ACIO vs. JEPQ
Compare and contrast key facts about Aptus Collared Income Opportunity ETF (ACIO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
ACIO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACIO is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 10, 2019. 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: ACIO or JEPQ.
Performance
ACIO vs. JEPQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ACIO having a 22.54% return and JEPQ slightly lower at 22.51%.
ACIO
22.54%
0.12%
10.71%
26.34%
11.16%
N/A
JEPQ
22.51%
2.70%
9.38%
26.60%
N/A
N/A
Key characteristics
| ACIO | JEPQ | |
|---|---|---|
| Sharpe Ratio | 2.99 | 2.19 |
| Sortino Ratio | 4.23 | 2.86 |
| Omega Ratio | 1.56 | 1.45 |
| Calmar Ratio | 5.29 | 2.52 |
| Martin Ratio | 22.29 | 10.88 |
| Ulcer Index | 1.23% | 2.48% |
| Daily Std Dev | 9.16% | 12.33% |
| Max Drawdown | -14.19% | -16.82% |
| Current Drawdown | -1.47% | -0.71% |
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ACIO vs. JEPQ - Expense Ratio Comparison
ACIO has a 0.79% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between ACIO and JEPQ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ACIO vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Collared Income Opportunity ETF (ACIO) 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
ACIO vs. JEPQ - Dividend Comparison
ACIO's dividend yield for the trailing twelve months is around 0.52%, less than JEPQ's 9.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
ACIO Aptus Collared Income Opportunity ETF | 0.52% | 0.72% | 1.51% | 0.61% | 1.02% | 1.32% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.41% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% |
Drawdowns
ACIO vs. JEPQ - Drawdown Comparison
The maximum ACIO drawdown since its inception was -14.19%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for ACIO and JEPQ. For additional features, visit the drawdowns tool.
Volatility
ACIO vs. JEPQ - Volatility Comparison
The current volatility for Aptus Collared Income Opportunity ETF (ACIO) is 3.26%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.85%. This indicates that ACIO 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.