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

Correlation

The correlation between JEPQ and ARDC is 0.45, 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: 0.4

Performance

JEPQ vs. ARDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Ares Dynamic Credit Allocation Fund, Inc. (ARDC). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
38.02%
29.96%
JEPQ
ARDC

Key characteristics

Sharpe Ratio

JEPQ:

0.44

ARDC:

0.45

Sortino Ratio

JEPQ:

0.76

ARDC:

0.67

Omega Ratio

JEPQ:

1.12

ARDC:

1.11

Calmar Ratio

JEPQ:

0.45

ARDC:

0.36

Martin Ratio

JEPQ:

1.72

ARDC:

1.52

Ulcer Index

JEPQ:

5.25%

ARDC:

4.68%

Daily Std Dev

JEPQ:

20.45%

ARDC:

15.75%

Max Drawdown

JEPQ:

-20.07%

ARDC:

-45.40%

Current Drawdown

JEPQ:

-10.99%

ARDC:

-11.54%

Returns By Period

In the year-to-date period, JEPQ achieves a -6.90% return, which is significantly higher than ARDC's -7.84% return.


JEPQ

YTD

-6.90%

1M

-2.55%

6M

-2.76%

1Y

7.87%

5Y*

N/A

10Y*

N/A

ARDC

YTD

-7.84%

1M

-3.70%

6M

-5.96%

1Y

6.97%

5Y*

15.35%

10Y*

7.43%

*Annualized

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Risk-Adjusted Performance

JEPQ vs. ARDC — Risk-Adjusted Performance Rank

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

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5757
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5656
Martin Ratio Rank

ARDC
The Risk-Adjusted Performance Rank of ARDC is 6666
Overall Rank
The Sharpe Ratio Rank of ARDC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ARDC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ARDC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ARDC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ARDC is 7070
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.

JEPQ vs. ARDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Ares Dynamic Credit Allocation Fund, Inc. (ARDC). 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 JEPQ, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
JEPQ: 0.44
ARDC: 0.45
The chart of Sortino ratio for JEPQ, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
JEPQ: 0.76
ARDC: 0.67
The chart of Omega ratio for JEPQ, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
JEPQ: 1.12
ARDC: 1.11
The chart of Calmar ratio for JEPQ, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.00
JEPQ: 0.45
ARDC: 0.36
The chart of Martin ratio for JEPQ, currently valued at 1.72, compared to the broader market0.0020.0040.0060.00
JEPQ: 1.72
ARDC: 1.52

The current JEPQ Sharpe Ratio is 0.44, which is comparable to the ARDC Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of JEPQ and ARDC, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.45
JEPQ
ARDC

Dividends

JEPQ vs. ARDC - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 11.29%, more than ARDC's 10.34% yield.


TTM20242023202220212020201920182017201620152014
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.65%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
10.34%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%8.87%

Drawdowns

JEPQ vs. ARDC - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum ARDC drawdown of -45.40%. Use the drawdown chart below to compare losses from any high point for JEPQ and ARDC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.99%
-11.54%
JEPQ
ARDC

Volatility

JEPQ vs. ARDC - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 14.72% compared to Ares Dynamic Credit Allocation Fund, Inc. (ARDC) at 11.81%. This indicates that JEPQ's price experiences larger fluctuations and is considered to be riskier than ARDC based on this measure. 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
14.72%
11.81%
JEPQ
ARDC