BGI vs. JEPQ
BGI (Birks Group Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, BGI returned -47.14%/yr vs 17.49%/yr for JEPQ. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
BGI vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, BGI achieves a -46.67% return, which is significantly lower than JEPQ's 6.05% return.
BGI
- 1D
- 1.80%
- 1M
- -14.77%
- 6M
- -52.48%
- YTD
- -46.67%
- 1Y
- -29.41%
- 3Y*
- -47.14%
- 5Y*
- -29.37%
- 10Y*
- -14.72%
- ALL TIME*
- -11.66%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $215.43K | $108.50K | $188.62K | |
| $439.89M | $417.31M | $422.49M |
BGI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BGI Birks Group Inc. | -46.67% | -44.19% | -65.61% | -40.86% | 51.63% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between BGI and JEPQ is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.11 |
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Return for Risk
BGI vs. JEPQ — Risk / Return Rank
BGI
JEPQ
BGI vs. JEPQ - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGI | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.02 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.90 | 8.30 | -9.21 |
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Drawdowns
BGI vs. JEPQ - Drawdown Comparison
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.
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Drawdown Indicators
| BGI | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.79% | -20.07% | -77.72% |
Max Drawdown (1Y)Largest decline over 1 year | -65.63% | -8.82% | -56.81% |
Max Drawdown (3Y)Largest decline over 3 years | -90.57% | -20.07% | -70.50% |
Max Drawdown (5Y)Largest decline over 5 years | -95.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.43% | — | — |
Current DrawdownCurrent decline from peak | -95.16% | -4.23% | -90.93% |
Average DrawdownAverage peak-to-trough decline | -73.12% | -3.38% | -69.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.93% | 2.14% | +34.79% |
Volatility
BGI vs. JEPQ - Volatility Comparison
Birks Group Inc. (BGI) has a higher volatility of 21.20% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. 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.
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Volatility by Period
| BGI | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.20% | 6.09% | +15.11% |
Volatility (6M)Calculated over the trailing 6-month period | 48.73% | 12.15% | +36.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.36% | 14.65% | +69.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.15% | 16.90% | +53.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.99% | 16.90% | +79.09% |
Dividends
BGI vs. JEPQ - Dividend Comparison
BGI has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BGI Birks Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
BGI and JEPQ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGI has higher volatility (21.20%) compared to JEPQ (6.09%). In terms of maximum drawdown, BGI dropped -97.79% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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