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

Correlation

The correlation between LBAY and JEPI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

LBAY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leatherback Long/Short Alternative Yield ETF (LBAY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%NovemberDecember2025FebruaryMarchApril
40.60%
44.89%
LBAY
JEPI

Key characteristics

Sharpe Ratio

LBAY:

-0.36

JEPI:

0.37

Sortino Ratio

LBAY:

-0.41

JEPI:

0.62

Omega Ratio

LBAY:

0.95

JEPI:

1.10

Calmar Ratio

LBAY:

-0.32

JEPI:

0.39

Martin Ratio

LBAY:

-0.70

JEPI:

1.79

Ulcer Index

LBAY:

7.13%

JEPI:

2.86%

Daily Std Dev

LBAY:

13.85%

JEPI:

13.76%

Max Drawdown

LBAY:

-15.99%

JEPI:

-13.71%

Current Drawdown

LBAY:

-12.20%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, LBAY achieves a 1.77% return, which is significantly higher than JEPI's -2.67% return.


LBAY

YTD

1.77%

1M

-4.18%

6M

-7.16%

1Y

-4.58%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.71%

6M

-3.57%

1Y

5.59%

5Y*

N/A

10Y*

N/A

*Annualized

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LBAY vs. JEPI - Expense Ratio Comparison

LBAY has a 1.09% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for LBAY: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LBAY: 1.09%
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

LBAY vs. JEPI — Risk-Adjusted Performance Rank

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

LBAY
The Risk-Adjusted Performance Rank of LBAY is 77
Overall Rank
The Sharpe Ratio Rank of LBAY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LBAY is 66
Sortino Ratio Rank
The Omega Ratio Rank of LBAY is 66
Omega Ratio Rank
The Calmar Ratio Rank of LBAY is 55
Calmar Ratio Rank
The Martin Ratio Rank of LBAY is 99
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.

LBAY vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leatherback Long/Short Alternative Yield ETF (LBAY) 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 LBAY, currently valued at -0.36, compared to the broader market-1.000.001.002.003.004.00
LBAY: -0.36
JEPI: 0.37
The chart of Sortino ratio for LBAY, currently valued at -0.41, compared to the broader market-2.000.002.004.006.008.00
LBAY: -0.41
JEPI: 0.62
The chart of Omega ratio for LBAY, currently valued at 0.95, compared to the broader market0.501.001.502.00
LBAY: 0.95
JEPI: 1.10
The chart of Calmar ratio for LBAY, currently valued at -0.32, compared to the broader market0.002.004.006.008.0010.0012.00
LBAY: -0.32
JEPI: 0.39
The chart of Martin ratio for LBAY, currently valued at -0.70, compared to the broader market0.0020.0040.0060.00
LBAY: -0.70
JEPI: 1.79

The current LBAY Sharpe Ratio is -0.36, which is lower than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of LBAY 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
-0.36
0.37
LBAY
JEPI

Dividends

LBAY vs. JEPI - Dividend Comparison

LBAY's dividend yield for the trailing twelve months is around 3.75%, less than JEPI's 7.88% yield.


TTM20242023202220212020
LBAY
Leatherback Long/Short Alternative Yield ETF
3.75%3.77%3.47%2.74%2.96%0.29%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%

Drawdowns

LBAY vs. JEPI - Drawdown Comparison

The maximum LBAY drawdown since its inception was -15.99%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for LBAY and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.20%
-6.74%
LBAY
JEPI

Volatility

LBAY vs. JEPI - Volatility Comparison

The current volatility for Leatherback Long/Short Alternative Yield ETF (LBAY) is 7.66%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.07%. This indicates that LBAY experiences smaller price fluctuations and is considered to be less risky than JEPI 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%NovemberDecember2025FebruaryMarchApril
7.66%
11.07%
LBAY
JEPI