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

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%JuneJulyAugustSeptemberOctoberNovember
-97.15%
8.87%
BIG
JEPQ

Returns By Period


BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

JEPQ

YTD

21.86%

1M

2.15%

6M

8.87%

1Y

26.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BIGJEPQ

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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.

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 -0.69, compared to the broader market-4.00-2.000.002.004.00-0.692.14
The chart of Sortino ratio for BIG, currently valued at -1.91, compared to the broader market-4.00-2.000.002.004.00-1.912.81
The chart of Omega ratio for BIG, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.44
The chart of Calmar ratio for BIG, currently valued at -0.98, compared to the broader market0.002.004.006.00-0.982.47
The chart of Martin ratio for BIG, currently valued at -1.42, compared to the broader market-10.000.0010.0020.0030.00-1.4210.65
BIG
JEPQ

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.69
2.14
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 9.46%.


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
9.46%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%
-1.24%
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 3.83%. 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
3.83%
BIG
JEPQ