0.39
The chart of Martin ratio for KRP, currently valued at -1.70, compared to the broader market-5.000.005.0010.0015.0020.00
KRP: -1.70
JEPI: 1.79

The current KRP Sharpe Ratio is -0.54, which is lower than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of KRP and JEPI, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.54
0.37
KRP
JEPI

Dividends

KRP vs. JEPI - Dividend Comparison

KRP's dividend yield for the trailing twelve months is around 13.94%, more than JEPI's 7.88% yield.


TTM20242023202220212020201920182017
KRP
Kimbell Royalty Partners, LP
13.94%10.78%11.50%11.26%8.36%11.00%9.29%12.22%5.17%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%

Drawdowns

KRP vs. JEPI - Drawdown Comparison

The maximum KRP drawdown since its inception was -80.91%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for KRP and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.82%
-6.74%
KRP
JEPI

Volatility

KRP vs. JEPI - Volatility Comparison

Kimbell Royalty Partners, LP (KRP) has a higher volatility of 16.56% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that KRP's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.56%
11.07%
KRP
JEPI