NVDY vs. JEPI
Compare and contrast key facts about YieldMax NVDA Option Income Strategy ETF (NVDY) and JPMorgan Equity Premium Income ETF (JEPI).
NVDY and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDY is an actively managed fund by YieldMax. It was launched on May 10, 2023. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVDY or JEPI.
Performance
NVDY vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, NVDY achieves a 127.07% return, which is significantly higher than JEPI's 14.71% return.
NVDY
127.07%
5.38%
38.36%
136.19%
N/A
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| NVDY | JEPI | |
|---|---|---|
| Sharpe Ratio | 3.30 | 2.55 |
| Sortino Ratio | 3.63 | 3.54 |
| Omega Ratio | 1.52 | 1.50 |
| Calmar Ratio | 6.58 | 4.65 |
| Martin Ratio | 21.87 | 18.00 |
| Ulcer Index | 6.37% | 1.00% |
| Daily Std Dev | 42.31% | 7.05% |
| Max Drawdown | -21.19% | -13.71% |
| Current Drawdown | -0.31% | -1.12% |
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NVDY vs. JEPI - Expense Ratio Comparison
NVDY has a 0.99% expense ratio, which is higher than JEPI's 0.35% expense ratio.
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.
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.
Dividends
NVDY vs. JEPI - Dividend Comparison
NVDY's dividend yield for the trailing twelve months is around 72.72%, more than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 72.72% | 22.32% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 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.
Volatility
NVDY vs. JEPI - Volatility Comparison
YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 8.41% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. 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.