AS vs. JEPQ
AS (Amer Sports, 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, AS returned -6.36% vs 25.10% for JEPQ. At a 0.44 correlation, their price movements are largely independent.
Performance
AS vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, AS achieves a -6.93% return, which is significantly lower than JEPQ's 7.85% return.
AS
- 1D
- -3.74%
- 1M
- -1.42%
- YTD
- -6.93%
- 6M
- -8.36%
- 1Y
- -6.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- -2.48%
- 1M
- 0.34%
- YTD
- 7.85%
- 6M
- 7.02%
- 1Y
- 25.10%
- 3Y*
- 19.79%
- 5Y*
- —
- 10Y*
- —
AS vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AS Amer Sports, Inc | -6.93% | 33.58% | 108.66% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 21.21% |
Correlation
The correlation between AS and JEPQ is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.44 |
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Return for Risk
AS vs. JEPQ — Risk / Return Rank
AS
JEPQ
AS vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amer Sports, Inc (AS) 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.
| AS | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.38 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.86 | -3.08 |
| Martin ratioReturn relative to average drawdown | -0.43 | 13.55 | -13.99 |
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Drawdowns
AS vs. JEPQ - Drawdown Comparison
The maximum AS drawdown since its inception was -40.71%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AS and JEPQ.
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Drawdown Indicators
| AS | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.71% | -20.07% | -20.64% |
Max Drawdown (1Y)Largest decline over 1 year | -28.78% | -8.82% | -19.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.07% | — |
Current DrawdownCurrent decline from peak | -17.16% | -2.48% | -14.68% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -3.40% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.74% | 1.86% | +12.88% |
Volatility
AS vs. JEPQ - Volatility Comparison
Amer Sports, Inc (AS) has a higher volatility of 11.52% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. This indicates that AS'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
| AS | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.52% | 6.27% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 29.60% | 10.58% | +19.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.56% | 13.08% | +28.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.51% | 16.79% | +32.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.51% | 16.79% | +32.72% |
Dividends
AS vs. JEPQ - Dividend Comparison
AS has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AS Amer Sports, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
AS and JEPQ have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AS has higher volatility (11.52%) compared to JEPQ (6.27%). In terms of maximum drawdown, AS dropped -40.71% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.93 vs -0.15), 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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