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

Correlation

The correlation between SOFI and JEPI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SOFI vs. JEPI - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
17.46%
44.40%
SOFI
JEPI

Key characteristics

Sharpe Ratio

SOFI:

1.14

JEPI:

0.41

Sortino Ratio

SOFI:

1.76

JEPI:

0.67

Omega Ratio

SOFI:

1.22

JEPI:

1.11

Calmar Ratio

SOFI:

0.92

JEPI:

0.43

Martin Ratio

SOFI:

4.18

JEPI:

1.99

Ulcer Index

SOFI:

16.68%

JEPI:

2.83%

Daily Std Dev

SOFI:

61.14%

JEPI:

13.76%

Max Drawdown

SOFI:

-83.32%

JEPI:

-13.71%

Current Drawdown

SOFI:

-52.25%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, SOFI achieves a -20.06% return, which is significantly lower than JEPI's -2.96% return.


SOFI

YTD

-20.06%

1M

-9.08%

6M

12.63%

1Y

61.97%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SOFI vs. JEPI — Risk-Adjusted Performance Rank

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

SOFI
The Risk-Adjusted Performance Rank of SOFI is 8383
Overall Rank
The Sharpe Ratio Rank of SOFI is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SOFI is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SOFI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SOFI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SOFI is 8585
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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.

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.


The chart of Sharpe ratio for SOFI, currently valued at 1.14, compared to the broader market-2.00-1.000.001.002.003.00
SOFI: 1.14
JEPI: 0.41
The chart of Sortino ratio for SOFI, currently valued at 1.76, compared to the broader market-6.00-4.00-2.000.002.004.00
SOFI: 1.76
JEPI: 0.67
The chart of Omega ratio for SOFI, currently valued at 1.22, compared to the broader market0.501.001.502.00
SOFI: 1.22
JEPI: 1.11
The chart of Calmar ratio for SOFI, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
SOFI: 0.92
JEPI: 0.43
The chart of Martin ratio for SOFI, currently valued at 4.18, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SOFI: 4.18
JEPI: 1.99

The current SOFI Sharpe Ratio is 1.14, which is higher than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SOFI 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.14
0.41
SOFI
JEPI

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 7.90%.


TTM20242023202220212020
SOFI
SoFi Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.25%
-7.02%
SOFI
JEPI

Volatility

SOFI vs. JEPI - Volatility Comparison

SoFi Technologies, Inc. (SOFI) has a higher volatility of 31.07% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
31.07%
11.06%
SOFI
JEPI