BGI vs. JEPQ
Compare and contrast key facts about Birks Group Inc. (BGI) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
BGI vs. JEPQ - Performance Comparison
Loading graphics...
BGI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BGI Birks Group Inc. | -23.72% | -44.19% | -65.61% | -40.86% | 53.68% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.88% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, BGI achieves a -23.72% return, which is significantly lower than JEPQ's -1.88% return.
BGI
- 1D
- -4.98%
- 1M
- -6.09%
- YTD
- -23.72%
- 6M
- -37.59%
- 1Y
- -40.46%
- 3Y*
- -56.09%
- 5Y*
- -26.68%
- 10Y*
- 4.31%
JEPQ
- 1D
- 1.02%
- 1M
- -2.60%
- YTD
- -1.88%
- 6M
- 2.46%
- 1Y
- 20.16%
- 3Y*
- 19.46%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| BGI | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 1.09 | -1.58 |
Sortino ratioReturn per unit of downside risk | -0.48 | 1.66 | -2.15 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.27 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.82 | -2.59 |
Martin ratioReturn relative to average drawdown | -1.30 | 8.93 | -10.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGI | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.09 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.84 | -0.92 |
Correlation
The correlation between BGI and JEPQ is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
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 11.14%.
| 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 | 11.14% | 10.53% | 9.65% | 10.03% | 9.44% |
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.
Loading graphics...
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 | -52.49% | -11.58% | -40.91% |
Max Drawdown (5Y)Largest decline over 5 years | -93.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.82% | — | — |
Current DrawdownCurrent decline from peak | -93.08% | -4.89% | -88.19% |
Average DrawdownAverage peak-to-trough decline | -72.80% | -3.55% | -69.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.15% | 2.36% | +28.79% |
Volatility
BGI vs. JEPQ - Volatility Comparison
Birks Group Inc. (BGI) has a higher volatility of 17.10% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.08%. 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.
Loading graphics...
Volatility by Period
| BGI | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.10% | 6.08% | +11.02% |
Volatility (6M)Calculated over the trailing 6-month period | 43.58% | 10.52% | +33.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.13% | 18.54% | +65.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.74% | 16.91% | +59.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 167.51% | 16.91% | +150.60% |