O vs. JEPQ

In the year-to-date period, O achieves a 11.21% return, which is significantly higher than JEPQ's -1.88% return.

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This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

The current O Sharpe Ratio is 0.86, which is comparable to the JEPQ Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of O and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between O and JEPQ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

O's dividend yield for the trailing twelve months is around 5.22%, less than JEPQ's 11.14% yield.

The maximum O drawdown since its inception was -48.45%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for O and JEPQ.

The current volatility for Realty Income Corporation (O) is 4.53%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.08%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.