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SKY vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SKY and JEPI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SKY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyline Champion Corporation (SKY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
248.30%
67.42%
SKY
JEPI

Key characteristics

Sharpe Ratio

SKY:

0.23

JEPI:

0.37

Sortino Ratio

SKY:

0.65

JEPI:

0.62

Omega Ratio

SKY:

1.08

JEPI:

1.10

Calmar Ratio

SKY:

0.34

JEPI:

0.39

Martin Ratio

SKY:

0.80

JEPI:

1.79

Ulcer Index

SKY:

11.54%

JEPI:

2.86%

Daily Std Dev

SKY:

40.51%

JEPI:

13.76%

Max Drawdown

SKY:

-93.03%

JEPI:

-13.71%

Current Drawdown

SKY:

-22.14%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, SKY achieves a -3.73% return, which is significantly lower than JEPI's -2.67% return.


SKY

YTD

-3.73%

1M

-12.20%

6M

-3.77%

1Y

11.08%

5Y*

36.50%

10Y*

37.66%

JEPI

YTD

-2.67%

1M

-3.49%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SKY vs. JEPI — Risk-Adjusted Performance Rank

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

SKY
The Risk-Adjusted Performance Rank of SKY is 6161
Overall Rank
The Sharpe Ratio Rank of SKY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SKY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SKY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SKY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SKY is 6363
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKY vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) 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.


The chart of Sharpe ratio for SKY, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.00
SKY: 0.23
JEPI: 0.37
The chart of Sortino ratio for SKY, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
SKY: 0.65
JEPI: 0.62
The chart of Omega ratio for SKY, currently valued at 1.08, compared to the broader market0.501.001.502.00
SKY: 1.08
JEPI: 1.10
The chart of Calmar ratio for SKY, currently valued at 0.34, compared to the broader market0.001.002.003.004.005.00
SKY: 0.34
JEPI: 0.39
The chart of Martin ratio for SKY, currently valued at 0.80, compared to the broader market-5.000.005.0010.0015.0020.00
SKY: 0.80
JEPI: 1.79

The current SKY Sharpe Ratio is 0.23, which is lower than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SKY and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.37
SKY
JEPI

Dividends

SKY vs. JEPI - Dividend Comparison

SKY has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.88%.


TTM2024202320222021202020192018
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.25%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%0.00%0.00%

Drawdowns

SKY vs. JEPI - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.03%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SKY and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.14%
-6.74%
SKY
JEPI

Volatility

SKY vs. JEPI - Volatility Comparison

Skyline Champion Corporation (SKY) has a higher volatility of 15.51% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.07%. This indicates that SKY'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.51%
11.07%
SKY
JEPI