MG vs. JEPI

In the year-to-date period, MG achieves a 1.43% return, which is significantly higher than JEPI's -2.67% return.

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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.

The current MG Sharpe Ratio is -0.01, which is lower than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MG 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.

MG has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.88%.

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.

Mistras Group, Inc. (MG) has a higher volatility of 13.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. 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.