T vs. JEPI
T (AT&T Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, T returned 9.02%/yr vs 7.45%/yr for JEPI. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
T vs. JEPI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, T achieves a 2.84% return, which is significantly lower than JEPI's 4.61% return.
T
- 1D
- 0.98%
- 1M
- 9.99%
- 6M
- 9.79%
- YTD
- 2.84%
- 1Y
- -6.45%
- 3Y*
- 25.96%
- 5Y*
- 9.02%
- 10Y*
- 3.09%
- ALL TIME*
- 9.60%
JEPI
- 1D
- 0.68%
- 1M
- 3.06%
- 6M
- 2.20%
- YTD
- 4.61%
- 1Y
- 8.91%
- 3Y*
- 9.27%
- 5Y*
- 7.45%
- 10Y*
- —
- ALL TIME*
- 11.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $268.04M | $263.16M | $300.75M | |
| $2.21B | $2.00B | $1.41B |
T vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
T AT&T Inc. | 2.84% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | 0.70% |
JEPI JPMorgan Equity Premium Income ETF | 4.61% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between T and JEPI is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.34 |
Over the past year, the correlation between T and JEPI has dropped to 0.07 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
T vs. JEPI — Risk / Return Rank
T
JEPI
T vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| T | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.34 | -1.56 |
| Martin ratioReturn relative to average drawdown | -0.49 | 3.78 | -4.26 |
Loading charts...
Drawdowns
T vs. JEPI - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for T and JEPI.
Loading charts...
Drawdown Indicators
| T | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -13.71% | -50.44% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -6.68% | -22.21% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -13.26% | -15.63% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -13.71% | -18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | — | — |
Current DrawdownCurrent decline from peak | -13.23% | -0.59% | -12.64% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -2.13% | -13.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.23% | 2.37% | +10.86% |
Volatility
T vs. JEPI - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 10.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.07%. This indicates that T'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.
Loading charts...
Volatility by Period
| T | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 2.07% | +8.42% |
Volatility (6M)Calculated over the trailing 6-month period | 20.88% | 6.27% | +14.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.48% | 8.09% | +16.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 11.09% | +13.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 10.73% | +13.26% |
Dividends
T vs. JEPI - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.50%, less than JEPI's 7.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.95% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
T AT&T Inc. | 4.50% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
T and JEPI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (10.49%) compared to JEPI (2.07%). In terms of maximum drawdown, T dropped -64.15% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.11 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for T and JEPI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer