BATS.L vs. JEQP.L
BATS.L (British American Tobacco plc) is a stock, while JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) is Nasdaq-100 fund actively managed by JPMorgan.
Performance
BATS.L vs. JEQP.L - Performance Comparison
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Returns By Period
BATS.L
- 1D
- 1.94%
- 1M
- 0.32%
- YTD
- 6.00%
- 6M
- 5.80%
- 1Y
- 33.89%
- 3Y*
- 28.98%
- 5Y*
- 18.78%
- 10Y*
- 7.00%
JEQP.L
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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Return for Risk
BATS.L vs. JEQP.L — Risk / Return Rank
BATS.L
JEQP.L
BATS.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco plc (BATS.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.
| BATS.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | — | — |
| Martin ratioReturn relative to average drawdown | 5.98 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BATS.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | — | — |
Drawdowns
BATS.L vs. JEQP.L - Drawdown Comparison
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Drawdown Indicators
| BATS.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.44% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | — | — |
Current DrawdownCurrent decline from peak | -11.25% | — | — |
Average DrawdownAverage peak-to-trough decline | -15.17% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | — | — |
Volatility
BATS.L vs. JEQP.L - Volatility Comparison
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Volatility by Period
| BATS.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.27% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.91% | — | — |
Dividends
BATS.L vs. JEQP.L - Dividend Comparison
BATS.L's dividend yield for the trailing twelve months is around 5.48%, while JEQP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BATS.L British American Tobacco plc | 5.48% | 5.70% | 8.18% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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