Performance

TLTW-2.30%JEPI+7.59%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
TLTW	+0.48%	-0.03%	-2.30%	—	-9.59%	-0.78	11.35%
JEPI	+0.40%	+5.87%	+7.59%	+7.25%	-6.68%	0.40	8.00%

Summary

TLTW vs JEPI

Over the past year, JEPI returned +7.59% against -2.30% for TLTW. JEPI had the higher Sharpe ratio over the past year (0.40 vs -0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.68% for JEPI and -9.59% for TLTW. Dividends over the past year came to 11.35% of TLTW's price, against 8.00% for JEPI.

Current Drawdown

TLTW-4.38%JEPI-0.62%

Rolling Volatility

TLTW+0.57%JEPI+0.34%

METRICS

Correlation Matrix

	TLTW	JEPI
TLTW	1.00	0.37
JEPI	0.37	1.00

Metrics

Risk Indicators

TLTWJEPI

Alpha

-8.59%

-0.90%

Beta

0.22x

0.42x

Sharpe

-0.78

0.40

Sortino

-1.04

0.58

Omega

0.88

1.07

Calmar

-0.24

1.14

Martin

-1.65

1.29

Comparisons

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TLTW vs TLT
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TLTW vs SCHD

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JEPI vs JEPQ
JEPI vs SCHD
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JEPI vs GPIX
JEPI vs VOO

TLTW vs JEPI: returns, Sharpe ratio and drawdown

TLTW vs JEPI

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