Correlation
The correlation between SMFG and JEPI is 0.42, 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.
SMFG vs. JEPI
Compare and contrast key facts about Sumitomo Mitsui Financial Group, Inc. (SMFG) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMFG or JEPI.
Performance
SMFG vs. JEPI - Performance Comparison
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Key characteristics
SMFG:
0.56
JEPI:
0.42
SMFG:
1.08
JEPI:
0.78
SMFG:
1.16
JEPI:
1.12
SMFG:
0.92
JEPI:
0.52
SMFG:
2.62
JEPI:
2.13
SMFG:
9.45%
JEPI:
3.21%
SMFG:
36.75%
JEPI:
13.84%
SMFG:
-75.59%
JEPI:
-13.71%
SMFG:
-7.54%
JEPI:
-4.81%
Returns By Period
In the year-to-date period, SMFG achieves a 6.69% return, which is significantly higher than JEPI's -0.65% return.
SMFG
6.69%
11.46%
1.24%
20.30%
41.62%
25.70%
9.86%
JEPI
-0.65%
-0.05%
-4.56%
5.80%
7.71%
10.66%
N/A
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Risk-Adjusted Performance
SMFG vs. JEPI — Risk-Adjusted Performance Rank
SMFG
JEPI
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.
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Dividends
SMFG vs. JEPI - Dividend Comparison
SMFG's dividend yield for the trailing twelve months is around 1.56%, less than JEPI's 8.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMFG Sumitomo Mitsui Financial Group, Inc. | 1.56% | 2.82% | 3.67% | 2.12% | 5.24% | 5.97% | 4.61% | 4.80% | 3.17% | 3.63% | 3.32% | 3.13% |
JEPI JPMorgan Equity Premium Income ETF | 8.08% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 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.
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Volatility
SMFG vs. JEPI - Volatility Comparison
Sumitomo Mitsui Financial Group, Inc. (SMFG) has a higher volatility of 5.60% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.46%. 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.
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