PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BIG vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BIGJEPQ

Correlation

-0.50.00.51.00.2

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.

Performance

BIG vs. JEPQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-97.15%
7.69%
BIG
JEPQ

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.


BIG
Sharpe ratio
The chart of Sharpe ratio for BIG, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.68
Sortino ratio
The chart of Sortino ratio for BIG, currently valued at -2.00, compared to the broader market-4.00-2.000.002.004.00-2.00
Omega ratio
The chart of Omega ratio for BIG, currently valued at 0.69, compared to the broader market0.501.001.502.000.69
Calmar ratio
The chart of Calmar ratio for BIG, currently valued at -0.98, compared to the broader market0.002.004.006.00-0.98
Martin ratio
The chart of Martin ratio for BIG, currently valued at -1.49, compared to the broader market-10.000.0010.0020.0030.00-1.49
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.27
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.95
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 2.56, compared to the broader market0.002.004.006.002.56
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 11.09, compared to the broader market-10.000.0010.0020.0030.0011.09

BIG vs. JEPQ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.68
2.27
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 9.74%.


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
9.74%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%JuneJulyAugustSeptemberOctoberNovember
-99.68%
-1.69%
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 2.79%. 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%JuneJulyAugustSeptemberOctoberNovember0
2.79%
BIG
JEPQ