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AD.AS vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AD.AS vs. JEPI

Last updated Jun 5, 2026

AD.AS (Koninklijke Ahold Delhaize N.V.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, AD.AS returned 11.77%/yr vs 8.47%/yr for JEPI. At a 0.16 correlation, their price movements are largely independent.

Performance

AD.AS vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Koninklijke Ahold Delhaize N.V. (AD.AS) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AD.AS is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AD.AS achieves a 2.78% return, which is significantly higher than JEPI's 2.32% return.

AD.AS

1D
-0.11%
1M
-8.47%
YTD
2.78%
6M
2.37%
1Y
0.38%
3Y*
9.88%
5Y*
11.77%
10Y*
9.26%

JEPI

1D
0.46%
1M
0.94%
YTD
2.32%
6M
1.82%
1Y
7.14%
3Y*
6.33%
5Y*
8.47%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AD.AS vs. JEPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
AD.AS
Koninklijke Ahold Delhaize N.V.		2.78%14.66%25.88%0.36%-7.75%34.77%5.65%
JEPI
JPMorgan Equity Premium Income ETF		2.32%-4.74%20.00%6.53%2.49%30.61%6.27%

Correlation

The correlation between AD.AS and JEPI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 22, 2020

0.16

The correlation between AD.AS and JEPI shifts across timeframes, from 0.12 (3 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Koninklijke Ahold Delhaize N.V.

JPMorgan Equity Premium Income ETF

Often compared with AD.AS:
AD.AS vs. NN.ASAD.AS vs. VOOAD.AS vs. HEIO.ASAD.AS vs. SPYAD.AS vs. URTHAD.AS vs. VUSA.ASAD.AS vs. CSWC
Often compared with JEPI:
JEPI vs. JEPQJEPI vs. SCHDJEPI vs. SPYJEPI vs. QYLDJEPI vs. SPYIJEPI vs. QQQIJEPI vs. VOO

Return for Risk

AD.AS vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AD.AS
AD.AS Risk / Return Rank: 3737
Overall Rank
AD.AS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AD.AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
AD.AS Omega Ratio Rank: 3333
Omega Ratio Rank
AD.AS Calmar Ratio Rank: 4040
Calmar Ratio Rank
AD.AS Martin Ratio Rank: 3939
Martin Ratio Rank
JEPI
JEPI Risk / Return Rank: 2727
Overall Rank
JEPI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2828
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2828
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2525
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2727
Martin Ratio Rank
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.

AD.AS vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Ahold Delhaize N.V. (AD.AS) and JPMorgan Equity Premium Income ETF (JEPI). 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.

AD.ASJEPIDifference
Sharpe ratioReturn per unit of total volatility
-0.03
0.80

-0.84

Sortino ratioReturn per unit of downside risk
0.10
1.12

-1.02

Omega ratioGain probability vs. loss probability

1.01

1.15

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.04

1.36

-1.40

Martin ratioReturn relative to average drawdown

-0.11

3.57

-3.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AD.AS vs. JEPI - Sharpe Ratio Comparison

The current AD.AS Sharpe Ratio is -0.03, which is lower than the JEPI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of AD.AS and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

AD.ASJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.80

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.70

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.84

-0.55

Drawdowns

AD.AS vs. JEPI - Drawdown Comparison

The maximum AD.AS drawdown since its inception was -93.13%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for AD.AS and JEPI.

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Drawdown Indicators

AD.ASJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-93.13%

-19.13%

-74.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.34%

-5.26%

-11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-19.13%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-19.13%

-1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

—

—

Current Drawdown

Current decline from peak

-15.67%

-6.05%

-9.62%

Average Drawdown

Average peak-to-trough decline

-31.23%

-3.69%

-27.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.94%

2.00%

+3.94%

Volatility

AD.AS vs. JEPI - Volatility Comparison

Koninklijke Ahold Delhaize N.V. (AD.AS) has a higher volatility of 5.19% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.00%. This indicates that AD.AS's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AD.ASJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

2.00%

+3.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

6.48%

+10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

8.94%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

12.13%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

11.83%

+8.07%

Dividends

AD.AS vs. JEPI - Dividend Comparison

AD.AS's dividend yield for the trailing twelve months is around 3.52%, less than JEPI's 8.26% yield.

PositionTTM20252024202320222021202020192018201720162015
AD.AS
Koninklijke Ahold Delhaize N.V.		3.52%3.38%3.52%4.15%3.65%2.75%4.15%4.49%2.85%3.11%8.46%2.46%
JEPI
JPMorgan Equity Premium Income ETF		8.26%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AD.AS and JEPI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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