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

Correlation

The correlation between TRIN and JEPI is 0.32, 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.


-0.50.00.51.00.3

Performance

TRIN vs. JEPI - Performance Comparison

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

40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
59.50%
48.08%
TRIN
JEPI

Key characteristics

Sharpe Ratio

TRIN:

0.63

JEPI:

1.92

Sortino Ratio

TRIN:

0.98

JEPI:

2.60

Omega Ratio

TRIN:

1.12

JEPI:

1.38

Calmar Ratio

TRIN:

1.18

JEPI:

3.11

Martin Ratio

TRIN:

2.83

JEPI:

12.63

Ulcer Index

TRIN:

3.65%

JEPI:

1.13%

Daily Std Dev

TRIN:

16.47%

JEPI:

7.48%

Max Drawdown

TRIN:

-43.12%

JEPI:

-13.71%

Current Drawdown

TRIN:

-1.16%

JEPI:

-3.69%

Returns By Period

In the year-to-date period, TRIN achieves a 11.11% return, which is significantly lower than JEPI's 13.12% return.


TRIN

YTD

11.11%

1M

1.68%

6M

4.90%

1Y

9.67%

5Y*

N/A

10Y*

N/A

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

TRIN vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trinity Capital Inc. (TRIN) 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 TRIN, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.631.92
The chart of Sortino ratio for TRIN, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.982.60
The chart of Omega ratio for TRIN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.38
The chart of Calmar ratio for TRIN, currently valued at 1.18, compared to the broader market0.002.004.006.001.183.11
The chart of Martin ratio for TRIN, currently valued at 2.83, compared to the broader market-5.000.005.0010.0015.0020.0025.002.8312.63
TRIN
JEPI

The current TRIN Sharpe Ratio is 0.63, which is lower than the JEPI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of TRIN 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.63
1.92
TRIN
JEPI

Dividends

TRIN vs. JEPI - Dividend Comparison

TRIN's dividend yield for the trailing twelve months is around 14.00%, more than JEPI's 7.30% yield.


TTM2023202220212020
TRIN
Trinity Capital Inc.
14.00%14.04%21.32%7.17%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%

Drawdowns

TRIN vs. JEPI - Drawdown Comparison

The maximum TRIN drawdown since its inception was -43.12%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TRIN and JEPI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.16%
-3.69%
TRIN
JEPI

Volatility

TRIN vs. JEPI - Volatility Comparison

Trinity Capital Inc. (TRIN) has a higher volatility of 3.78% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.90%. This indicates that TRIN'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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
2.90%
TRIN
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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