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 7.21%/yr vs 7.31%/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 -13.25% return, which is significantly lower than JEPI's 0.91% return.
RITM
- 1D
- 0.77%
- 1M
- -0.54%
- YTD
- -13.25%
- 6M
- -12.45%
- 1Y
- -9.95%
- 3Y*
- 10.33%
- 5Y*
- 7.21%
- 10Y*
- 7.06%
JEPI
- 1D
- -0.43%
- 1M
- -0.19%
- YTD
- 0.91%
- 6M
- 0.64%
- 1Y
- 7.76%
- 3Y*
- 8.98%
- 5Y*
- 7.31%
- 10Y*
- —
RITM vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RITM Rithm Capital Corp. | -13.25% | 10.06% | 11.07% | 45.60% | -14.44% | 17.07% | 56.82% |
JEPI JPMorgan Equity Premium Income ETF | 0.91% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between RITM and JEPI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
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 has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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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 | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.18 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.17 | -1.53 |
| Martin ratioReturn relative to average drawdown | -0.77 | 3.44 | -4.21 |
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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 | -21.62% | -4.11% | -17.51% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -2.13% | -13.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.01% | 2.26% | +10.75% |
Volatility
RITM vs. JEPI - Volatility Comparison
Rithm Capital Corp. (RITM) has a higher volatility of 6.65% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. 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 | 6.65% | 2.38% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 6.29% | +12.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 8.03% | +14.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.45% | 11.08% | +16.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.19% | 10.78% | +29.41% |
Dividends
RITM vs. JEPI - Dividend Comparison
RITM's dividend yield for the trailing twelve months is around 10.86%, more than JEPI's 8.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.21% | 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. | 10.86% | 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 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (6.65%) compared to JEPI (2.38%). In terms of maximum drawdown, RITM dropped -81.11% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.97 vs -0.44), 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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