MLI vs. JEPI
MLI (Mueller Industries, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, MLI returned 45.63%/yr vs 7.40%/yr for JEPI. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
MLI vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, MLI achieves a 16.37% return, which is significantly higher than JEPI's 4.52% return.
MLI
- 1D
- -0.67%
- 1M
- 17.54%
- 6M
- -1.87%
- YTD
- 16.37%
- 1Y
- 61.07%
- 3Y*
- 51.41%
- 5Y*
- 45.63%
- 10Y*
- 25.71%
- ALL TIME*
- 17.81%
JEPI
- 1D
- 0.33%
- 1M
- 1.27%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 11.16%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $260.98M | $260.42M | $297.70M | |
| $96.51M | $99.99M | $92.66M |
MLI vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MLI Mueller Industries, Inc. | 16.37% | 46.29% | 70.51% | 62.38% | 1.05% | 70.95% | 37.76% |
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between MLI and JEPI is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.52 |
The correlation between MLI and JEPI has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
MLI vs. JEPI — Risk / Return Rank
MLI
JEPI
MLI vs. JEPI - Risk-Adjusted Trends 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.
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.
| MLI | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 1.52 | +1.05 |
| Martin ratioReturn relative to average drawdown | 6.20 | 4.32 | +1.88 |
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Drawdowns
MLI vs. JEPI - Drawdown Comparison
The maximum MLI drawdown since its inception was -61.72%, 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.
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Drawdown Indicators
| MLI | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.72% | -13.71% | -48.01% |
Max Drawdown (1Y)Largest decline over 1 year | -22.33% | -6.68% | -15.65% |
Max Drawdown (3Y)Largest decline over 3 years | -27.79% | -13.26% | -14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.79% | -13.71% | -14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -52.95% | — | — |
Current DrawdownCurrent decline from peak | -5.44% | -0.68% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -16.02% | -2.13% | -13.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 2.36% | +6.90% |
Volatility
MLI vs. JEPI - Volatility Comparison
Mueller Industries, Inc. (MLI) has a higher volatility of 9.62% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. 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.
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Volatility by Period
| MLI | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 2.38% | +7.24% |
Volatility (6M)Calculated over the trailing 6-month period | 28.57% | 6.37% | +22.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.10% | 8.15% | +23.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.22% | 11.10% | +22.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.95% | 10.73% | +25.22% |
Dividends
MLI vs. JEPI - Dividend Comparison
MLI's dividend yield for the trailing twelve months is around 0.90%, less than JEPI's 7.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MLI Mueller Industries, Inc. | 0.90% | 0.87% | 1.01% | 1.27% | 1.69% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% |
Frequently Asked Questions
MLI and JEPI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MLI has higher volatility (9.62%) compared to JEPI (2.38%). In terms of maximum drawdown, MLI dropped -61.72% vs JEPI's -13.71%.
MLI currently has the higher Sharpe Ratio (1.80 vs 1.25), 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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