SOFI vs. JEPI
Compare and contrast key facts about SoFi Technologies, Inc. (SOFI) 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: SOFI or JEPI.
Key characteristics
| SOFI | JEPI | |
|---|---|---|
| YTD Return | 36.98% | 14.44% |
| 1Y Return | 103.13% | 17.88% |
| 3Y Return (Ann) | -14.36% | 7.80% |
| Sharpe Ratio | 1.44 | 2.53 |
| Sortino Ratio | 2.07 | 3.52 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 1.13 | 4.62 |
| Martin Ratio | 3.37 | 17.99 |
| Ulcer Index | 25.20% | 0.99% |
| Daily Std Dev | 59.02% | 7.05% |
| Max Drawdown | -83.32% | -13.71% |
| Current Drawdown | -47.13% | -1.35% |
Correlation
The correlation between SOFI 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.
Performance
SOFI vs. JEPI - Performance Comparison
In the year-to-date period, SOFI achieves a 36.98% return, which is significantly higher than JEPI's 14.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SOFI vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) 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.
Dividends
SOFI vs. JEPI - Dividend Comparison
SOFI has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.15% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
SOFI vs. JEPI - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SOFI and JEPI. For additional features, visit the drawdowns tool.
Volatility
SOFI vs. JEPI - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.23% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.17%. This indicates that SOFI'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.