TSLA vs. JEPI
TSLA (Tesla, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, TSLA returned 14.86%/yr vs 7.45%/yr for JEPI. At a 0.33 correlation, their price movements are largely independent.
Performance
TSLA vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, TSLA achieves a -9.63% return, which is significantly lower than JEPI's 1.29% return.
TSLA
- 1D
- 1.82%
- 1M
- -8.72%
- YTD
- -9.63%
- 6M
- -11.45%
- 1Y
- 27.36%
- 3Y*
- 16.25%
- 5Y*
- 14.86%
- 10Y*
- 39.72%
JEPI
- 1D
- 0.43%
- 1M
- 0.90%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 7.58%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
TSLA vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | -9.63% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 332.63% |
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between TSLA and JEPI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.33 |
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Return for Risk
TSLA vs. JEPI — Risk / Return Rank
TSLA
JEPI
TSLA vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) 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.
| TSLA | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.14 | -0.22 |
| Martin ratioReturn relative to average drawdown | 2.10 | 3.46 | -1.36 |
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Drawdowns
TSLA vs. JEPI - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TSLA and JEPI.
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Drawdown Indicators
| TSLA | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -13.71% | -59.92% |
Max Drawdown (1Y)Largest decline over 1 year | -29.93% | -6.68% | -23.25% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -13.26% | -40.51% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -13.71% | -59.92% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | — | — |
Current DrawdownCurrent decline from peak | -17.03% | -3.75% | -13.28% |
Average DrawdownAverage peak-to-trough decline | -22.72% | -2.13% | -20.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.06% | 2.20% | +10.86% |
Volatility
TSLA vs. JEPI - Volatility Comparison
Tesla, Inc. (TSLA) has a higher volatility of 14.25% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.05%. This indicates that TSLA'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.
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Volatility by Period
| TSLA | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.25% | 2.05% | +12.20% |
Volatility (6M)Calculated over the trailing 6-month period | 28.73% | 6.23% | +22.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.49% | 8.02% | +36.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.98% | 11.08% | +47.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.14% | 10.79% | +48.35% |
Dividends
TSLA vs. JEPI - Dividend Comparison
TSLA has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.18% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSLA and JEPI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (14.25%) compared to JEPI (2.05%). In terms of maximum drawdown, TSLA dropped -73.63% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.95 vs 0.62), 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.
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