AMTM vs. JEPQ
AMTM (Amentum Holdings Inc) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past year, AMTM returned -12.55% vs 22.87% for JEPQ. At a 0.36 correlation, their price movements are largely independent.
Performance
AMTM vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, AMTM achieves a -28.41% return, which is significantly lower than JEPQ's 9.45% return.
AMTM
- 1D
- 1.32%
- 1M
- -7.40%
- 6M
- -40.00%
- YTD
- -28.41%
- 1Y
- -12.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- -0.12%
- 1M
- -0.70%
- 6M
- 8.28%
- YTD
- 9.45%
- 1Y
- 22.87%
- 3Y*
- 19.24%
- 5Y*
- —
- 10Y*
- —
AMTM vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMTM Amentum Holdings Inc | -28.41% | 37.90% | -34.28% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.45% | 15.18% | 7.11% |
Correlation
The correlation between AMTM and JEPQ is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.36 |
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Return for Risk
AMTM vs. JEPQ — Risk / Return Rank
AMTM
JEPQ
AMTM vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amentum Holdings Inc (AMTM) 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.
| AMTM | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.32 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.61 | -2.88 |
| Martin ratioReturn relative to average drawdown | -0.55 | 12.01 | -12.56 |
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Drawdowns
AMTM vs. JEPQ - Drawdown Comparison
The maximum AMTM drawdown since its inception was -50.81%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AMTM and JEPQ.
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Drawdown Indicators
| AMTM | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -20.07% | -30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -46.47% | -8.82% | -37.65% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.07% | — |
Current DrawdownCurrent decline from peak | -44.68% | -1.16% | -43.52% |
Average DrawdownAverage peak-to-trough decline | -28.35% | -3.37% | -24.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.77% | 1.91% | +20.86% |
Volatility
AMTM vs. JEPQ - Volatility Comparison
Amentum Holdings Inc (AMTM) has a higher volatility of 11.58% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.01%. This indicates that AMTM'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
| AMTM | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 6.01% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 28.53% | 11.32% | +17.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.79% | 13.75% | +31.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.77% | 16.81% | +40.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.77% | 16.81% | +40.96% |
Dividends
AMTM vs. JEPQ - Dividend Comparison
AMTM has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AMTM Amentum Holdings Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.42% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
AMTM and JEPQ have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMTM has higher volatility (11.58%) compared to JEPQ (6.01%). In terms of maximum drawdown, AMTM dropped -50.81% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.67 vs -0.28), 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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