SID vs. JEPI
SID (Companhia Siderúrgica Nacional) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, SID returned -30.81%/yr vs 7.50%/yr for JEPI. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
SID vs. JEPI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SID achieves a -41.88% return, which is significantly lower than JEPI's 5.04% return.
SID
- 1D
- -5.65%
- 1M
- 2.68%
- 6M
- -51.06%
- YTD
- -41.88%
- 1Y
- -33.10%
- 3Y*
- -25.89%
- 5Y*
- -30.81%
- 10Y*
- -7.75%
- ALL TIME*
- 8.99%
JEPI
- 1D
- 0.50%
- 1M
- 1.78%
- 6M
- 2.32%
- YTD
- 5.04%
- 1Y
- 11.72%
- 3Y*
- 9.69%
- 5Y*
- 7.50%
- 10Y*
- —
- ALL TIME*
- 11.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $264.83M | $261.34M | $294.89M | |
| $6.06M | $3.90M | $4.76M |
SID vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | -41.88% | 11.11% | -59.60% | 69.73% | -29.68% | -22.18% | 304.76% |
JEPI JPMorgan Equity Premium Income ETF | 5.04% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between SID and JEPI is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.30 |
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
SID vs. JEPI — Risk / Return Rank
SID
JEPI
SID vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) 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.
| SID | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.27 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.76 | -2.34 |
| Martin ratioReturn relative to average drawdown | -1.13 | 4.99 | -6.12 |
Loading charts...
Drawdowns
SID vs. JEPI - Drawdown Comparison
The maximum SID drawdown since its inception was -95.79%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SID and JEPI.
Loading charts...
Drawdown Indicators
| SID | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -13.71% | -82.08% |
Max Drawdown (1Y)Largest decline over 1 year | -57.67% | -6.68% | -50.99% |
Max Drawdown (3Y)Largest decline over 3 years | -75.27% | -13.26% | -62.01% |
Max Drawdown (5Y)Largest decline over 5 years | -84.23% | -13.71% | -70.52% |
Max Drawdown (10Y)Largest decline over 10 years | -86.14% | — | — |
Current DrawdownCurrent decline from peak | -91.10% | -0.18% | -90.92% |
Average DrawdownAverage peak-to-trough decline | -51.88% | -2.13% | -49.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.24% | 2.35% | +26.89% |
Volatility
SID vs. JEPI - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 17.56% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.21%. This indicates that SID'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
| SID | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.56% | 2.21% | +15.35% |
Volatility (6M)Calculated over the trailing 6-month period | 45.53% | 6.39% | +39.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.53% | 8.10% | +49.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.70% | 11.11% | +42.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.96% | 10.73% | +48.23% |
Dividends
SID vs. JEPI - Dividend Comparison
SID has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.99% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SID Companhia Siderúrgica Nacional | 0.00% | 0.00% | 15.93% | 12.83% | 14.31% | 8.41% | 0.03% | 6.89% | 0.00% | 0.00% | 0.00% | 14.30% |
Frequently Asked Questions
SID and JEPI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SID has higher volatility (17.56%) compared to JEPI (2.21%). In terms of maximum drawdown, SID dropped -95.79% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.46 vs -0.58), 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 SID 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