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

Correlation

The correlation between SLVO and JEPI is 0.25, 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.


Performance

SLVO vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLVO:

1.09

JEPI:

0.46

Sortino Ratio

SLVO:

1.65

JEPI:

0.80

Omega Ratio

SLVO:

1.24

JEPI:

1.13

Calmar Ratio

SLVO:

1.93

JEPI:

0.53

Martin Ratio

SLVO:

4.96

JEPI:

2.28

Ulcer Index

SLVO:

4.96%

JEPI:

3.06%

Daily Std Dev

SLVO:

19.81%

JEPI:

13.79%

Max Drawdown

SLVO:

-55.08%

JEPI:

-13.71%

Current Drawdown

SLVO:

-2.72%

JEPI:

-3.87%

Returns By Period

In the year-to-date period, SLVO achieves a 14.24% return, which is significantly higher than JEPI's 0.33% return.


SLVO

YTD

14.24%

1M

3.29%

6M

9.03%

1Y

21.47%

5Y*

11.81%

10Y*

3.78%

JEPI

YTD

0.33%

1M

5.00%

6M

-2.62%

1Y

6.34%

5Y*

N/A

10Y*

N/A

*Annualized

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SLVO vs. JEPI - Expense Ratio Comparison

SLVO has a 0.65% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Risk-Adjusted Performance

SLVO vs. JEPI — Risk-Adjusted Performance Rank

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

SLVO
The Risk-Adjusted Performance Rank of SLVO is 8787
Overall Rank
The Sharpe Ratio Rank of SLVO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SLVO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SLVO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SLVO is 8585
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 6464
Overall Rank
The Sharpe Ratio Rank of JEPI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 6666
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6969
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.

SLVO vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) 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 current SLVO Sharpe Ratio is 1.09, which is higher than the JEPI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SLVO 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.


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Dividends

SLVO vs. JEPI - Dividend Comparison

SLVO has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.00%.


TTM20242023202220212020
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.00%7.33%8.40%11.67%6.59%5.79%

Drawdowns

SLVO vs. JEPI - Drawdown Comparison

The maximum SLVO drawdown since its inception was -55.08%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SLVO and JEPI. For additional features, visit the drawdowns tool.


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Volatility

SLVO vs. JEPI - Volatility Comparison

The current volatility for Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) is 2.53%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 4.20%. This indicates that SLVO experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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