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 -31.39% vs 7.76% for JEPI. At a 0.36 correlation, their price movements are largely independent.
Performance
SDHC vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, SDHC achieves a -23.38% return, which is significantly lower than JEPI's 0.01% return.
SDHC
- 1D
- -2.28%
- 1M
- -7.89%
- YTD
- -23.38%
- 6M
- -37.74%
- 1Y
- -31.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- 0.02%
- 1M
- -1.94%
- YTD
- 0.01%
- 6M
- 0.89%
- 1Y
- 7.76%
- 3Y*
- 8.83%
- 5Y*
- 7.30%
- 10Y*
- —
SDHC vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDHC Smith Douglas Homes Corp | -23.38% | -34.59% | 6.83% |
JEPI JPMorgan Equity Premium Income ETF | 0.01% | 8.09% | 12.22% |
Correlation
The correlation between SDHC and JEPI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.36 |
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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.
| SDHC | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 0.99 | -1.52 |
Sortino ratioReturn per unit of downside risk | -0.48 | 1.48 | -1.96 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.18 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.18 | -1.79 |
Martin ratioReturn relative to average drawdown | -1.20 | 3.87 | -5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDHC | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 0.99 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.42 | 1.01 | -1.43 |
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 | -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 | -66.79% | -4.96% | -61.83% |
Average DrawdownAverage peak-to-trough decline | -35.51% | -2.11% | -33.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.28% | 2.04% | +24.24% |
Volatility
SDHC vs. JEPI - Volatility Comparison
Smith Douglas Homes Corp (SDHC) has a higher volatility of 18.68% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.34%. 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 | 18.68% | 1.34% | +17.34% |
Volatility (6M)Calculated over the trailing 6-month period | 44.72% | 6.10% | +38.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.19% | 7.85% | +52.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.69% | 11.06% | +43.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.69% | 10.80% | +43.89% |
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 8.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 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 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDHC has higher volatility (18.68%) compared to JEPI (1.34%). In terms of maximum drawdown, SDHC dropped -71.98% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.99 vs -0.52), 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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