0066.HK vs. JEPQ

Last updated Jun 5, 2026

0066.HK (MTR Corp Ltd) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, 0066.HK returned -0.69%/yr vs 19.51%/yr for JEPQ. At a 0.03 correlation, their price movements are largely independent.

Performance

0066.HK vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in MTR Corp Ltd (0066.HK) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

0066.HK is traded in HKD, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0066.HK achieves a 9.17% return, which is significantly higher than JEPQ's 6.81% return.

0066.HK

• 1D: 0.51%
• 1M: -5.92%
• YTD: 9.17%
• 6M: 4.74%
• 1Y: 20.36%
• 3Y*: -0.69%
• 5Y*: -2.27%
• 10Y*: 1.63%

JEPQ

• 1D: -3.02%
• 1M: 0.06%
• YTD: 6.81%
• 6M: 6.56%
• 1Y: 24.97%
• 3Y*: 19.51%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

0066.HK vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
0066.HK MTR Corp Ltd	9.17%	15.38%	-6.28%	-23.99%	-0.17%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	6.81%	15.40%	24.20%	36.27%	-13.32%

Correlation

The correlation between 0066.HK and JEPQ is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (All Time) Calculated using the full available price history since May 5, 2022	0.03

Return for Risk

0066.HK vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0066.HK

0066.HK Risk / Return Rank: 70
0066.HK Sharpe Ratio Rank: 76
0066.HK Sortino Ratio Rank: 68
0066.HK Omega Ratio Rank: 70
0066.HK Calmar Ratio Rank: 67
0066.HK Martin Ratio Rank: 68

JEPQ

JEPQ Risk / Return Rank: 65
JEPQ Sharpe Ratio Rank: 64
JEPQ Sortino Ratio Rank: 58
JEPQ Omega Ratio Rank: 71
JEPQ Calmar Ratio Rank: 59
JEPQ Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0066.HK vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MTR Corp Ltd (0066.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.

	0066.HK	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	1.16	2.07	-0.91
Sortino ratio: Return per unit of downside risk	1.61	2.72	-1.12
Omega ratio: Gain probability vs. loss probability	1.22	1.41	-0.19
Calmar ratio: Return relative to maximum drawdown	1.36	2.98	-1.63
Martin ratio: Return relative to average drawdown	3.31	14.78	-11.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0066.HK vs. JEPQ - Sharpe Ratio Comparison

The current 0066.HK Sharpe Ratio is 1.16, which is lower than the JEPQ Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of 0066.HK and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	0066.HK	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	2.07	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.94	-0.62

Drawdowns

0066.HK vs. JEPQ - Drawdown Comparison

The maximum 0066.HK drawdown since its inception was -61.83%, which is greater than JEPQ's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for 0066.HK and JEPQ.

Drawdown Indicators

	0066.HK	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-61.83%	-20.14%	-41.69%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-8.41%	-7.52%
Max Drawdown (3Y) Largest decline over 3 years	-36.22%	-20.14%	-16.08%
Max Drawdown (5Y) Largest decline over 5 years	-46.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.89%	—	—
Current Drawdown Current decline from peak	-26.62%	-3.26%	-23.36%
Average Drawdown Average peak-to-trough decline	-17.20%	-3.40%	-13.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.45%	1.69%	+4.76%

Volatility

0066.HK vs. JEPQ - Volatility Comparison

MTR Corp Ltd (0066.HK) has a higher volatility of 4.51% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.45%. This indicates that 0066.HK's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0066.HK	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.51%	3.45%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	15.97%	9.57%	+6.40%
Volatility (1Y) Calculated over the trailing 1-year period	18.63%	12.13%	+6.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.86%	16.64%	+2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	16.64%	+2.19%

Dividends

0066.HK vs. JEPQ - Dividend Comparison

0066.HK's dividend yield for the trailing twelve months is around 4.14%, less than JEPQ's 10.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0066.HK MTR Corp Ltd	4.14%	4.40%	4.83%	4.32%	3.48%	2.94%	2.84%	2.61%	2.72%	2.34%	2.81%	2.73%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.39%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 0066.HK and JEPQ in my portfolio?

0066.HK and JEPQ have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.