UWMC vs. JEPI
UWMC (UWM Holdings Corporation) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, UWMC returned -17.02%/yr vs 7.38%/yr for JEPI. At a 0.33 correlation, their price movements are largely independent.
Performance
UWMC vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, UWMC achieves a -50.91% return, which is significantly lower than JEPI's 3.30% return.
UWMC
- 1D
- -3.85%
- 1M
- -12.11%
- 6M
- -59.74%
- YTD
- -50.91%
- 1Y
- -46.30%
- 3Y*
- -24.95%
- 5Y*
- -17.02%
- 10Y*
- —
JEPI
- 1D
- 0.00%
- 1M
- 1.98%
- 6M
- 1.42%
- YTD
- 3.30%
- 1Y
- 8.32%
- 3Y*
- 9.14%
- 5Y*
- 7.38%
- 10Y*
- —
UWMC vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UWMC UWM Holdings Corporation | -50.91% | -19.30% | -13.04% | 132.11% | -38.03% | -37.29% |
JEPI JPMorgan Equity Premium Income ETF | 3.30% | 8.09% | 12.57% | 9.83% | -3.49% | 21.90% |
Correlation
The correlation between UWMC and JEPI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.33 |
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Return for Risk
UWMC vs. JEPI — Risk / Return Rank
UWMC
JEPI
UWMC vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UWM Holdings Corporation (UWMC) 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.
| UWMC | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.25 | -1.94 |
| Martin ratioReturn relative to average drawdown | -1.34 | 3.57 | -4.90 |
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Drawdowns
UWMC vs. JEPI - Drawdown Comparison
The maximum UWMC drawdown since its inception was -74.86%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for UWMC and JEPI.
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Drawdown Indicators
| UWMC | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.86% | -13.71% | -61.15% |
Max Drawdown (1Y)Largest decline over 1 year | -67.75% | -6.68% | -61.07% |
Max Drawdown (3Y)Largest decline over 3 years | -74.86% | -13.26% | -61.60% |
Max Drawdown (5Y)Largest decline over 5 years | -74.86% | -13.71% | -61.15% |
Current DrawdownCurrent decline from peak | -74.86% | -1.84% | -73.02% |
Average DrawdownAverage peak-to-trough decline | -38.19% | -2.13% | -36.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.71% | 2.34% | +32.37% |
Volatility
UWMC vs. JEPI - Volatility Comparison
UWM Holdings Corporation (UWMC) has a higher volatility of 18.25% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.10%. This indicates that UWMC'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
| UWMC | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.25% | 2.10% | +16.15% |
Volatility (6M)Calculated over the trailing 6-month period | 42.07% | 6.31% | +35.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.73% | 8.03% | +47.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.93% | 11.09% | +39.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.14% | 10.75% | +40.39% |
Dividends
UWMC vs. JEPI - Dividend Comparison
UWMC's dividend yield for the trailing twelve months is around 20.00%, more than JEPI's 8.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
UWMC UWM Holdings Corporation | 20.00% | 9.13% | 6.81% | 5.59% | 12.08% | 6.76% | 0.00% |
Frequently Asked Questions
UWMC and JEPI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UWMC has higher volatility (18.25%) compared to JEPI (2.10%). In terms of maximum drawdown, UWMC dropped -74.86% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.04 vs -0.83), 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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