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BIG vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIG and JEPQ is 0.22, 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.


-0.50.00.51.00.2

Performance

BIG vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big Lots, Inc. (BIG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-94.63%
8.69%
BIG
JEPQ

Key characteristics

Returns By Period


BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPQ

YTD

24.91%

1M

2.50%

6M

8.47%

1Y

25.29%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

BIG vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big Lots, Inc. (BIG) 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.


Sharpe ratio
The chart of Sharpe ratio for BIG, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.722.03
The chart of Sortino ratio for BIG, currently valued at -2.44, compared to the broader market-4.00-2.000.002.004.00-2.442.65
The chart of Omega ratio for BIG, currently valued at 0.60, compared to the broader market0.501.001.502.000.601.41
The chart of Calmar ratio for BIG, currently valued at -0.99, compared to the broader market0.002.004.006.00-0.992.37
The chart of Martin ratio for BIG, currently valued at -1.33, compared to the broader market0.0010.0020.00-1.3310.22
BIG
JEPQ


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
2.03
BIG
JEPQ

Dividends

BIG vs. JEPQ - Dividend Comparison

BIG has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.47%.


TTM2023202220212020201920182017201620152014
BIG
Big Lots, Inc.
0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.47%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BIG vs. JEPQ - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.68%
-2.10%
BIG
JEPQ

Volatility

BIG vs. JEPQ - Volatility Comparison

The current volatility for Big Lots, Inc. (BIG) is 0.00%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.80%. This indicates that BIG experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember0
2.80%
BIG
JEPQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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