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 -52.83%/yr vs 19.79%/yr for JEPQ. At a 0.11 correlation, their price movements are largely independent.
Performance
BGI vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, BGI achieves a -37.63% return, which is significantly lower than JEPQ's 7.85% return.
BGI
- 1D
- -1.52%
- 1M
- -13.77%
- YTD
- -37.63%
- 6M
- -37.63%
- 1Y
- -39.64%
- 3Y*
- -52.83%
- 5Y*
- -25.88%
- 10Y*
- 1.35%
JEPQ
- 1D
- -2.48%
- 1M
- 0.34%
- YTD
- 7.85%
- 6M
- 7.02%
- 1Y
- 25.10%
- 3Y*
- 19.79%
- 5Y*
- —
- 10Y*
- —
BGI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BGI Birks Group Inc. | -37.63% | -44.19% | -65.61% | -40.86% | 51.63% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between BGI and JEPQ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 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 | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.38 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.86 | -3.55 |
| Martin ratioReturn relative to average drawdown | -1.21 | 13.55 | -14.76 |
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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 | -57.47% | -8.82% | -48.65% |
Max Drawdown (3Y)Largest decline over 3 years | -89.60% | -20.07% | -69.53% |
Max Drawdown (5Y)Largest decline over 5 years | -94.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.34% | — | — |
Current DrawdownCurrent decline from peak | -94.34% | -2.48% | -91.86% |
Average DrawdownAverage peak-to-trough decline | -73.01% | -3.40% | -69.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.89% | 1.86% | +31.03% |
Volatility
BGI vs. JEPQ - Volatility Comparison
Birks Group Inc. (BGI) has a higher volatility of 21.01% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. 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 | 21.01% | 6.27% | +14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 48.71% | 10.58% | +38.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.61% | 13.08% | +69.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.54% | 16.79% | +54.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 167.66% | 16.79% | +150.87% |
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 10.22%.
| 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 | 10.22% | 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 (21.01%) compared to JEPQ (6.27%). In terms of maximum drawdown, BGI dropped -97.79% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.93 vs -0.48), 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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