NBIS vs. JEPI
NBIS (Nebius Group N.V.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past year, NBIS returned 351.53% vs 7.03% for JEPI. At a 0.20 correlation, their price movements are largely independent.
Performance
NBIS vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, NBIS achieves a 160.44% return, which is significantly higher than JEPI's 0.04% return.
NBIS
- 1D
- -4.31%
- 1M
- 23.13%
- YTD
- 160.44%
- 6M
- 117.28%
- 1Y
- 351.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- -0.31%
- 1M
- -0.40%
- YTD
- 0.04%
- 6M
- 0.91%
- 1Y
- 7.03%
- 3Y*
- 8.80%
- 5Y*
- 7.28%
- 10Y*
- —
NBIS vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NBIS Nebius Group N.V. | 160.44% | 202.18% | 46.25% |
JEPI JPMorgan Equity Premium Income ETF | 0.04% | 8.09% | -2.03% |
Correlation
The correlation between NBIS and JEPI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024 | 0.20 |
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Return for Risk
NBIS vs. JEPI — Risk / Return Rank
NBIS
JEPI
NBIS vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nebius Group N.V. (NBIS) 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.
| NBIS | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 7.79 | 1.06 | +6.74 |
| Martin ratioReturn relative to average drawdown | 17.86 | 3.31 | +14.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NBIS | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.39 | 0.90 | +2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.19 | 1.01 | +2.18 |
Drawdowns
NBIS vs. JEPI - Drawdown Comparison
The maximum NBIS drawdown since its inception was -58.27%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for NBIS and JEPI.
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Drawdown Indicators
| NBIS | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.27% | -13.71% | -44.56% |
Max Drawdown (1Y)Largest decline over 1 year | -45.47% | -6.68% | -38.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.71% | — |
Current DrawdownCurrent decline from peak | -17.58% | -4.93% | -12.65% |
Average DrawdownAverage peak-to-trough decline | -19.02% | -2.12% | -16.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.79% | 2.13% | +17.66% |
Volatility
NBIS vs. JEPI - Volatility Comparison
Nebius Group N.V. (NBIS) has a higher volatility of 33.60% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.48%. This indicates that NBIS'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
| NBIS | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.60% | 1.48% | +32.12% |
Volatility (6M)Calculated over the trailing 6-month period | 71.53% | 6.09% | +65.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 104.78% | 7.89% | +96.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 110.72% | 11.06% | +99.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.72% | 10.79% | +99.93% |
Dividends
NBIS vs. JEPI - Dividend Comparison
NBIS has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
NBIS Nebius Group N.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NBIS and JEPI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NBIS has higher volatility (33.60%) compared to JEPI (1.48%). In terms of maximum drawdown, NBIS dropped -58.27% vs JEPI's -13.71%.
NBIS currently has the higher Sharpe Ratio (3.39 vs 0.90), 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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