ORC vs. JEPI

In the year-to-date period, ORC achieves a -2.30% return, which is significantly lower than JEPI's -0.06% return.

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

This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) 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 ORC Sharpe Ratio is -0.02, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ORC 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.

ORC's dividend yield for the trailing twelve months is around 20.14%, more than JEPI's 8.03% yield.

The maximum ORC drawdown since its inception was -75.77%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ORC and JEPI. For additional features, visit the drawdowns tool.

Orchid Island Capital, Inc. (ORC) has a higher volatility of 8.10% compared to JPMorgan Equity Premium Income ETF (JEPI) at 4.09%. This indicates that ORC'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.