Correlation
The correlation between RITM and JEPI is 0.81, 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.
RITM vs. JEPI
Compare and contrast key facts about Rithm Capital Corp. (RITM) 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: RITM or JEPI.
Performance
RITM vs. JEPI - Performance Comparison
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Key characteristics
RITM:
-0.05
JEPI:
0.42
RITM:
0.24
JEPI:
0.78
RITM:
1.03
JEPI:
1.12
RITM:
0.03
JEPI:
0.52
RITM:
0.20
JEPI:
2.13
RITM:
7.33%
JEPI:
3.21%
RITM:
23.71%
JEPI:
13.84%
RITM:
-82.17%
JEPI:
-13.71%
RITM:
-40.74%
JEPI:
-4.81%
Returns By Period
In the year-to-date period, RITM achieves a 2.22% return, which is significantly higher than JEPI's -0.65% return.
RITM
2.22%
-1.86%
-1.16%
-1.25%
-0.80%
7.03%
-4.10%
JEPI
-0.65%
-0.05%
-4.56%
5.80%
7.71%
10.66%
N/A
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Risk-Adjusted Performance
RITM vs. JEPI — Risk-Adjusted Performance Rank
RITM
JEPI
RITM vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) 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.
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Dividends
RITM vs. JEPI - Dividend Comparison
RITM's dividend yield for the trailing twelve months is around 9.03%, more than JEPI's 8.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RITM Rithm Capital Corp. | 9.03% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% | 12.37% |
JEPI JPMorgan Equity Premium Income ETF | 7.43% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RITM vs. JEPI - Drawdown Comparison
The maximum RITM drawdown since its inception was -82.17%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for RITM and JEPI.
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Volatility
RITM vs. JEPI - Volatility Comparison
Rithm Capital Corp. (RITM) has a higher volatility of 6.26% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.46%. This indicates that RITM'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.
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