0005.HK vs. JEPQ
Compare and contrast key facts about HSBC Holdings PLC (0005.HK) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0005.HK or JEPQ.
Key characteristics
| 0005.HK | JEPQ | |
|---|---|---|
| YTD Return | 14.36% | 11.92% |
| 1Y Return | 26.45% | 19.58% |
| Sharpe Ratio | 1.30 | 1.49 |
| Daily Std Dev | 18.68% | 12.78% |
| Max Drawdown | -76.72% | -16.82% |
| Current Drawdown | -2.54% | -4.89% |
Correlation
The correlation between 0005.HK and JEPQ is 0.13, 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.
Performance
0005.HK vs. JEPQ - Performance Comparison
In the year-to-date period, 0005.HK achieves a 14.36% return, which is significantly higher than JEPQ's 11.92% return. 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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Risk-Adjusted Performance
0005.HK vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings PLC (0005.HK) 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.
Dividends
0005.HK vs. JEPQ - Dividend Comparison
0005.HK's dividend yield for the trailing twelve months is around 7.15%, less than JEPQ's 9.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0005.HK HSBC Holdings PLC | 7.15% | 6.59% | 4.35% | 3.64% | 0.52% | 6.57% | 6.17% | 4.97% | 6.35% | 6.26% | 5.14% | 4.43% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.71% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
0005.HK vs. JEPQ - Drawdown Comparison
The maximum 0005.HK drawdown since its inception was -76.72%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for 0005.HK and JEPQ. For additional features, visit the drawdowns tool.
Volatility
0005.HK vs. JEPQ - Volatility Comparison
The current volatility for HSBC Holdings PLC (0005.HK) is 3.61%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 4.47%. This indicates that 0005.HK 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.