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AMZY vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZY and JEPQ is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

AMZY vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMZN Option Income Strategy ETF (AMZY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
42.72%
21.21%
AMZY
JEPQ

Key characteristics

Sharpe Ratio

AMZY:

0.19

JEPQ:

0.42

Sortino Ratio

AMZY:

0.43

JEPQ:

0.72

Omega Ratio

AMZY:

1.06

JEPQ:

1.11

Calmar Ratio

AMZY:

0.21

JEPQ:

0.43

Martin Ratio

AMZY:

0.61

JEPQ:

1.66

Ulcer Index

AMZY:

8.29%

JEPQ:

5.15%

Daily Std Dev

AMZY:

26.82%

JEPQ:

20.39%

Max Drawdown

AMZY:

-23.69%

JEPQ:

-20.07%

Current Drawdown

AMZY:

-18.22%

JEPQ:

-13.52%

Returns By Period

In the year-to-date period, AMZY achieves a -10.83% return, which is significantly lower than JEPQ's -9.54% return.


AMZY

YTD

-10.83%

1M

-6.76%

6M

0.44%

1Y

2.20%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-9.54%

1M

-6.69%

6M

-4.69%

1Y

5.94%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMZY vs. JEPQ - Expense Ratio Comparison

AMZY has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Expense ratio chart for AMZY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZY: 0.99%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

AMZY vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMZY
The Risk-Adjusted Performance Rank of AMZY is 4545
Overall Rank
The Sharpe Ratio Rank of AMZY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 4242
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 6262
Overall Rank
The Sharpe Ratio Rank of JEPQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMZY vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) 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.


The chart of Sharpe ratio for AMZY, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
AMZY: 0.19
JEPQ: 0.42
The chart of Sortino ratio for AMZY, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.00
AMZY: 0.43
JEPQ: 0.72
The chart of Omega ratio for AMZY, currently valued at 1.06, compared to the broader market0.501.001.502.00
AMZY: 1.06
JEPQ: 1.11
The chart of Calmar ratio for AMZY, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
AMZY: 0.21
JEPQ: 0.43
The chart of Martin ratio for AMZY, currently valued at 0.61, compared to the broader market0.0020.0040.0060.00
AMZY: 0.61
JEPQ: 1.66

The current AMZY Sharpe Ratio is 0.19, which is lower than the JEPQ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of AMZY and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.19
0.42
AMZY
JEPQ

Dividends

AMZY vs. JEPQ - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 56.20%, more than JEPQ's 11.62% yield.


TTM202420232022
AMZY
YieldMax AMZN Option Income Strategy ETF
56.20%47.91%9.90%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.62%9.65%10.02%9.44%

Drawdowns

AMZY vs. JEPQ - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.69%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AMZY and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.22%
-13.52%
AMZY
JEPQ

Volatility

AMZY vs. JEPQ - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 14.80% and 14.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.80%
14.58%
AMZY
JEPQ