SCM vs. JEPI
SCM (Stellus Capital Investment Corporation) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, SCM returned 0.09%/yr vs 7.40%/yr for JEPI. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
SCM vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -35.87% return, which is significantly lower than JEPI's 4.52% return.
SCM
- 1D
- 1.67%
- 1M
- -10.13%
- 6M
- -36.93%
- YTD
- -35.87%
- 1Y
- -38.93%
- 3Y*
- -10.38%
- 5Y*
- 0.09%
- 10Y*
- 7.14%
- ALL TIME*
- 5.81%
JEPI
- 1D
- 0.33%
- 1M
- 1.27%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 11.16%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $260.98M | $260.42M | $297.70M | |
| $2.20M | $1.97M | $1.78M |
SCM vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -35.87% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | 69.40% |
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between SCM and JEPI is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.33 |
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Return for Risk
SCM vs. JEPI — Risk / Return Rank
SCM
JEPI
SCM vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) 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.
| SCM | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.23 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.52 | -2.34 |
| Martin ratioReturn relative to average drawdown | -1.52 | 4.32 | -5.84 |
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Drawdowns
SCM vs. JEPI - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SCM and JEPI.
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Drawdown Indicators
| SCM | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -13.71% | -52.35% |
Max Drawdown (1Y)Largest decline over 1 year | -47.76% | -6.68% | -41.08% |
Max Drawdown (3Y)Largest decline over 3 years | -47.76% | -13.26% | -34.50% |
Max Drawdown (5Y)Largest decline over 5 years | -47.76% | -13.71% | -34.05% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | — | — |
Current DrawdownCurrent decline from peak | -43.47% | -0.68% | -42.79% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -2.13% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.48% | 2.36% | +23.12% |
Volatility
SCM vs. JEPI - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 15.16% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. This indicates that SCM'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
| SCM | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.16% | 2.38% | +12.78% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 6.37% | +20.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 8.15% | +21.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 11.10% | +12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 10.73% | +26.41% |
Dividends
SCM vs. JEPI - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 19.06%, more than JEPI's 7.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCM Stellus Capital Investment Corporation | 19.06% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
Frequently Asked Questions
SCM and JEPI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (15.16%) compared to JEPI (2.38%). In terms of maximum drawdown, SCM dropped -66.06% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.25 vs -1.30), 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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