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

Correlation

The correlation between MAXI 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

MAXI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Bitcoin Strategy PLUS Income ETF (MAXI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
309.60%
33.48%
MAXI
JEPI

Key characteristics

Sharpe Ratio

MAXI:

0.38

JEPI:

0.37

Sortino Ratio

MAXI:

1.05

JEPI:

0.62

Omega Ratio

MAXI:

1.13

JEPI:

1.10

Calmar Ratio

MAXI:

0.53

JEPI:

0.39

Martin Ratio

MAXI:

1.40

JEPI:

1.79

Ulcer Index

MAXI:

19.72%

JEPI:

2.86%

Daily Std Dev

MAXI:

73.21%

JEPI:

13.76%

Max Drawdown

MAXI:

-52.48%

JEPI:

-13.71%

Current Drawdown

MAXI:

-18.24%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, MAXI achieves a 0.74% return, which is significantly higher than JEPI's -2.67% return.


MAXI

YTD

0.74%

1M

21.37%

6M

36.11%

1Y

31.08%

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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MAXI vs. JEPI - Expense Ratio Comparison

MAXI has a 11.18% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for MAXI: current value is 11.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAXI: 11.18%
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

MAXI vs. JEPI — Risk-Adjusted Performance Rank

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

MAXI
The Risk-Adjusted Performance Rank of MAXI is 5757
Overall Rank
The Sharpe Ratio Rank of MAXI is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MAXI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MAXI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MAXI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of MAXI is 4848
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.

MAXI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Bitcoin Strategy PLUS Income ETF (MAXI) 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 MAXI, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
MAXI: 0.38
JEPI: 0.37
The chart of Sortino ratio for MAXI, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
MAXI: 1.05
JEPI: 0.62
The chart of Omega ratio for MAXI, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
MAXI: 1.13
JEPI: 1.10
The chart of Calmar ratio for MAXI, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
MAXI: 0.53
JEPI: 0.39
The chart of Martin ratio for MAXI, currently valued at 1.40, compared to the broader market0.0020.0040.0060.00
MAXI: 1.40
JEPI: 1.79

The current MAXI Sharpe Ratio is 0.38, which is comparable to the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MAXI 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.37
MAXI
JEPI

Dividends

MAXI vs. JEPI - Dividend Comparison

MAXI's dividend yield for the trailing twelve months is around 32.83%, more than JEPI's 7.88% yield.


TTM20242023202220212020
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
32.83%32.06%29.63%4.05%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%

Drawdowns

MAXI vs. JEPI - Drawdown Comparison

The maximum MAXI drawdown since its inception was -52.48%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MAXI and JEPI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.24%
-6.74%
MAXI
JEPI

Volatility

MAXI vs. JEPI - Volatility Comparison

Simplify Bitcoin Strategy PLUS Income ETF (MAXI) has a higher volatility of 39.72% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that MAXI'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%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
39.72%
11.07%
MAXI
JEPI