NRG vs. JEPI
NRG (NRG Energy, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, NRG returned 26.03%/yr vs 7.44%/yr for JEPI. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
NRG vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, NRG achieves a -25.78% return, which is significantly lower than JEPI's 5.04% return.
NRG
- 1D
- -15.48%
- 1M
- -14.08%
- 6M
- -22.58%
- YTD
- -25.78%
- 1Y
- -31.87%
- 3Y*
- 48.83%
- 5Y*
- 26.03%
- 10Y*
- 26.59%
- ALL TIME*
- 13.19%
JEPI
- 1D
- 0.00%
- 1M
- 1.78%
- 6M
- 2.60%
- YTD
- 5.04%
- 1Y
- 10.49%
- 3Y*
- 9.69%
- 5Y*
- 7.44%
- 10Y*
- —
- ALL TIME*
- 11.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $281.46M | $266.57M | $294.72M | |
| $479.66M | $364.60M | $382.77M |
NRG vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NRG NRG Energy, Inc. | -25.78% | 78.91% | 78.58% | 69.36% | -23.47% | 18.54% | 7.75% |
JEPI JPMorgan Equity Premium Income ETF | 5.04% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between NRG and JEPI is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.41 |
The correlation between NRG and JEPI shifts across timeframes, from 0.25 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NRG vs. JEPI — Risk / Return Rank
NRG
JEPI
NRG vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NRG Energy, Inc. (NRG) 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.
| NRG | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.24 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.58 | -2.46 |
| Martin ratioReturn relative to average drawdown | -1.93 | 4.47 | -6.40 |
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Drawdowns
NRG vs. JEPI - Drawdown Comparison
The maximum NRG drawdown since its inception was -79.41%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for NRG and JEPI.
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Drawdown Indicators
| NRG | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.41% | -13.71% | -65.70% |
Max Drawdown (1Y)Largest decline over 1 year | -35.98% | -6.68% | -29.30% |
Max Drawdown (3Y)Largest decline over 3 years | -35.98% | -13.26% | -22.72% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -13.71% | -22.27% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | — | — |
Current DrawdownCurrent decline from peak | -35.98% | -0.18% | -35.80% |
Average DrawdownAverage peak-to-trough decline | -27.98% | -2.13% | -25.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.63% | 2.35% | +14.28% |
Volatility
NRG vs. JEPI - Volatility Comparison
NRG Energy, Inc. (NRG) has a higher volatility of 22.41% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.21%. This indicates that NRG'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
| NRG | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.41% | 2.21% | +20.20% |
Volatility (6M)Calculated over the trailing 6-month period | 39.23% | 6.38% | +32.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.22% | 8.08% | +41.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.05% | 11.11% | +29.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.53% | 10.73% | +28.80% |
Dividends
NRG vs. JEPI - Dividend Comparison
NRG's dividend yield for the trailing twelve months is around 1.59%, less than JEPI's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.99% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NRG NRG Energy, Inc. | 1.59% | 1.11% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% |
Frequently Asked Questions
NRG and JEPI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRG has higher volatility (22.41%) compared to JEPI (2.21%). In terms of maximum drawdown, NRG dropped -79.41% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.31 vs -0.65), 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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