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

Correlation

The correlation between SMFG and JEPI 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.


-0.50.00.51.00.3

Performance

SMFG vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Mitsui Financial Group, Inc. (SMFG) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
215.48%
72.84%
SMFG
JEPI

Key characteristics

Sharpe Ratio

SMFG:

1.92

JEPI:

1.92

Sortino Ratio

SMFG:

2.44

JEPI:

2.60

Omega Ratio

SMFG:

1.35

JEPI:

1.38

Calmar Ratio

SMFG:

2.75

JEPI:

3.11

Martin Ratio

SMFG:

8.97

JEPI:

12.63

Ulcer Index

SMFG:

6.57%

JEPI:

1.13%

Daily Std Dev

SMFG:

30.65%

JEPI:

7.48%

Max Drawdown

SMFG:

-75.59%

JEPI:

-13.71%

Current Drawdown

SMFG:

-8.70%

JEPI:

-3.69%

Returns By Period

In the year-to-date period, SMFG achieves a 50.41% return, which is significantly higher than JEPI's 13.12% return.


SMFG

YTD

50.41%

1M

0.07%

6M

14.56%

1Y

52.62%

5Y*

18.78%

10Y*

11.37%

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

SMFG vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) 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.


Sharpe ratio
The chart of Sharpe ratio for SMFG, currently valued at 1.92, compared to the broader market-4.00-2.000.002.001.921.92
The chart of Sortino ratio for SMFG, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.442.60
The chart of Omega ratio for SMFG, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.38
The chart of Calmar ratio for SMFG, currently valued at 2.75, compared to the broader market0.002.004.006.002.753.11
The chart of Martin ratio for SMFG, currently valued at 8.97, compared to the broader market-5.000.005.0010.0015.0020.0025.008.9712.63
SMFG
JEPI

The current SMFG Sharpe Ratio is 1.92, which is comparable to the JEPI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SMFG 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.92
1.92
SMFG
JEPI

Dividends

SMFG vs. JEPI - Dividend Comparison

SMFG's dividend yield for the trailing twelve months is around 2.90%, less than JEPI's 7.30% yield.


TTM20232022202120202019201820172016201520142013
SMFG
Sumitomo Mitsui Financial Group, Inc.
2.90%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMFG vs. JEPI - Drawdown Comparison

The maximum SMFG drawdown since its inception was -75.59%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SMFG and JEPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.70%
-3.69%
SMFG
JEPI

Volatility

SMFG vs. JEPI - Volatility Comparison

Sumitomo Mitsui Financial Group, Inc. (SMFG) has a higher volatility of 8.65% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.90%. This indicates that SMFG'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.65%
2.90%
SMFG
JEPI
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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.

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