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

Correlation

The correlation between RGR and JEPI is 0.34, 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.


-0.50.00.51.00.3

Performance

RGR vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sturm, Ruger & Company, Inc. (RGR) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-13.30%
5.53%
RGR
JEPI

Key characteristics

Sharpe Ratio

RGR:

-0.89

JEPI:

1.69

Sortino Ratio

RGR:

-1.13

JEPI:

2.30

Omega Ratio

RGR:

0.85

JEPI:

1.33

Calmar Ratio

RGR:

-0.38

JEPI:

2.73

Martin Ratio

RGR:

-1.84

JEPI:

11.34

Ulcer Index

RGR:

10.88%

JEPI:

1.11%

Daily Std Dev

RGR:

22.56%

JEPI:

7.45%

Max Drawdown

RGR:

-79.69%

JEPI:

-13.71%

Current Drawdown

RGR:

-52.73%

JEPI:

-4.61%

Returns By Period

In the year-to-date period, RGR achieves a -21.45% return, which is significantly lower than JEPI's 12.03% return.


RGR

YTD

-21.45%

1M

-8.23%

6M

-16.81%

1Y

-20.01%

5Y*

-0.02%

10Y*

4.08%

JEPI

YTD

12.03%

1M

-2.33%

6M

5.85%

1Y

13.24%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

RGR vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sturm, Ruger & Company, Inc. (RGR) 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.


Sharpe ratio
The chart of Sharpe ratio for RGR, currently valued at -0.89, compared to the broader market-4.00-2.000.002.00-0.891.78
The chart of Sortino ratio for RGR, currently valued at -1.13, compared to the broader market-4.00-2.000.002.004.00-1.132.42
The chart of Omega ratio for RGR, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.35
The chart of Calmar ratio for RGR, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.382.87
The chart of Martin ratio for RGR, currently valued at -1.84, compared to the broader market0.0010.0020.00-1.8411.53
RGR
JEPI

The current RGR Sharpe Ratio is -0.89, which is lower than the JEPI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of RGR 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.89
1.78
RGR
JEPI

Dividends

RGR vs. JEPI - Dividend Comparison

RGR's dividend yield for the trailing twelve months is around 1.96%, less than JEPI's 7.37% yield.


TTM20232022202120202019201820172016201520142013
RGR
Sturm, Ruger & Company, Inc.
1.96%2.79%14.66%4.94%10.00%1.74%2.07%2.44%3.28%1.85%4.68%2.91%
JEPI
JPMorgan Equity Premium Income ETF
7.37%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RGR vs. JEPI - Drawdown Comparison

The maximum RGR drawdown since its inception was -79.69%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for RGR and JEPI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.73%
-4.61%
RGR
JEPI

Volatility

RGR vs. JEPI - Volatility Comparison

Sturm, Ruger & Company, Inc. (RGR) has a higher volatility of 6.64% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.69%. This indicates that RGR'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.64%
2.69%
RGR
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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