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 -8.57% vs 23.49% 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 -29.72% return, which is significantly lower than JEPQ's 7.54% return.
AMTM
- 1D
- -2.77%
- 1M
- -12.27%
- YTD
- -29.72%
- 6M
- -31.86%
- 1Y
- -8.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
AMTM vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMTM Amentum Holdings Inc | -29.72% | 37.90% | -34.28% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 7.11% |
Correlation
The correlation between AMTM and JEPQ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
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 | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.36 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.68 | -2.86 |
| Martin ratioReturn relative to average drawdown | -0.43 | 12.63 | -13.05 |
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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 | -45.70% | -8.82% | -36.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.07% | — |
Current DrawdownCurrent decline from peak | -45.70% | -2.75% | -42.95% |
Average DrawdownAverage peak-to-trough decline | -27.83% | -3.39% | -24.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.19% | 1.86% | +18.33% |
Volatility
AMTM vs. JEPQ - Volatility Comparison
Amentum Holdings Inc (AMTM) has a higher volatility of 9.58% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. 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 | 9.58% | 6.27% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 28.39% | 10.52% | +17.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.20% | 13.06% | +31.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.18% | 16.78% | +41.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.18% | 16.78% | +41.40% |
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 10.25%.
| 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 | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
AMTM and JEPQ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMTM has higher volatility (9.58%) compared to JEPQ (6.27%). In terms of maximum drawdown, AMTM dropped -50.81% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.19), 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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