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

BIG vs. JEPQ

Last updated May 17, 2025

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.

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

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.

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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

-3.17%

1M

8.98%

6M

-0.15%

1Y

8.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BIG vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BIG
The Risk-Adjusted Performance Rank of BIG is 33
Overall Rank
The Sharpe Ratio Rank of BIG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BIG is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIG is 22
Omega Ratio Rank
The Calmar Ratio Rank of BIG is 11
Calmar Ratio Rank
The Martin Ratio Rank of BIG is 11
Martin Ratio Rank
JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 4848
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5252
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5151
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

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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 11.30%.

TTM20242023202220212020201920182017201620152014
BIG
Big Lots, Inc.		0.00%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		11.30%9.65%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

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Volatility

BIG vs. JEPQ - Volatility Comparison

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