BCAT vs. JEPQ
Compare and contrast key facts about BlackRock Capital Allocation Trust (BCAT) 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: BCAT or JEPQ.
Key characteristics
| BCAT | JEPQ | |
|---|---|---|
| YTD Return | 23.96% | 23.39% |
| 1Y Return | 26.98% | 28.15% |
| Sharpe Ratio | 2.09 | 2.38 |
| Sortino Ratio | 3.04 | 3.11 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 1.29 | 2.71 |
| Martin Ratio | 11.95 | 11.74 |
| Ulcer Index | 2.40% | 2.48% |
| Daily Std Dev | 13.76% | 12.20% |
| Max Drawdown | -36.13% | -16.82% |
| Current Drawdown | -0.86% | 0.00% |
Correlation
The correlation between BCAT and JEPQ is 0.62, 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
BCAT vs. JEPQ - Performance Comparison
The year-to-date returns for both stocks are quite close, with BCAT having a 23.96% return and JEPQ slightly lower at 23.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BCAT vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) 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
BCAT vs. JEPQ - Dividend Comparison
BCAT's dividend yield for the trailing twelve months is around 13.50%, more than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
BCAT BlackRock Capital Allocation Trust | 13.50% | 10.11% | 9.00% | 6.42% | 0.48% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% |
Drawdowns
BCAT vs. JEPQ - Drawdown Comparison
The maximum BCAT drawdown since its inception was -36.13%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for BCAT and JEPQ. For additional features, visit the drawdowns tool.
Volatility
BCAT vs. JEPQ - Volatility Comparison
BlackRock Capital Allocation Trust (BCAT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 3.45% and 3.33%, 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.