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 -51.99%/yr vs 18.89%/yr for JEPQ. At a 0.10 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 -38.90% return, which is significantly lower than JEPQ's 8.49% return.
BGI
- 1D
- -0.04%
- 1M
- -16.69%
- 6M
- -37.50%
- YTD
- -38.90%
- 1Y
- -38.76%
- 3Y*
- -51.99%
- 5Y*
- -24.01%
- 10Y*
- -13.74%
JEPQ
- 1D
- -1.52%
- 1M
- 0.59%
- 6M
- 6.42%
- YTD
- 8.49%
- 1Y
- 22.08%
- 3Y*
- 18.89%
- 5Y*
- —
- 10Y*
- —
BGI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BGI Birks Group Inc. | -38.90% | -44.19% | -65.61% | -40.86% | 51.63% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 8.49% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between BGI and JEPQ is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
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 | 0.10 |
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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 | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.31 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.52 | -3.17 |
| Martin ratioReturn relative to average drawdown | -1.11 | 11.61 | -12.72 |
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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 | -59.85% | -8.82% | -51.03% |
Max Drawdown (3Y)Largest decline over 3 years | -89.34% | -20.07% | -69.27% |
Max Drawdown (5Y)Largest decline over 5 years | -94.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.66% | — | — |
Current DrawdownCurrent decline from peak | -94.46% | -2.03% | -92.43% |
Average DrawdownAverage peak-to-trough decline | -73.06% | -3.37% | -69.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.86% | 1.91% | +32.95% |
Volatility
BGI vs. JEPQ - Volatility Comparison
Birks Group Inc. (BGI) has a higher volatility of 20.31% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.46%. 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 | 20.31% | 6.46% | +13.85% |
Volatility (6M)Calculated over the trailing 6-month period | 49.94% | 11.30% | +38.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 83.36% | 13.75% | +69.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.14% | 16.82% | +53.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.23% | 16.82% | +79.41% |
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 10.51%.
| 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 | 10.51% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
BGI and JEPQ have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGI has higher volatility (20.31%) compared to JEPQ (6.46%). In terms of maximum drawdown, BGI dropped -97.79% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.62 vs -0.47), 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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