NVDY vs. JEPI

In the year-to-date period, NVDY achieves a -12.08% return, which is significantly lower than JEPI's 0.33% return.

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

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.

The current NVDY Sharpe Ratio is 0.43, which is comparable to the JEPI Sharpe Ratio of 0.46. 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.

NVDY's dividend yield for the trailing twelve months is around 99.29%, more than JEPI's 8.00% yield.

The maximum NVDY drawdown since its inception was -34.09%, 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.

YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 11.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 4.20%. 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.