(JEPI) JPMorgan Equity Premium - Overview

ETF Category: Derivative Income | Exchange: NYSE ARCA (USA) | Market Cap: 44.694m USD | Total Return: 8.9% in 12m

Equity Securities, Equity-Linked Notes, Call Options
Total Rating 36
Safety 35
Buy Signal -0.66
Derivative Income
Category Rotation: +2.4
TER: 0.35%
AUM: 44.7B
Avg Turnover: 330M
Risk 3d forecast
Volatility6.08%
VaR 5th Pctl1.16%
VaR vs Median5.89%
Reward TTM
Sharpe Ratio0.71
Rel. Str. IBD33.9
Rel. Str. Peer Group14.6
Character TTM
Beta0.475
Beta Downside0.563
Hurst Exponent0.526
Drawdowns 3y
Max DD13.26%
CAGR/Max DD0.73
CAGR/Mean DD6.36

Warnings

Choppy

Tailwinds

Shakeout

Description: JEPI JPMorgan Equity Premium

The JPMorgan Equity Premium Income ETF (JEPI) is an actively managed fund designed to deliver a combination of capital appreciation and monthly income. Its strategy involves maintaining a defensive portfolio of U.S. large-cap equities while simultaneously selling call options via equity-linked notes (ELNs) against the S&P 500 Index.

This derivative income model functions by capturing premiums from option sales, which serves to offset market volatility and provide a consistent yield component. In the asset management sector, this covered call approach typically caps upside potential during aggressive bull markets in exchange for downside protection and enhanced cash flow.

Investors can evaluate how these income layers align with specific risk profiles by reviewing the detailed metrics on ValueRay. The fund’s structure aims to deliver a significant portion of the S&P 500s returns but with lower standard deviation than the broader market.

Headlines to Watch Out For
  • Equity market volatility levels dictate premiums earned from written call option strategies
  • S&P 500 price appreciation drives capital gains for the underlying equity portfolio
  • High interest rates increase the yield potential of the funds equity-linked notes
  • Investor demand for defensive income assets influences net fund flows and liquidity
  • Relative performance of low-volatility stocks impacts the funds ability to outperform benchmarks
What is the price of JEPI shares?

As of May 27, 2026, the stock is trading at USD 56.22 with a total of 5,954,181 shares traded.
Over the past week, the price has changed by +0.16%, over one month by -0.68%, over three months by -3.64% and over the past year by +8.93%.

Is JEPI a buy, sell or hold?

JPMorgan Equity Premium has no consensus analysts rating.