PortfoliosLab logoPortfoliosLab logo
CNX1.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNX1.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CNX1.L achieves a 19.85% return, which is significantly higher than JEQP.L's 8.97% return.


CNX1.L

1D
-0.63%
1M
8.17%
YTD
19.85%
6M
17.68%
1Y
40.87%
3Y*
24.68%
5Y*
18.83%
10Y*
22.43%

JEQP.L

1D
-0.35%
1M
4.24%
YTD
8.97%
6M
8.46%
1Y
29.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNX1.L vs. JEQP.L - Yearly Performance Comparison


Correlation

The correlation between CNX1.L and JEQP.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.87

The correlation between CNX1.L and JEQP.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CNX1.L vs. JEQP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNX1.L
CNX1.L Risk / Return Rank: 7878
Overall Rank
CNX1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 8383
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6262
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 8484
Overall Rank
JEQP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 8383
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNX1.L vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.


CNX1.LJEQP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.50

1.50

0.00

Calmar ratioReturn relative to maximum drawdown

3.76

5.23

-1.46

Martin ratioReturn relative to average drawdown

11.10

19.59

-8.49

CNX1.L vs. JEQP.L - Sharpe Ratio Comparison

The current CNX1.L Sharpe Ratio is 2.82, which is comparable to the JEQP.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of CNX1.L and JEQP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CNX1.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

2.63

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.94

+0.21

Drawdowns

CNX1.L vs. JEQP.L - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, which is greater than JEQP.L's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for CNX1.L and JEQP.L.


Loading charts...

Drawdown Indicators


CNX1.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-22.00%

-5.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-5.64%

-5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-0.63%

-0.35%

-0.28%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.92%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

1.51%

+2.24%

Volatility

CNX1.L vs. JEQP.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) has a higher volatility of 4.13% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that CNX1.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNX1.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

1.57%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

7.83%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

11.20%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

14.88%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

14.88%

+4.56%

CNX1.L vs. JEQP.L - Expense Ratio Comparison

CNX1.L has a 0.36% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.


Dividends

CNX1.L vs. JEQP.L - Dividend Comparison

CNX1.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.


Frequently Asked Questions


CNX1.L and JEQP.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEQP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEQP.L is cheaper with a 0.35% expense ratio, compared with 0.36% for CNX1.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.36% for CNX1.L and 0.35% for JEQP.L.

Portfolio Optimizer

Find the right allocation for CNX1.L and JEQP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer