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WLKP vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WLKP vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westlake Chemical Partners LP (WLKP) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WLKP achieves a 23.92% return, which is significantly higher than JEPI's 1.34% return.


WLKP

1D
-0.13%
1M
0.31%
YTD
23.92%
6M
23.27%
1Y
12.41%
3Y*
10.39%
5Y*
4.72%
10Y*
9.45%

JEPI

1D
-0.05%
1M
0.23%
YTD
1.34%
6M
1.18%
1Y
8.97%
3Y*
9.13%
5Y*
7.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLKP vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WLKP
Westlake Chemical Partners LP
23.92%-10.50%16.18%0.11%-5.77%21.20%38.45%
JEPI
JPMorgan Equity Premium Income ETF
1.34%8.09%12.57%9.83%-3.49%21.52%18.39%

Correlation

The correlation between WLKP and JEPI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.30

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Return for Risk

WLKP vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WLKP
WLKP Risk / Return Rank: 5959
Overall Rank
WLKP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WLKP Sortino Ratio Rank: 5858
Sortino Ratio Rank
WLKP Omega Ratio Rank: 5656
Omega Ratio Rank
WLKP Calmar Ratio Rank: 5757
Calmar Ratio Rank
WLKP Martin Ratio Rank: 6161
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3030
Overall Rank
JEPI Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3232
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3131
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2828
Calmar Ratio Rank
JEPI Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WLKP vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westlake Chemical Partners LP (WLKP) 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.


WLKPJEPIDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.13

1.21

-0.07

Calmar ratioReturn relative to maximum drawdown

0.70

1.35

-0.65

Martin ratioReturn relative to average drawdown

1.81

4.00

-2.20

WLKP vs. JEPI - Sharpe Ratio Comparison

The current WLKP Sharpe Ratio is 0.67, which is lower than the JEPI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of WLKP and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WLKP vs. JEPI - Drawdown Comparison

The maximum WLKP drawdown since its inception was -60.17%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for WLKP and JEPI.


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Drawdown Indicators


WLKPJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-13.71%

-46.46%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-6.68%

-11.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-13.26%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-13.71%

-15.52%

Max Drawdown (10Y)

Largest decline over 10 years

-60.17%

Current Drawdown

Current decline from peak

-3.26%

-3.69%

+0.43%

Average Drawdown

Average peak-to-trough decline

-14.98%

-2.13%

-12.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

2.24%

+4.64%

Volatility

WLKP vs. JEPI - Volatility Comparison

Westlake Chemical Partners LP (WLKP) has a higher volatility of 3.52% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.35%. This indicates that WLKP'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


WLKPJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

2.35%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

6.28%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

8.04%

+10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

11.08%

+9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.21%

10.79%

+16.42%

Dividends

WLKP vs. JEPI - Dividend Comparison

WLKP's dividend yield for the trailing twelve months is around 8.35%, more than JEPI's 8.17% yield.


PositionTTM20252024202320222021202020192018201720162015
JEPI
JPMorgan Equity Premium Income ETF
8.17%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%
WLKP
Westlake Chemical Partners LP
8.35%9.92%8.15%8.71%8.02%7.02%7.91%6.81%6.69%5.77%5.94%5.18%

Frequently Asked Questions


WLKP and JEPI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLKP has higher volatility (3.52%) compared to JEPI (2.35%). In terms of maximum drawdown, WLKP dropped -60.17% vs JEPI's -13.71%.

JEPI currently has the higher Sharpe Ratio (1.12 vs 0.67), 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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