AUR vs. JEPQ
AUR (Aurora Innovation, Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, AUR returned 23.35%/yr vs 18.48%/yr for JEPQ. At a 0.46 correlation, their price movements are largely independent.
Performance
AUR vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, AUR achieves a 54.95% return, which is significantly higher than JEPQ's 7.89% return.
AUR
- 1D
- -1.16%
- 1M
- -3.09%
- 6M
- 30.20%
- YTD
- 54.95%
- 1Y
- -1.82%
- 3Y*
- 23.35%
- 5Y*
- -9.83%
- 10Y*
- —
JEPQ
- 1D
- -1.43%
- 1M
- -1.48%
- 6M
- 6.48%
- YTD
- 7.89%
- 1Y
- 20.98%
- 3Y*
- 18.48%
- 5Y*
- —
- 10Y*
- —
AUR vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUR Aurora Innovation, Inc. | 54.95% | -39.05% | 44.16% | 261.16% | -70.12% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.89% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between AUR and JEPQ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.46 |
The correlation between AUR and JEPQ has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
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Return for Risk
AUR vs. JEPQ — Risk / Return Rank
AUR
JEPQ
AUR vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) 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.
| AUR | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.39 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.07 | 10.98 | -11.05 |
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Drawdowns
AUR vs. JEPQ - Drawdown Comparison
The maximum AUR drawdown since its inception was -93.34%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for AUR and JEPQ.
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Drawdown Indicators
| AUR | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.34% | -20.07% | -73.27% |
Max Drawdown (1Y)Largest decline over 1 year | -42.53% | -8.82% | -33.71% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -20.07% | -42.93% |
Max Drawdown (5Y)Largest decline over 5 years | -93.34% | — | — |
Current DrawdownCurrent decline from peak | -65.23% | -2.57% | -62.66% |
Average DrawdownAverage peak-to-trough decline | -67.31% | -3.37% | -63.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.14% | 1.92% | +24.22% |
Volatility
AUR vs. JEPQ - Volatility Comparison
Aurora Innovation, Inc. (AUR) has a higher volatility of 16.29% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.76%. This indicates that AUR'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
| AUR | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.29% | 5.76% | +10.53% |
Volatility (6M)Calculated over the trailing 6-month period | 49.33% | 11.42% | +37.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.51% | 13.83% | +48.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.00% | 16.82% | +74.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.32% | 16.82% | +72.50% |
Dividends
AUR vs. JEPQ - Dividend Comparison
AUR has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AUR Aurora Innovation, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.57% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
AUR and JEPQ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUR has higher volatility (16.29%) compared to JEPQ (5.76%). In terms of maximum drawdown, AUR dropped -93.34% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.52 vs -0.03), 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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