SDHC vs. JEPI
SDHC (Smith Douglas Homes Corp) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past year, SDHC returned -25.82% vs 8.32% for JEPI. At a 0.37 correlation, their price movements are largely independent.
Performance
SDHC vs. JEPI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDHC achieves a -7.81% return, which is significantly lower than JEPI's 3.30% return.
SDHC
- 1D
- 0.19%
- 1M
- 14.35%
- 6M
- -20.64%
- YTD
- -7.81%
- 1Y
- -25.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- 0.00%
- 1M
- 1.98%
- 6M
- 1.42%
- YTD
- 3.30%
- 1Y
- 8.32%
- 3Y*
- 9.14%
- 5Y*
- 7.38%
- 10Y*
- —
SDHC vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDHC Smith Douglas Homes Corp | -7.81% | -34.59% | 9.11% |
JEPI JPMorgan Equity Premium Income ETF | 3.30% | 8.09% | 12.24% |
Correlation
The correlation between SDHC and JEPI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.37 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDHC vs. JEPI — Risk / Return Rank
SDHC
JEPI
SDHC vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Smith Douglas Homes Corp (SDHC) 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.
| SDHC | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.25 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.89 | 3.57 | -4.46 |
Loading charts...
Drawdowns
SDHC vs. JEPI - Drawdown Comparison
The maximum SDHC drawdown since its inception was -71.98%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SDHC and JEPI.
Loading charts...
Drawdown Indicators
| SDHC | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.98% | -13.71% | -58.27% |
Max Drawdown (1Y)Largest decline over 1 year | -52.01% | -6.68% | -45.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.71% | — |
Current DrawdownCurrent decline from peak | -60.04% | -1.84% | -58.20% |
Average DrawdownAverage peak-to-trough decline | -36.66% | -2.13% | -34.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.92% | 2.34% | +26.58% |
Volatility
SDHC vs. JEPI - Volatility Comparison
Smith Douglas Homes Corp (SDHC) has a higher volatility of 13.59% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.10%. This indicates that SDHC'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.
Loading charts...
Volatility by Period
| SDHC | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.59% | 2.10% | +11.49% |
Volatility (6M)Calculated over the trailing 6-month period | 43.02% | 6.31% | +36.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.60% | 8.03% | +51.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.35% | 11.09% | +43.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.35% | 10.75% | +43.60% |
Dividends
SDHC vs. JEPI - Dividend Comparison
SDHC has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
SDHC Smith Douglas Homes Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDHC and JEPI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDHC has higher volatility (13.59%) compared to JEPI (2.10%). In terms of maximum drawdown, SDHC dropped -71.98% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.04 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.
Find the right allocation for SDHC and JEPI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer