BBDC vs. JEPQ
Compare and contrast key facts about Barings BDC, Inc. (BBDC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBDC or JEPQ.
Key characteristics
| BBDC | JEPQ | |
|---|---|---|
| YTD Return | 12.90% | 7.12% |
| 1Y Return | 42.77% | 27.12% |
| Sharpe Ratio | 2.31 | 2.43 |
| Daily Std Dev | 18.30% | 11.00% |
| Max Drawdown | -64.64% | -16.82% |
| Current Drawdown | -8.73% | -3.28% |
Correlation
The correlation between BBDC and JEPQ 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.
Performance
BBDC vs. JEPQ - Performance Comparison
In the year-to-date period, BBDC achieves a 12.90% return, which is significantly higher than JEPQ's 7.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BBDC vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings BDC, Inc. (BBDC) 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.
Dividends
BBDC vs. JEPQ - Dividend Comparison
BBDC's dividend yield for the trailing twelve months is around 10.92%, more than JEPQ's 9.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 10.92% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 24.57% | 17.39% | 10.31% | 12.35% | 12.62% | 7.81% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.19% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBDC vs. JEPQ - Drawdown Comparison
The maximum BBDC drawdown since its inception was -64.64%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for BBDC and JEPQ. For additional features, visit the drawdowns tool.
Volatility
BBDC vs. JEPQ - Volatility Comparison
Barings BDC, Inc. (BBDC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 5.11% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.