BGI vs. JEPQ

In the year-to-date period, BGI achieves a -35.50% return, which is significantly lower than JEPQ's -6.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Birks Group Inc. (BGI) 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.

The current BGI Sharpe Ratio is -1.00, which is lower than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BGI and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BGI has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.29%.

The maximum BGI drawdown since its inception was -97.79%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for BGI and JEPQ. For additional features, visit the drawdowns tool.

Birks Group Inc. (BGI) has a higher volatility of 26.71% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.72%. This indicates that BGI'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.