PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SLVM vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLVM and JEPQ is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SLVM vs. JEPQ - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
65.70%
33.32%
SLVM
JEPQ

Key characteristics

Sharpe Ratio

SLVM:

0.38

JEPQ:

0.15

Sortino Ratio

SLVM:

0.78

JEPQ:

0.29

Omega Ratio

SLVM:

1.10

JEPQ:

1.04

Calmar Ratio

SLVM:

0.41

JEPQ:

0.17

Martin Ratio

SLVM:

1.03

JEPQ:

0.63

Ulcer Index

SLVM:

13.08%

JEPQ:

3.86%

Daily Std Dev

SLVM:

35.90%

JEPQ:

15.80%

Max Drawdown

SLVM:

-43.22%

JEPQ:

-16.82%

Current Drawdown

SLVM:

-28.15%

JEPQ:

-14.02%

Returns By Period

In the year-to-date period, SLVM achieves a -13.00% return, which is significantly lower than JEPQ's -10.07% return.


SLVM

YTD

-13.00%

1M

-1.13%

6M

-15.48%

1Y

12.76%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-10.07%

1M

-7.92%

6M

-3.53%

1Y

2.22%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SLVM vs. JEPQ — Risk-Adjusted Performance Rank

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

SLVM
The Risk-Adjusted Performance Rank of SLVM is 6464
Overall Rank
The Sharpe Ratio Rank of SLVM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVM is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SLVM is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SLVM is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SLVM is 6565
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 2525
Overall Rank
The Sharpe Ratio Rank of JEPQ is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 2323
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 2828
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 2727
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.

SLVM vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sylvamo Corporation (SLVM) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


Sharpe ratio
The chart of Sharpe ratio for SLVM, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.00
SLVM: 0.36
JEPQ: 0.15
The chart of Sortino ratio for SLVM, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
SLVM: 0.75
JEPQ: 0.29
The chart of Omega ratio for SLVM, currently valued at 1.09, compared to the broader market0.501.001.502.00
SLVM: 1.09
JEPQ: 1.04
The chart of Calmar ratio for SLVM, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
SLVM: 0.39
JEPQ: 0.17
The chart of Martin ratio for SLVM, currently valued at 0.97, compared to the broader market-5.000.005.0010.0015.0020.00
SLVM: 0.97
JEPQ: 0.63

The current SLVM Sharpe Ratio is 0.38, which is higher than the JEPQ Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SLVM and JEPQ, 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.36
0.15
SLVM
JEPQ

Dividends

SLVM vs. JEPQ - Dividend Comparison

SLVM's dividend yield for the trailing twelve months is around 2.41%, less than JEPQ's 11.69% yield.


TTM202420232022
SLVM
Sylvamo Corporation
2.41%1.90%2.75%0.47%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.69%9.65%10.02%9.44%

Drawdowns

SLVM vs. JEPQ - Drawdown Comparison

The maximum SLVM drawdown since its inception was -43.22%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for SLVM and JEPQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.15%
-14.02%
SLVM
JEPQ

Volatility

SLVM vs. JEPQ - Volatility Comparison

The current volatility for Sylvamo Corporation (SLVM) is 7.60%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 8.26%. This indicates that SLVM experiences smaller price fluctuations and is considered to be less risky than JEPQ 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
7.60%
8.26%
SLVM
JEPQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab