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 -23.67% vs 11.16% for JEPI. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
SDHC vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, SDHC achieves a -11.57% return, which is significantly lower than JEPI's 4.52% return.
SDHC
- 1D
- -0.80%
- 1M
- -6.79%
- 6M
- -17.79%
- YTD
- -11.57%
- 1Y
- -23.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -16.51%
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 | |
| $595.41K | $799.28K | $1.05M |
SDHC vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDHC Smith Douglas Homes Corp | -11.57% | -34.59% | 9.11% |
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.24% |
Correlation
The correlation between SDHC and JEPI is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.37 |
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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 | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 1.52 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.77 | 4.32 | -5.08 |
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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.
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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 | -51.08% | -6.68% | -44.40% |
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 | -61.67% | -0.68% | -60.99% |
Average DrawdownAverage peak-to-trough decline | -37.19% | -2.13% | -35.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.86% | 2.36% | +25.50% |
Volatility
SDHC vs. JEPI - Volatility Comparison
Smith Douglas Homes Corp (SDHC) has a higher volatility of 12.63% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. 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.
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Volatility by Period
| SDHC | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.63% | 2.38% | +10.25% |
Volatility (6M)Calculated over the trailing 6-month period | 41.39% | 6.37% | +35.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.30% | 8.15% | +50.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.25% | 11.10% | +43.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.25% | 10.73% | +43.52% |
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 7.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 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 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDHC has higher volatility (12.63%) compared to JEPI (2.38%). In terms of maximum drawdown, SDHC dropped -71.98% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.25 vs -0.37), 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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