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SEPI vs. OVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEPI vs. OVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Equity Premium Income ETF (SEPI) and Overlay Shares Large Cap Equity ETF (OVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SEPI having a 9.44% return and OVL slightly higher at 9.88%.


SEPI

1D
-0.61%
1M
-0.08%
YTD
9.44%
6M
9.06%
1Y
3Y*
5Y*
10Y*

OVL

1D
-1.51%
1M
-1.82%
YTD
9.88%
6M
8.68%
1Y
27.58%
3Y*
22.39%
5Y*
13.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEPI vs. OVL - Yearly Performance Comparison


Correlation

The correlation between SEPI and OVL is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 8, 2025

0.89

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Return for Risk

SEPI vs. OVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEPI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


OVL
OVL Risk / Return Rank: 6262
Overall Rank
OVL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
OVL Sortino Ratio Rank: 5555
Sortino Ratio Rank
OVL Omega Ratio Rank: 5757
Omega Ratio Rank
OVL Calmar Ratio Rank: 6666
Calmar Ratio Rank
OVL Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEPI vs. OVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Premium Income ETF (SEPI) and Overlay Shares Large Cap Equity ETF (OVL). 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.


SEPIOVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.17

Martin ratioReturn relative to average drawdown

13.34

SEPI vs. OVL - Sharpe Ratio Comparison


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Drawdowns

SEPI vs. OVL - Drawdown Comparison

The maximum SEPI drawdown since its inception was -7.66%, smaller than the maximum OVL drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for SEPI and OVL.


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Drawdown Indicators


SEPIOVLDifference

Max Drawdown

Largest peak-to-trough decline

-7.66%

-35.49%

+27.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

Current Drawdown

Current decline from peak

-1.87%

-3.85%

+1.98%

Average Drawdown

Average peak-to-trough decline

-1.45%

-6.69%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

SEPI vs. OVL - Volatility Comparison


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Volatility by Period


SEPIOVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

14.67%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.84%

19.90%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

22.55%

-9.71%

SEPI vs. OVL - Expense Ratio Comparison

SEPI has a 0.54% expense ratio, which is lower than OVL's 0.79% expense ratio.


Dividends

SEPI vs. OVL - Dividend Comparison

SEPI's dividend yield for the trailing twelve months is around 4.75%, less than OVL's 6.36% yield.


PositionTTM2025202420232022202120202019
OVL
Overlay Shares Large Cap Equity ETF
6.36%2.99%3.10%3.33%3.85%3.63%2.43%0.50%
SEPI
Shelton Equity Premium Income ETF
4.75%1.37%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEPI and OVL have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEPI is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEPI is cheaper with a 0.54% expense ratio, compared with 0.79% for OVL.

OVL has the higher dividend yield at 6.36%, compared with 4.75% for SEPI.

They also come from different issuers: Shelton and Liquid Strategies. Their fees differ too: 0.54% for SEPI and 0.79% for OVL.

Portfolio Optimizer

Find the right allocation for SEPI and OVL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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