ALKS vs. JEPQ
ALKS (Alkermes plc) 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, ALKS returned 19.73%/yr vs 17.49%/yr for JEPQ. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
ALKS vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, ALKS achieves a 75.09% return, which is significantly higher than JEPQ's 6.05% return.
ALKS
- 1D
- -2.08%
- 1M
- -10.24%
- 6M
- 44.56%
- YTD
- 75.09%
- 1Y
- 84.52%
- 3Y*
- 19.73%
- 5Y*
- 13.62%
- 10Y*
- 0.07%
- ALL TIME*
- 6.65%
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) |
|---|---|---|---|
ALKS Alkermes plc | $96.92M | $93.32M | $104.20M |
| $439.89M | $417.31M | $422.49M |
ALKS vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ALKS Alkermes plc | 75.09% | -2.71% | 3.68% | 6.16% | -9.90% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between ALKS and JEPQ is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.20 |
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Return for Risk
ALKS vs. JEPQ — Risk / Return Rank
ALKS
JEPQ
ALKS vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) 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.
| ALKS | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 2.02 | +1.83 |
| Martin ratioReturn relative to average drawdown | 9.46 | 8.30 | +1.16 |
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Drawdowns
ALKS vs. JEPQ - Drawdown Comparison
The maximum ALKS drawdown since its inception was -96.14%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for ALKS and JEPQ.
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Drawdown Indicators
| ALKS | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -20.07% | -76.07% |
Max Drawdown (1Y)Largest decline over 1 year | -22.20% | -8.82% | -13.38% |
Max Drawdown (3Y)Largest decline over 3 years | -29.33% | -20.07% | -9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.58% | — | — |
Current DrawdownCurrent decline from peak | -50.04% | -4.23% | -45.81% |
Average DrawdownAverage peak-to-trough decline | -67.16% | -3.38% | -63.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.00% | 2.14% | +6.86% |
Volatility
ALKS vs. JEPQ - Volatility Comparison
Alkermes plc (ALKS) has a higher volatility of 10.79% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. This indicates that ALKS'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.
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Volatility by Period
| ALKS | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.79% | 6.09% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 32.08% | 12.15% | +19.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.64% | 14.65% | +26.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.67% | 16.90% | +20.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.27% | 16.90% | +24.37% |
Dividends
ALKS vs. JEPQ - Dividend Comparison
ALKS has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ALKS Alkermes plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
ALKS and JEPQ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALKS has higher volatility (10.79%) compared to JEPQ (6.09%). In terms of maximum drawdown, ALKS dropped -96.14% vs JEPQ's -20.07%.
ALKS currently has the higher Sharpe Ratio (2.07 vs 1.22), 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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