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

Correlation

The correlation between MLI 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

MLI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Industries, Inc. (MLI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
523.68%
67.42%
MLI
JEPI

Key characteristics

Sharpe Ratio

MLI:

0.77

JEPI:

0.37

Sortino Ratio

MLI:

1.43

JEPI:

0.62

Omega Ratio

MLI:

1.17

JEPI:

1.10

Calmar Ratio

MLI:

1.03

JEPI:

0.39

Martin Ratio

MLI:

2.49

JEPI:

1.79

Ulcer Index

MLI:

11.53%

JEPI:

2.86%

Daily Std Dev

MLI:

37.20%

JEPI:

13.76%

Max Drawdown

MLI:

-61.71%

JEPI:

-13.71%

Current Drawdown

MLI:

-22.98%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, MLI achieves a -7.71% return, which is significantly lower than JEPI's -2.67% return.


MLI

YTD

-7.71%

1M

-4.67%

6M

-10.29%

1Y

28.93%

5Y*

43.71%

10Y*

17.99%

JEPI

YTD

-2.67%

1M

-2.30%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MLI vs. JEPI — Risk-Adjusted Performance Rank

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

MLI
The Risk-Adjusted Performance Rank of MLI is 7878
Overall Rank
The Sharpe Ratio Rank of MLI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MLI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MLI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MLI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MLI is 7777
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
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.

MLI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) 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 MLI, currently valued at 0.77, compared to the broader market-2.00-1.000.001.002.003.00
MLI: 0.77
JEPI: 0.37
The chart of Sortino ratio for MLI, currently valued at 1.43, compared to the broader market-6.00-4.00-2.000.002.004.00
MLI: 1.43
JEPI: 0.62
The chart of Omega ratio for MLI, currently valued at 1.17, compared to the broader market0.501.001.502.00
MLI: 1.17
JEPI: 1.10
The chart of Calmar ratio for MLI, currently valued at 1.03, compared to the broader market0.001.002.003.004.005.00
MLI: 1.03
JEPI: 0.39
The chart of Martin ratio for MLI, currently valued at 2.49, compared to the broader market-5.000.005.0010.0015.0020.00
MLI: 2.49
JEPI: 1.79

The current MLI Sharpe Ratio is 0.77, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MLI 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.77
0.37
MLI
JEPI

Dividends

MLI vs. JEPI - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 1.16%, less than JEPI's 7.88% yield.


TTM20242023202220212020201920182017201620152014
MLI
Mueller Industries, Inc.
1.16%1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MLI vs. JEPI - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.71%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MLI and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.98%
-6.74%
MLI
JEPI

Volatility

MLI vs. JEPI - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 16.44% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that MLI'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%20.00%NovemberDecember2025FebruaryMarchApril
16.44%
11.07%
MLI
JEPI