VST vs. JEPI
VST (Vistra Corp.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, VST returned 54.40%/yr vs 7.45%/yr for JEPI. At a 0.37 correlation, their price movements are largely independent.
Performance
VST vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, VST achieves a -8.13% return, which is significantly lower than JEPI's 1.29% return.
VST
- 1D
- 1.12%
- 1M
- 5.97%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.37%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
JEPI
- 1D
- 0.43%
- 1M
- 0.97%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 8.34%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
VST vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | 0.47% |
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between VST and JEPI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.37 |
Over the past year, the correlation between VST and JEPI has dropped to 0.15 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
VST vs. JEPI — Risk / Return Rank
VST
JEPI
VST vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.
| VST | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.14 | -1.52 |
| Martin ratioReturn relative to average drawdown | -0.70 | 3.46 | -4.16 |
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Drawdowns
VST vs. JEPI - Drawdown Comparison
The maximum VST drawdown since its inception was -53.32%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VST and JEPI.
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Drawdown Indicators
| VST | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.32% | -13.71% | -39.61% |
Max Drawdown (1Y)Largest decline over 1 year | -38.01% | -6.68% | -31.33% |
Max Drawdown (3Y)Largest decline over 3 years | -48.80% | -13.26% | -35.54% |
Max Drawdown (5Y)Largest decline over 5 years | -48.80% | -13.71% | -35.09% |
Current DrawdownCurrent decline from peak | -31.89% | -3.75% | -28.14% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -2.13% | -11.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.73% | 2.20% | +18.53% |
Volatility
VST vs. JEPI - Volatility Comparison
Vistra Corp. (VST) has a higher volatility of 15.14% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.05%. This indicates that VST'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
| VST | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.14% | 2.05% | +13.09% |
Volatility (6M)Calculated over the trailing 6-month period | 37.96% | 6.23% | +31.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.75% | 8.02% | +40.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.97% | 11.08% | +36.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.22% | 10.79% | +31.43% |
Dividends
VST vs. JEPI - Dividend Comparison
VST's dividend yield for the trailing twelve months is around 0.61%, less than JEPI's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.18% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
VST Vistra Corp. | 0.61% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% |
Frequently Asked Questions
VST and JEPI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VST has higher volatility (15.14%) compared to JEPI (2.05%). In terms of maximum drawdown, VST dropped -53.32% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.95 vs -0.30), 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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