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SLVM vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLVM and JEPQ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
47.57%
36.78%
SLVM
JEPQ

Key characteristics

Sharpe Ratio

SLVM:

0.06

JEPQ:

0.48

Sortino Ratio

SLVM:

0.36

JEPQ:

0.80

Omega Ratio

SLVM:

1.05

JEPQ:

1.12

Calmar Ratio

SLVM:

0.05

JEPQ:

0.48

Martin Ratio

SLVM:

0.14

JEPQ:

1.87

Ulcer Index

SLVM:

15.85%

JEPQ:

5.20%

Daily Std Dev

SLVM:

39.29%

JEPQ:

20.43%

Max Drawdown

SLVM:

-43.22%

JEPQ:

-20.07%

Current Drawdown

SLVM:

-36.01%

JEPQ:

-11.79%

Returns By Period

In the year-to-date period, SLVM achieves a -22.52% return, which is significantly lower than JEPQ's -7.74% return.


SLVM

YTD

-22.52%

1M

-10.63%

6M

-29.61%

1Y

-1.18%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-7.74%

1M

-5.27%

6M

-3.37%

1Y

7.78%

5Y*

N/A

10Y*

N/A

*Annualized

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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 5252
Overall Rank
The Sharpe Ratio Rank of SLVM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SLVM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SLVM is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SLVM is 5454
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 6060
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5959
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.


The chart of Sharpe ratio for SLVM, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.00
SLVM: 0.06
JEPQ: 0.48
The chart of Sortino ratio for SLVM, currently valued at 0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
SLVM: 0.36
JEPQ: 0.80
The chart of Omega ratio for SLVM, currently valued at 1.05, compared to the broader market0.501.001.502.00
SLVM: 1.05
JEPQ: 1.12
The chart of Calmar ratio for SLVM, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
SLVM: 0.05
JEPQ: 0.48
The chart of Martin ratio for SLVM, currently valued at 0.14, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SLVM: 0.14
JEPQ: 1.87

The current SLVM Sharpe Ratio is 0.06, which is lower than the JEPQ Sharpe Ratio of 0.48. 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.06
0.48
SLVM
JEPQ

Dividends

SLVM vs. JEPQ - Dividend Comparison

SLVM's dividend yield for the trailing twelve months is around 2.98%, less than JEPQ's 11.39% yield.


TTM202420232022
SLVM
Sylvamo Corporation
2.98%1.90%2.75%0.47%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.39%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 -20.07%. Use the drawdown chart below to compare losses from any high point for SLVM and JEPQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.01%
-11.79%
SLVM
JEPQ

Volatility

SLVM vs. JEPQ - Volatility Comparison

Sylvamo Corporation (SLVM) has a higher volatility of 17.36% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.74%. This indicates that SLVM's price experiences larger fluctuations and is considered to be riskier 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
17.36%
14.74%
SLVM
JEPQ