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

Correlation

The correlation between PBP and JEPI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PBP vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 BuyWrite ETF (PBP) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
56.82%
70.17%
PBP
JEPI

Key characteristics

Sharpe Ratio

PBP:

0.65

JEPI:

0.55

Sortino Ratio

PBP:

1.05

JEPI:

0.85

Omega Ratio

PBP:

1.19

JEPI:

1.14

Calmar Ratio

PBP:

0.66

JEPI:

0.57

Martin Ratio

PBP:

2.82

JEPI:

2.49

Ulcer Index

PBP:

3.63%

JEPI:

3.01%

Daily Std Dev

PBP:

15.66%

JEPI:

13.75%

Max Drawdown

PBP:

-43.43%

JEPI:

-13.71%

Current Drawdown

PBP:

-7.67%

JEPI:

-5.22%

Returns By Period

In the year-to-date period, PBP achieves a -4.61% return, which is significantly lower than JEPI's -1.08% return.


PBP

YTD

-4.61%

1M

7.83%

6M

1.03%

1Y

9.29%

5Y*

10.15%

10Y*

5.59%

JEPI

YTD

-1.08%

1M

7.17%

6M

-2.04%

1Y

6.20%

5Y*

N/A

10Y*

N/A

*Annualized

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PBP vs. JEPI - Expense Ratio Comparison

PBP has a 0.49% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Risk-Adjusted Performance

PBP vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBP
The Risk-Adjusted Performance Rank of PBP is 6666
Overall Rank
The Sharpe Ratio Rank of PBP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of PBP is 6161
Sortino Ratio Rank
The Omega Ratio Rank of PBP is 7474
Omega Ratio Rank
The Calmar Ratio Rank of PBP is 6565
Calmar Ratio Rank
The Martin Ratio Rank of PBP is 6767
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5555
Overall Rank
The Sharpe Ratio Rank of JEPI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PBP vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 BuyWrite ETF (PBP) 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 PBP Sharpe Ratio is 0.65, which is comparable to the JEPI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PBP 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.65
0.55
PBP
JEPI

Dividends

PBP vs. JEPI - Dividend Comparison

PBP's dividend yield for the trailing twelve months is around 11.68%, more than JEPI's 8.11% yield.


TTM20242023202220212020201920182017201620152014
PBP
Invesco S&P 500 BuyWrite ETF
11.68%10.22%3.35%1.33%6.21%1.41%5.55%2.59%10.86%2.56%5.21%4.96%
JEPI
JPMorgan Equity Premium Income ETF
8.11%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBP vs. JEPI - Drawdown Comparison

The maximum PBP drawdown since its inception was -43.43%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PBP and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.67%
-5.22%
PBP
JEPI

Volatility

PBP vs. JEPI - Volatility Comparison

Invesco S&P 500 BuyWrite ETF (PBP) has a higher volatility of 10.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 8.67%. This indicates that PBP'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%2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.32%
8.67%
PBP
JEPI