YYY vs. JEPI
Compare and contrast key facts about Amplify High Income ETF (YYY) and JPMorgan Equity Premium Income ETF (JEPI).
YYY and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YYY is a passively managed fund by Amplify Investments that tracks the performance of the ISE High Income Index. It was launched on Jun 21, 2013. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YYY or JEPI.
Key characteristics
| YYY | JEPI | |
|---|---|---|
| YTD Return | 15.05% | 15.79% |
| 1Y Return | 23.53% | 20.11% |
| 3Y Return (Ann) | 0.07% | 8.29% |
| Sharpe Ratio | 2.92 | 2.87 |
| Sortino Ratio | 3.98 | 4.00 |
| Omega Ratio | 1.60 | 1.58 |
| Calmar Ratio | 1.22 | 5.20 |
| Martin Ratio | 19.43 | 20.34 |
| Ulcer Index | 1.20% | 0.99% |
| Daily Std Dev | 7.98% | 7.00% |
| Max Drawdown | -42.52% | -13.71% |
| Current Drawdown | -1.06% | -0.18% |
Correlation
The correlation between YYY and JEPI is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
YYY vs. JEPI - Performance Comparison
The year-to-date returns for both investments are quite close, with YYY having a 15.05% return and JEPI slightly higher at 15.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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YYY vs. JEPI - Expense Ratio Comparison
YYY has a 2.45% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
YYY vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify High Income ETF (YYY) 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.
Dividends
YYY vs. JEPI - Dividend Comparison
YYY's dividend yield for the trailing twelve months is around 11.91%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YYY Amplify High Income ETF | 11.91% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.83% | 10.34% | 10.77% | 9.54% | 5.14% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
YYY vs. JEPI - Drawdown Comparison
The maximum YYY drawdown since its inception was -42.52%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for YYY and JEPI. For additional features, visit the drawdowns tool.
Volatility
YYY vs. JEPI - Volatility Comparison
Amplify High Income ETF (YYY) has a higher volatility of 2.19% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that YYY'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.