PortfoliosLab logo
MVRL vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MVRL and JEPI is 0.82, 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

MVRL vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
15.73%
62.53%
MVRL
JEPI

Key characteristics

Sharpe Ratio

MVRL:

0.01

JEPI:

0.37

Sortino Ratio

MVRL:

0.25

JEPI:

0.62

Omega Ratio

MVRL:

1.03

JEPI:

1.10

Calmar Ratio

MVRL:

0.01

JEPI:

0.39

Martin Ratio

MVRL:

0.06

JEPI:

1.79

Ulcer Index

MVRL:

8.61%

JEPI:

2.86%

Daily Std Dev

MVRL:

34.22%

JEPI:

13.76%

Max Drawdown

MVRL:

-60.01%

JEPI:

-13.71%

Current Drawdown

MVRL:

-46.84%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, MVRL achieves a -4.13% return, which is significantly lower than JEPI's -2.67% return.


MVRL

YTD

-4.13%

1M

-11.22%

6M

-9.04%

1Y

3.03%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.71%

6M

-3.57%

1Y

5.59%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MVRL vs. JEPI - Expense Ratio Comparison

MVRL has a 0.95% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for MVRL: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MVRL: 0.95%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

MVRL vs. JEPI — Risk-Adjusted Performance Rank

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

MVRL
The Risk-Adjusted Performance Rank of MVRL is 2222
Overall Rank
The Sharpe Ratio Rank of MVRL is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MVRL is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MVRL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MVRL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of MVRL is 2020
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5050
Overall Rank
The Sharpe Ratio Rank of JEPI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5555
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.

MVRL vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) 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 MVRL, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.00
MVRL: 0.01
JEPI: 0.37
The chart of Sortino ratio for MVRL, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
MVRL: 0.25
JEPI: 0.62
The chart of Omega ratio for MVRL, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
MVRL: 1.03
JEPI: 1.10
The chart of Calmar ratio for MVRL, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
MVRL: 0.01
JEPI: 0.39
The chart of Martin ratio for MVRL, currently valued at 0.06, compared to the broader market0.0020.0040.0060.00
MVRL: 0.06
JEPI: 1.79

The current MVRL 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 MVRL 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.01
0.37
MVRL
JEPI

Dividends

MVRL vs. JEPI - Dividend Comparison

MVRL's dividend yield for the trailing twelve months is around 21.57%, more than JEPI's 7.88% yield.


TTM20242023202220212020
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
21.57%19.27%18.69%25.21%12.97%5.63%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%

Drawdowns

MVRL vs. JEPI - Drawdown Comparison

The maximum MVRL drawdown since its inception was -60.01%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MVRL and JEPI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.84%
-6.74%
MVRL
JEPI

Volatility

MVRL vs. JEPI - Volatility Comparison

ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a higher volatility of 24.12% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that MVRL'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%25.00%NovemberDecember2025FebruaryMarchApril
24.12%
11.07%
MVRL
JEPI