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NVDY vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVDY and JEPI is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

NVDY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NVDA Option Income Strategy ETF (NVDY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
204.24%
20.11%
NVDY
JEPI

Key characteristics

Sharpe Ratio

NVDY:

2.86

JEPI:

1.92

Sortino Ratio

NVDY:

3.31

JEPI:

2.60

Omega Ratio

NVDY:

1.46

JEPI:

1.38

Calmar Ratio

NVDY:

5.76

JEPI:

3.11

Martin Ratio

NVDY:

18.55

JEPI:

12.63

Ulcer Index

NVDY:

6.58%

JEPI:

1.13%

Daily Std Dev

NVDY:

42.63%

JEPI:

7.48%

Max Drawdown

NVDY:

-21.19%

JEPI:

-13.71%

Current Drawdown

NVDY:

-7.33%

JEPI:

-3.69%

Returns By Period

In the year-to-date period, NVDY achieves a 114.23% return, which is significantly higher than JEPI's 13.12% return.


NVDY

YTD

114.23%

1M

-5.03%

6M

9.51%

1Y

118.58%

5Y*

N/A

10Y*

N/A

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


NVDY vs. JEPI - Expense Ratio Comparison

NVDY has a 0.99% expense ratio, which is higher than JEPI's 0.35% expense ratio.


NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

NVDY vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) 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.


Sharpe ratio
The chart of Sharpe ratio for NVDY, currently valued at 2.86, compared to the broader market0.002.004.002.861.92
The chart of Sortino ratio for NVDY, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.003.312.60
The chart of Omega ratio for NVDY, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.38
The chart of Calmar ratio for NVDY, currently valued at 5.76, compared to the broader market0.005.0010.0015.005.763.11
The chart of Martin ratio for NVDY, currently valued at 18.55, compared to the broader market0.0020.0040.0060.0080.00100.0018.5512.63
NVDY
JEPI

The current NVDY Sharpe Ratio is 2.86, which is higher than the JEPI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of NVDY 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.86
1.92
NVDY
JEPI

Dividends

NVDY vs. JEPI - Dividend Comparison

NVDY's dividend yield for the trailing twelve months is around 83.65%, more than JEPI's 7.30% yield.


TTM2023202220212020
NVDY
YieldMax NVDA Option Income Strategy ETF
83.65%22.32%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%

Drawdowns

NVDY vs. JEPI - Drawdown Comparison

The maximum NVDY drawdown since its inception was -21.19%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for NVDY and JEPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.33%
-3.69%
NVDY
JEPI

Volatility

NVDY vs. JEPI - Volatility Comparison

YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 8.48% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.90%. This indicates that NVDY'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%JulyAugustSeptemberOctoberNovemberDecember
8.48%
2.90%
NVDY
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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