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

Performance

TDS vs. JEPI - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
75.80%
9.24%
TDS
JEPI

Returns By Period

In the year-to-date period, TDS achieves a 82.66% return, which is significantly higher than JEPI's 15.68% return.


TDS

YTD

82.66%

1M

20.31%

6M

75.81%

1Y

77.60%

5Y (annualized)

11.49%

10Y (annualized)

6.00%

JEPI

YTD

15.68%

1M

1.17%

6M

9.24%

1Y

18.27%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


TDSJEPI
Sharpe Ratio1.232.63
Sortino Ratio1.973.65
Omega Ratio1.291.52
Calmar Ratio1.114.81
Martin Ratio5.2118.61
Ulcer Index14.51%1.00%
Daily Std Dev61.29%7.08%
Max Drawdown-85.77%-13.71%
Current Drawdown-24.39%-0.28%

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Correlation

-0.50.00.51.00.3

The correlation between TDS and JEPI is 0.35, 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.

Risk-Adjusted Performance

TDS vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) 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.


Sharpe ratio
The chart of Sharpe ratio for TDS, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.232.63
The chart of Sortino ratio for TDS, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.973.65
The chart of Omega ratio for TDS, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.52
The chart of Calmar ratio for TDS, currently valued at 1.94, compared to the broader market0.002.004.006.001.944.81
The chart of Martin ratio for TDS, currently valued at 5.21, compared to the broader market0.0010.0020.0030.005.2118.61
TDS
JEPI

The current TDS Sharpe Ratio is 1.23, which is lower than the JEPI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of TDS 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.23
2.63
TDS
JEPI

Dividends

TDS vs. JEPI - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 1.38%, less than JEPI's 7.07% yield.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
1.38%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%1.99%
JEPI
JPMorgan Equity Premium Income ETF
7.07%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TDS vs. JEPI - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.77%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TDS and JEPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.28%
TDS
JEPI

Volatility

TDS vs. JEPI - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 17.37% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that TDS'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%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
17.37%
2.25%
TDS
JEPI