BIG vs. JEPQ
Compare and contrast key facts about Big Lots, Inc. (BIG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIG or JEPQ.
Key characteristics
| BIG | JEPQ | |
|---|---|---|
| YTD Return | -54.17% | 9.93% |
| 1Y Return | -58.97% | 28.53% |
| Sharpe Ratio | -0.59 | 2.63 |
| Daily Std Dev | 102.68% | 11.04% |
| Max Drawdown | -95.12% | -16.82% |
| Current Drawdown | -94.59% | -0.75% |
Correlation
The correlation between BIG and JEPQ is 0.28, 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.
Performance
BIG vs. JEPQ - Performance Comparison
In the year-to-date period, BIG achieves a -54.17% return, which is significantly lower than JEPQ's 9.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 8.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 8.96% | 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
The maximum BIG drawdown since its inception was -95.12%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for BIG and JEPQ. For additional features, visit the drawdowns tool.
Volatility
BIG vs. JEPQ - Volatility Comparison
Big Lots, Inc. (BIG) has a higher volatility of 17.10% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.10%. This indicates that BIG'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.