COIN vs. JEPQ
COIN (Coinbase Global, Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, COIN returned 45.01%/yr vs 19.91%/yr for JEPQ. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
COIN vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COIN achieves a -29.34% return, which is significantly lower than JEPQ's 7.85% return.
COIN
- 1D
- -0.41%
- 1M
- -18.24%
- YTD
- -29.34%
- 6M
- -40.26%
- 1Y
- -34.17%
- 3Y*
- 45.01%
- 5Y*
- -6.53%
- 10Y*
- —
JEPQ
- 1D
- 0.62%
- 1M
- 1.08%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 26.60%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
COIN vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COIN Coinbase Global, Inc. | -29.34% | -8.92% | 42.77% | 391.44% | -71.36% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between COIN and JEPQ is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.53 |
The correlation between COIN and JEPQ has been stable across timeframes, ranging from 0.48 to 0.53 - 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
COIN vs. JEPQ — Risk / Return Rank
COIN
JEPQ
COIN vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COIN | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.40 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.91 | -3.42 |
| Martin ratioReturn relative to average drawdown | -0.82 | 13.84 | -14.66 |
Loading charts...
Drawdowns
COIN vs. JEPQ - Drawdown Comparison
The maximum COIN drawdown since its inception was -91.46%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for COIN and JEPQ.
Loading charts...
Drawdown Indicators
| COIN | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.46% | -20.07% | -71.39% |
Max Drawdown (1Y)Largest decline over 1 year | -66.39% | -8.82% | -57.57% |
Max Drawdown (3Y)Largest decline over 3 years | -66.39% | -20.07% | -46.32% |
Max Drawdown (5Y)Largest decline over 5 years | -90.90% | — | — |
Current DrawdownCurrent decline from peak | -61.94% | -1.64% | -60.30% |
Average DrawdownAverage peak-to-trough decline | -52.60% | -3.41% | -49.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.01% | 1.85% | +39.16% |
Volatility
COIN vs. JEPQ - Volatility Comparison
Coinbase Global, Inc. (COIN) has a higher volatility of 19.52% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.98%. This indicates that COIN'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.
Loading charts...
Volatility by Period
| COIN | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.52% | 4.98% | +14.54% |
Volatility (6M)Calculated over the trailing 6-month period | 51.84% | 10.22% | +41.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.66% | 12.61% | +58.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.93% | 16.73% | +69.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.49% | 16.73% | +68.76% |
Dividends
COIN vs. JEPQ - Dividend Comparison
COIN has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
COIN Coinbase Global, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
COIN and JEPQ have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIN has higher volatility (19.52%) compared to JEPQ (4.98%). In terms of maximum drawdown, COIN dropped -91.46% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.03 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for COIN and JEPQ
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