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CPZ vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPZ vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Long/Short Equity & Dynamic Income Term Trust (CPZ) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPZ achieves a -8.50% return, which is significantly lower than JEPQ's 7.85% return.


CPZ

1D
-0.78%
1M
-0.09%
YTD
-8.50%
6M
-8.50%
1Y
-10.92%
3Y*
5.82%
5Y*
1.06%
10Y*

JEPQ

1D
-2.48%
1M
0.34%
YTD
7.85%
6M
7.02%
1Y
25.10%
3Y*
19.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPZ vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
CPZ
Calamos Long/Short Equity & Dynamic Income Term Trust
-8.50%9.81%15.98%6.26%-11.41%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
7.85%15.18%24.85%36.28%-11.16%

Correlation

The correlation between CPZ and JEPQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.35

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Return for Risk

CPZ vs. JEPQ — Risk / Return Rank

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

CPZ
CPZ Risk / Return Rank: 1111
Overall Rank
CPZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
CPZ Omega Ratio Rank: 1010
Omega Ratio Rank
CPZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPZ Martin Ratio Rank: 1515
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 6363
Overall Rank
JEPQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 6666
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 7474
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.

CPZ vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Long/Short Equity & Dynamic Income Term Trust (CPZ) 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.


CPZJEPQDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-3.98

Omega ratioGain probability vs. loss probability

0.85

1.38

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.61

2.86

-3.47

Martin ratioReturn relative to average drawdown

-1.20

13.55

-14.75

CPZ vs. JEPQ - Sharpe Ratio Comparison

The current CPZ Sharpe Ratio is -1.01, which is lower than the JEPQ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CPZ and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CPZ vs. JEPQ - Drawdown Comparison

The maximum CPZ drawdown since its inception was -51.43%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for CPZ and JEPQ.


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Drawdown Indicators


CPZJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-51.43%

-20.07%

-31.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.95%

-8.82%

-9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.95%

-20.07%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

Current Drawdown

Current decline from peak

-17.05%

-2.48%

-14.57%

Average Drawdown

Average peak-to-trough decline

-9.54%

-3.40%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

1.86%

+7.29%

Volatility

CPZ vs. JEPQ - Volatility Comparison

The current volatility for Calamos Long/Short Equity & Dynamic Income Term Trust (CPZ) is 3.51%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.27%. This indicates that CPZ 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.


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Volatility by Period


CPZJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

6.27%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

10.58%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

13.08%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

16.79%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

16.79%

+7.08%

Dividends

CPZ vs. JEPQ - Dividend Comparison

CPZ's dividend yield for the trailing twelve months is around 13.21%, more than JEPQ's 10.22% yield.


PositionTTM2025202420232022202120202019
CPZ
Calamos Long/Short Equity & Dynamic Income Term Trust
13.21%11.49%12.65%11.63%11.06%8.37%7.69%0.22%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.22%10.53%9.65%10.03%9.44%0.00%0.00%0.00%

Frequently Asked Questions


CPZ and JEPQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JEPQ has higher volatility (6.27%) compared to CPZ (3.51%). In terms of maximum drawdown, CPZ dropped -51.43% vs JEPQ's -20.07%.

JEPQ currently has the higher Sharpe Ratio (1.93 vs -1.01), 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.

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