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

SPI vs. JEPI

Last updated May 10, 2025

Compare and contrast key facts about SPI Energy Co., Ltd. (SPI) 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: SPI or JEPI.

Correlation

The correlation between SPI 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.

Performance

SPI vs. JEPI - Performance Comparison

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

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Key characteristics

Returns By Period

SPI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

-0.61%

1M

2.45%

6M

-3.46%

1Y

5.46%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SPI vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPI
The Risk-Adjusted Performance Rank of SPI is 2828
Overall Rank
The Sharpe Ratio Rank of SPI is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SPI is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SPI is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SPI is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SPI is 1111
Martin Ratio Rank
JEPI
The Risk-Adjusted Performance Rank of JEPI is 5555
Overall Rank
The Sharpe Ratio Rank of JEPI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5858
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.

SPI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPI Energy Co., Ltd. (SPI) 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

SPI vs. JEPI - Dividend Comparison

SPI has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.07%.

TTM20242023202220212020
SPI
SPI Energy Co., Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		8.07%7.33%8.40%11.68%6.59%5.79%

Drawdowns

SPI vs. JEPI - Drawdown Comparison

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Volatility

SPI vs. JEPI - Volatility Comparison

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