RITM vs. JEPI
RITM (Rithm Capital Corp.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, RITM returned 9.16%/yr vs 7.38%/yr for JEPI. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
RITM vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, RITM achieves a -12.23% return, which is significantly lower than JEPI's 3.30% return.
RITM
- 1D
- -1.20%
- 1M
- 0.10%
- 6M
- -16.08%
- YTD
- -12.23%
- 1Y
- -14.32%
- 3Y*
- 8.34%
- 5Y*
- 9.16%
- 10Y*
- 6.80%
JEPI
- 1D
- 0.00%
- 1M
- 1.98%
- 6M
- 1.42%
- YTD
- 3.30%
- 1Y
- 8.32%
- 3Y*
- 9.14%
- 5Y*
- 7.38%
- 10Y*
- —
RITM vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RITM Rithm Capital Corp. | -12.23% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | 56.82% |
JEPI JPMorgan Equity Premium Income ETF | 3.30% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between RITM and JEPI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.53 |
The correlation between RITM and JEPI shifts across timeframes, from 0.45 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RITM vs. JEPI — Risk / Return Rank
RITM
JEPI
RITM vs. JEPI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RITM | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.19 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.25 | -1.78 |
| Martin ratioReturn relative to average drawdown | -1.04 | 3.57 | -4.61 |
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Drawdowns
RITM vs. JEPI - Drawdown Comparison
The maximum RITM drawdown since its inception was -81.11%, 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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Drawdown Indicators
| RITM | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.11% | -13.71% | -67.40% |
Max Drawdown (1Y)Largest decline over 1 year | -27.31% | -6.68% | -20.63% |
Max Drawdown (3Y)Largest decline over 3 years | -27.31% | -13.26% | -14.05% |
Max Drawdown (5Y)Largest decline over 5 years | -36.61% | -13.71% | -22.90% |
Max Drawdown (10Y)Largest decline over 10 years | -81.11% | — | — |
Current DrawdownCurrent decline from peak | -20.70% | -1.84% | -18.86% |
Average DrawdownAverage peak-to-trough decline | -15.99% | -2.13% | -13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.79% | 2.34% | +11.45% |
Volatility
RITM vs. JEPI - Volatility Comparison
Rithm Capital Corp. (RITM) has a higher volatility of 5.21% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.10%. 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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Volatility by Period
| RITM | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 2.10% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 6.31% | +13.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.70% | 8.03% | +14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.31% | 11.09% | +16.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.15% | 10.75% | +29.40% |
Dividends
RITM vs. JEPI - Dividend Comparison
RITM's dividend yield for the trailing twelve months is around 11.03%, more than JEPI's 8.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RITM Rithm Capital Corp. | 11.03% | 9.17% | 9.23% | 9.36% | 12.24% | 8.40% | 5.03% | 12.41% | 14.07% | 11.07% | 11.70% | 14.39% |
Frequently Asked Questions
RITM and JEPI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (5.21%) compared to JEPI (2.10%). In terms of maximum drawdown, RITM dropped -81.11% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.04 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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