MG vs. JEPI
MG (Mistras Group, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, MG returned 11.16%/yr vs 7.38%/yr for JEPI. At a 0.32 correlation, their price movements are largely independent.
Performance
MG vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, MG achieves a 27.98% return, which is significantly higher than JEPI's 3.30% return.
MG
- 1D
- -0.49%
- 1M
- -13.19%
- 6M
- 15.89%
- YTD
- 27.98%
- 1Y
- 98.89%
- 3Y*
- 27.72%
- 5Y*
- 11.16%
- 10Y*
- -4.38%
JEPI
- 1D
- 0.00%
- 1M
- 1.98%
- 6M
- 1.42%
- YTD
- 3.30%
- 1Y
- 8.32%
- 3Y*
- 9.14%
- 5Y*
- 7.38%
- 10Y*
- —
MG vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MG Mistras Group, Inc. | 27.98% | 39.62% | 23.77% | 48.48% | -33.65% | -4.25% | 97.46% |
JEPI JPMorgan Equity Premium Income ETF | 3.30% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between MG and JEPI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.32 |
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Return for Risk
MG vs. JEPI — Risk / Return Rank
MG
JEPI
MG vs. JEPI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MG | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.19 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 6.07 | 1.25 | +4.82 |
| Martin ratioReturn relative to average drawdown | 17.57 | 3.57 | +14.01 |
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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.
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Drawdown Indicators
| MG | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.21% | -13.71% | -75.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -6.68% | -9.71% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -13.26% | -27.52% |
Max Drawdown (5Y)Largest decline over 5 years | -65.34% | -13.71% | -51.63% |
Max Drawdown (10Y)Largest decline over 10 years | -88.95% | — | — |
Current DrawdownCurrent decline from peak | -39.95% | -1.84% | -38.11% |
Average DrawdownAverage peak-to-trough decline | -40.46% | -2.13% | -38.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 2.34% | +3.31% |
Volatility
MG vs. JEPI - Volatility Comparison
Mistras Group, Inc. (MG) has a higher volatility of 8.07% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.10%. 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.
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Volatility by Period
| MG | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 2.10% | +5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 25.02% | 6.31% | +18.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.37% | 8.03% | +34.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.02% | 11.09% | +34.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.35% | 10.75% | +40.60% |
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 8.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
MG Mistras Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MG and JEPI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MG has higher volatility (8.07%) compared to JEPI (2.10%). In terms of maximum drawdown, MG dropped -89.21% vs JEPI's -13.71%.
MG currently has the higher Sharpe Ratio (2.35 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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