MU vs. JEPI
MU (Micron Technology, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, MU returned 67.49%/yr vs 7.25%/yr for JEPI. At a 0.33 correlation, their price movements are largely independent.
Performance
MU vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, MU achieves a 240.34% return, which is significantly higher than JEPI's 3.04% return.
MU
- 1D
- 12.17%
- 1M
- -14.38%
- 6M
- 166.13%
- YTD
- 240.34%
- 1Y
- 758.76%
- 3Y*
- 146.36%
- 5Y*
- 67.49%
- 10Y*
- 54.16%
- ALL TIME*
- 17.59%
JEPI
- 1D
- 0.41%
- 1M
- 1.62%
- 6M
- 2.36%
- YTD
- 3.04%
- 1Y
- 7.89%
- 3Y*
- 8.69%
- 5Y*
- 7.25%
- 10Y*
- —
- ALL TIME*
- 11.09%
MU vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MU Micron Technology, Inc. | 240.34% | 240.24% | -0.96% | 71.93% | -45.93% | 24.21% | 61.19% |
JEPI JPMorgan Equity Premium Income ETF | 3.04% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between MU and JEPI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.33 |
Over the past year, the correlation between MU and JEPI has dropped to 0.11 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
MU vs. JEPI — Risk / Return Rank
MU
JEPI
MU vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) 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.
| MU | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.94 | ||
| Sortino ratioReturn per unit of downside risk | +4.04 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.18 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 25.31 | 1.18 | +24.12 |
| Martin ratioReturn relative to average drawdown | 84.73 | 3.35 | +81.38 |
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Drawdowns
MU vs. JEPI - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MU and JEPI.
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Drawdown Indicators
| MU | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -13.71% | -84.54% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -6.68% | -23.60% |
Max Drawdown (3Y)Largest decline over 3 years | -57.63% | -13.26% | -44.37% |
Max Drawdown (5Y)Largest decline over 5 years | -57.63% | -13.71% | -43.92% |
Max Drawdown (10Y)Largest decline over 10 years | -57.63% | — | — |
Current DrawdownCurrent decline from peak | -19.99% | -2.08% | -17.91% |
Average DrawdownAverage peak-to-trough decline | -58.05% | -2.13% | -55.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 2.36% | +6.67% |
Volatility
MU vs. JEPI - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 32.09% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.90%. This indicates that MU'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
| MU | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.09% | 1.90% | +30.19% |
Volatility (6M)Calculated over the trailing 6-month period | 63.69% | 6.41% | +57.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.22% | 8.04% | +69.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.26% | 11.09% | +44.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.92% | 10.74% | +40.18% |
Dividends
MU vs. JEPI - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.05%, less than JEPI's 8.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
MU Micron Technology, Inc. | 0.05% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% |
Frequently Asked Questions
MU and JEPI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (32.09%) compared to JEPI (1.90%). In terms of maximum drawdown, MU dropped -98.25% vs JEPI's -13.71%.
MU currently has the higher Sharpe Ratio (9.93 vs 0.99), 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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