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BATS.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BATS.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in British American Tobacco plc (BATS.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BATS.L vs. JEQP.L — Risk / Return Rank

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

BATS.L
BATS.L Risk / Return Rank: 7878
Overall Rank
BATS.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BATS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
BATS.L Omega Ratio Rank: 7373
Omega Ratio Rank
BATS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
BATS.L Martin Ratio Rank: 7979
Martin Ratio Rank

JEQP.L
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LJEQP.LDifference
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

BATS.L vs. JEQP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BATS.LJEQP.LDifference

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.LJEQP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.25%

Average Drawdown

Average peak-to-trough decline

-15.17%

Ulcer Index

Depth 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.LJEQP.LDifference

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.


PositionTTM202520242023202220212020201920182017
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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