PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MANU vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MANU and JEPI is 0.23, 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.


-0.50.00.51.00.2

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.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-8.90%
6.99%
MANU
JEPI

Key characteristics

Sharpe Ratio

MANU:

-0.60

JEPI:

1.75

Sortino Ratio

MANU:

-0.66

JEPI:

2.36

Omega Ratio

MANU:

0.91

JEPI:

1.34

Calmar Ratio

MANU:

-0.40

JEPI:

2.76

Martin Ratio

MANU:

-0.80

JEPI:

8.90

Ulcer Index

MANU:

24.61%

JEPI:

1.53%

Daily Std Dev

MANU:

31.36%

JEPI:

7.78%

Max Drawdown

MANU:

-58.07%

JEPI:

-13.71%

Current Drawdown

MANU:

-41.28%

JEPI:

-0.68%

Returns By Period

In the year-to-date period, MANU achieves a -9.16% return, which is significantly lower than JEPI's 3.61% return.


MANU

YTD

-9.16%

1M

-2.35%

6M

-8.80%

1Y

-26.70%

5Y*

-3.30%

10Y*

-0.12%

JEPI

YTD

3.61%

1M

3.67%

6M

7.08%

1Y

13.57%

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

MANU vs. JEPI — Risk-Adjusted Performance Rank

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

MANU
The Risk-Adjusted Performance Rank of MANU is 2020
Overall Rank
The Sharpe Ratio Rank of MANU is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MANU is 1717
Sortino Ratio Rank
The Omega Ratio Rank of MANU is 1717
Omega Ratio Rank
The Calmar Ratio Rank of MANU is 2222
Calmar Ratio Rank
The Martin Ratio Rank of MANU is 2929
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 7474
Overall Rank
The Sharpe Ratio Rank of JEPI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 7171
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.

MANU vs. JEPI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MANU, currently valued at -0.60, compared to the broader market-2.000.002.004.00-0.601.75
The chart of Sortino ratio for MANU, currently valued at -0.66, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.662.36
The chart of Omega ratio for MANU, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.34
The chart of Calmar ratio for MANU, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.76
The chart of Martin ratio for MANU, currently valued at -0.80, compared to the broader market0.0010.0020.0030.00-0.808.90
MANU
JEPI

The current MANU Sharpe Ratio is -0.60, which is lower than the JEPI Sharpe Ratio of 1.75. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.60
1.75
MANU
JEPI

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 7.16%.


TTM2024202320222021202020192018201720162015
MANU
Manchester United plc
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
7.16%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 -58.07%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.28%
-0.68%
MANU
JEPI

Volatility

MANU vs. JEPI - Volatility Comparison

Manchester United plc (MANU) has a higher volatility of 6.52% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.76%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.52%
1.76%
MANU
JEPI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab