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MANU vs. JEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MANU vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manchester United plc (MANU) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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MANU vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MANU
Manchester United plc
6.72%-8.24%-14.87%-12.64%65.01%-13.92%5.74%
JEPI
JPMorgan Equity Premium Income ETF
0.46%8.09%12.57%9.83%-3.49%21.52%18.61%

Returns By Period

In the year-to-date period, MANU achieves a 6.72% return, which is significantly higher than JEPI's 0.46% return.


MANU

1D
1.01%
1M
-4.12%
YTD
6.72%
6M
11.41%
1Y
29.69%
3Y*
-8.46%
5Y*
1.29%
10Y*
2.57%

JEPI

1D
0.27%
1M
-4.29%
YTD
0.46%
6M
3.19%
1Y
8.06%
3Y*
9.67%
5Y*
8.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MANU vs. JEPI — Risk / Return Rank

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

MANU
MANU Risk / Return Rank: 6666
Overall Rank
MANU Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MANU Sortino Ratio Rank: 6767
Sortino Ratio Rank
MANU Omega Ratio Rank: 6565
Omega Ratio Rank
MANU Calmar Ratio Rank: 6868
Calmar Ratio Rank
MANU Martin Ratio Rank: 6363
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3434
Overall Rank
JEPI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3131
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3737
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4040
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.

MANU vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manchester United plc (MANU) 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.


MANUJEPIDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.61

+0.17

Sortino ratio

Return per unit of downside risk

1.49

0.95

+0.54

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.38

0.79

+0.59

Martin ratio

Return relative to average drawdown

2.42

3.83

-1.41

MANU vs. JEPI - Sharpe Ratio Comparison

The current MANU Sharpe Ratio is 0.78, which is comparable to the JEPI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MANU 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.


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Sharpe Ratios by Period


MANUJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.61

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.76

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.04

-0.98

Correlation

The correlation between MANU and JEPI is 0.25, 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

MANU vs. JEPI - Dividend Comparison

MANU has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.46%.


TTM20252024202320222021202020192018201720162015
MANU
Manchester United plc
0.00%0.00%0.00%0.00%0.39%1.26%1.08%0.90%0.95%0.91%1.26%0.51%
JEPI
JPMorgan Equity Premium Income ETF
8.46%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MANU vs. JEPI - Drawdown Comparison

The maximum MANU drawdown since its inception was -58.05%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MANU and JEPI.


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Drawdown Indicators


MANUJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-58.05%

-13.71%

-44.34%

Max Drawdown (1Y)

Largest decline over 1 year

-21.52%

-10.28%

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-54.51%

-13.71%

-40.80%

Max Drawdown (10Y)

Largest decline over 10 years

-58.05%

Current Drawdown

Current decline from peak

-36.70%

-4.53%

-32.17%

Average Drawdown

Average peak-to-trough decline

-24.74%

-2.07%

-22.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

2.12%

+10.18%

Volatility

MANU vs. JEPI - Volatility Comparison

Manchester United plc (MANU) has a higher volatility of 8.07% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.90%. This indicates that MANU'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.


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Volatility by Period


MANUJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

3.90%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

6.36%

+14.11%

Volatility (1Y)

Calculated over the trailing 1-year period

38.20%

13.24%

+24.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.34%

11.06%

+31.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.39%

10.88%

+26.51%