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

Key characteristics


MGJEPI
YTD Return20.49%3.78%
1Y Return16.36%11.84%
3Y Return (Ann)-6.79%7.64%
Sharpe Ratio0.311.47
Daily Std Dev48.52%7.41%
Max Drawdown-89.21%-13.71%
Current Drawdown-67.28%-2.44%

Correlation

-0.50.00.51.00.3

The correlation between MG and JEPI is 0.29, 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.

Performance

MG vs. JEPI - Performance Comparison

In the year-to-date period, MG achieves a 20.49% return, which is significantly higher than JEPI's 3.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
62.73%
13.20%
MG
JEPI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Mistras Group, Inc.

JPMorgan Equity Premium Income ETF

Risk-Adjusted Performance

MG vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mistras Group, Inc. (MG) 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.


MG
Sharpe ratio
The chart of Sharpe ratio for MG, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.004.000.31
Sortino ratio
The chart of Sortino ratio for MG, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.006.000.71
Omega ratio
The chart of Omega ratio for MG, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for MG, currently valued at 0.25, compared to the broader market0.002.004.006.000.25
Martin ratio
The chart of Martin ratio for MG, currently valued at 0.76, compared to the broader market0.0010.0020.0030.000.76
JEPI
Sharpe ratio
The chart of Sharpe ratio for JEPI, currently valued at 1.47, compared to the broader market-2.00-1.000.001.002.003.004.001.47
Sortino ratio
The chart of Sortino ratio for JEPI, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.006.002.10
Omega ratio
The chart of Omega ratio for JEPI, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for JEPI, currently valued at 1.63, compared to the broader market0.002.004.006.001.63
Martin ratio
The chart of Martin ratio for JEPI, currently valued at 6.51, compared to the broader market0.0010.0020.0030.006.51

MG vs. JEPI - Sharpe Ratio Comparison

The current MG Sharpe Ratio is 0.31, which is lower than the JEPI Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of MG and JEPI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
0.31
1.47
MG
JEPI

Dividends

MG vs. JEPI - Dividend Comparison

MG has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.60%.


TTM2023202220212020
MG
Mistras Group, Inc.
0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.60%8.40%11.68%6.59%5.79%

Drawdowns

MG vs. JEPI - Drawdown Comparison

The maximum MG drawdown since its inception was -89.21%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MG and JEPI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-26.93%
-2.44%
MG
JEPI

Volatility

MG vs. JEPI - Volatility Comparison

Mistras Group, Inc. (MG) has a higher volatility of 7.48% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.54%. This indicates that MG'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%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
7.48%
2.54%
MG
JEPI