O vs. JEPI
Compare and contrast key facts about Realty Income Corporation (O) and JPMorgan Equity Premium Income ETF (JEPI).
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: O or JEPI.
Performance
O vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, O achieves a 4.70% return, which is significantly lower than JEPI's 15.68% return.
O
4.70%
-9.50%
12.72%
13.83%
-0.38%
7.08%
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| O | JEPI | |
|---|---|---|
| Sharpe Ratio | 0.75 | 2.63 |
| Sortino Ratio | 1.15 | 3.65 |
| Omega Ratio | 1.14 | 1.52 |
| Calmar Ratio | 0.52 | 4.81 |
| Martin Ratio | 1.87 | 18.61 |
| Ulcer Index | 7.12% | 1.00% |
| Daily Std Dev | 17.66% | 7.08% |
| Max Drawdown | -48.57% | -13.71% |
| Current Drawdown | -13.44% | -0.28% |
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Correlation
The correlation between O and JEPI is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
O vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) 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
O vs. JEPI - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.44%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.44% | 5.40% | 4.69% | 3.59% | 4.10% | 3.36% | 3.81% | 4.05% | 3.81% | 4.02% | 4.18% | 5.31% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
O vs. JEPI - Drawdown Comparison
The maximum O drawdown since its inception was -48.57%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for O and JEPI. For additional features, visit the drawdowns tool.
Volatility
O vs. JEPI - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 6.03% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that O'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.