MAIN vs. JEPI
Compare and contrast key facts about Main Street Capital Corporation (MAIN) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAIN or JEPI.
Performance
MAIN vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, MAIN achieves a 32.23% return, which is significantly higher than JEPI's 14.85% return.
MAIN
32.23%
1.40%
14.15%
41.29%
13.22%
13.68%
JEPI
14.85%
0.36%
7.81%
17.75%
N/A
N/A
Key characteristics
| MAIN | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.99 | 2.57 |
| Sortino Ratio | 3.80 | 3.57 |
| Omega Ratio | 1.57 | 1.51 |
| Calmar Ratio | 4.34 | 4.69 |
| Martin Ratio | 16.67 | 18.13 |
| Ulcer Index | 2.50% | 1.00% |
| Daily Std Dev | 13.91% | 7.05% |
| Max Drawdown | -64.53% | -13.71% |
| Current Drawdown | -0.19% | -1.00% |
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Correlation
The correlation between MAIN and JEPI is 0.48, 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.
Risk-Adjusted Performance
MAIN vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Main Street Capital Corporation (MAIN) 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.
Dividends
MAIN vs. JEPI - Dividend Comparison
MAIN's dividend yield for the trailing twelve months is around 7.74%, more than JEPI's 7.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIN Main Street Capital Corporation | 7.74% | 8.70% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
JEPI JPMorgan Equity Premium Income ETF | 7.12% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MAIN vs. JEPI - Drawdown Comparison
The maximum MAIN drawdown since its inception was -64.53%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MAIN and JEPI. For additional features, visit the drawdowns tool.
Volatility
MAIN vs. JEPI - Volatility Comparison
Main Street Capital Corporation (MAIN) has a higher volatility of 4.02% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that MAIN'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.