AGO vs. JEPQ
AGO (Assured Guaranty 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, AGO returned 13.07%/yr vs 17.49%/yr for JEPQ. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
AGO vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, AGO achieves a -7.09% return, which is significantly lower than JEPQ's 6.05% return.
AGO
- 1D
- -1.70%
- 1M
- -1.14%
- 6M
- -1.59%
- YTD
- -7.09%
- 1Y
- 0.40%
- 3Y*
- 13.07%
- 5Y*
- 13.51%
- 10Y*
- 14.08%
- ALL TIME*
- 8.69%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.59M | $26.46M | $32.06M | |
| $439.89M | $417.31M | $422.49M |
AGO vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | -7.09% | 1.44% | 22.08% | 22.52% | 9.32% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between AGO and JEPQ is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.27 |
The correlation between AGO and JEPQ shifts across timeframes, from -0.04 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AGO vs. JEPQ — Risk / Return Rank
AGO
JEPQ
AGO vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGO | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.02 | -2.04 |
| Martin ratioReturn relative to average drawdown | -0.06 | 8.30 | -8.36 |
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Drawdowns
AGO vs. JEPQ - Drawdown Comparison
The maximum AGO drawdown since its inception was -90.18%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AGO and JEPQ.
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Drawdown Indicators
| AGO | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.18% | -20.07% | -70.11% |
Max Drawdown (1Y)Largest decline over 1 year | -19.84% | -8.82% | -11.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -20.07% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.48% | — | — |
Current DrawdownCurrent decline from peak | -11.14% | -4.23% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -19.78% | -3.38% | -16.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.70% | 2.14% | +6.56% |
Volatility
AGO vs. JEPQ - Volatility Comparison
The current volatility for Assured Guaranty Ltd. (AGO) is 5.49%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.09%. This indicates that AGO 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.
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Volatility by Period
| AGO | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.09% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 12.15% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.10% | 14.65% | +7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.03% | 16.90% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.92% | 16.90% | +17.02% |
Dividends
AGO vs. JEPQ - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.74%, less than JEPQ's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.74% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 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
AGO and JEPQ have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.09%) compared to AGO (5.49%). In terms of maximum drawdown, AGO dropped -90.18% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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