JEPI vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +15.26% against -0.14% for JEPI. Over five years, VOO averaged +11.69% a year, compared with -1.54% for JEPI. VOO had the higher Sharpe ratio over the past year (0.82 vs -0.50), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.67% for JEPI and -9.19% for VOO.