CRT-UN.TO vs. JEPQ.TO

Last updated Jun 5, 2026

CRT-UN.TO (CT Real Estate Investment Trust) is a stock, while JEPQ.TO (JPMorgan Nasdaq Equity Premium Income Active ETF) is Nasdaq-100 fund actively managed by JPMorgan. Over the past year, CRT-UN.TO returned 17.13% vs 31.50% for JEPQ.TO. At a 0.11 correlation, their price movements are largely independent.

Performance

CRT-UN.TO vs. JEPQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CT Real Estate Investment Trust (CRT-UN.TO) and JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with CRT-UN.TO having a 11.28% return and JEPQ.TO slightly lower at 11.05%.

CRT-UN.TO

• 1D: -0.11%
• 1M: 1.71%
• YTD: 11.28%
• 6M: 14.21%
• 1Y: 17.13%
• 3Y*: 12.19%
• 5Y*: 7.36%
• 10Y*: 7.40%

JEPQ.TO

• 1D: -0.03%
• 1M: 5.77%
• YTD: 11.05%
• 6M: 9.44%
• 1Y: 31.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRT-UN.TO vs. JEPQ.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CRT-UN.TO CT Real Estate Investment Trust	11.28%	20.98%	-9.24%
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF	11.05%	10.46%	15.40%

Correlation

The correlation between CRT-UN.TO and JEPQ.TO is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024	0.11

Return for Risk

CRT-UN.TO vs. JEPQ.TO — Risk / Return Rank

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

CRT-UN.TO

CRT-UN.TO Risk / Return Rank: 78
CRT-UN.TO Sharpe Ratio Rank: 79
CRT-UN.TO Sortino Ratio Rank: 76
CRT-UN.TO Omega Ratio Rank: 71
CRT-UN.TO Calmar Ratio Rank: 81
CRT-UN.TO Martin Ratio Rank: 82

JEPQ.TO

JEPQ.TO Risk / Return Rank: 80
JEPQ.TO Sharpe Ratio Rank: 79
JEPQ.TO Sortino Ratio Rank: 76
JEPQ.TO Omega Ratio Rank: 82
JEPQ.TO Calmar Ratio Rank: 80
JEPQ.TO Martin Ratio Rank: 82

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.

CRT-UN.TO vs. JEPQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CT Real Estate Investment Trust (CRT-UN.TO) and JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO). 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.

	CRT-UN.TO	JEPQ.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.52	-1.18
Sortino ratio: Return per unit of downside risk	2.01	3.37	-1.36
Omega ratio: Gain probability vs. loss probability	1.23	1.48	-0.26
Calmar ratio: Return relative to maximum drawdown	2.76	4.09	-1.33
Martin ratio: Return relative to average drawdown	7.21	16.35	-9.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRT-UN.TO vs. JEPQ.TO - Sharpe Ratio Comparison

The current CRT-UN.TO Sharpe Ratio is 1.34, which is lower than the JEPQ.TO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of CRT-UN.TO and JEPQ.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRT-UN.TO	JEPQ.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	2.52	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	1.34	-0.80

Drawdowns

CRT-UN.TO vs. JEPQ.TO - Drawdown Comparison

The maximum CRT-UN.TO drawdown since its inception was -45.88%, which is greater than JEPQ.TO's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for CRT-UN.TO and JEPQ.TO.

Drawdown Indicators

	CRT-UN.TO	JEPQ.TO	Difference
Max Drawdown Largest peak-to-trough decline	-45.88%	-20.05%	-25.83%
Max Drawdown (1Y) Largest decline over 1 year	-6.24%	-7.74%	+1.50%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.70%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.88%	—	—
Current Drawdown Current decline from peak	-1.12%	-0.43%	-0.69%
Average Drawdown Average peak-to-trough decline	-6.27%	-3.35%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	1.93%	+0.45%

Volatility

CRT-UN.TO vs. JEPQ.TO - Volatility Comparison

The current volatility for CT Real Estate Investment Trust (CRT-UN.TO) is 2.86%, while JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) has a volatility of 4.05%. This indicates that CRT-UN.TO experiences smaller price fluctuations and is considered to be less risky than JEPQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRT-UN.TO	JEPQ.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.86%	4.05%	-1.19%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	9.87%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	12.88%	12.58%	+0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	17.32%	+0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.25%	17.32%	+2.93%

Dividends

CRT-UN.TO vs. JEPQ.TO - Dividend Comparison

CRT-UN.TO's dividend yield for the trailing twelve months is around 5.36%, less than JEPQ.TO's 10.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRT-UN.TO CT Real Estate Investment Trust	5.36%	5.77%	6.40%	6.04%	5.48%	4.76%	5.09%	4.70%	6.37%	4.82%	4.57%	5.09%
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF	10.00%	10.34%	5.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CRT-UN.TO and JEPQ.TO in my portfolio?

CRT-UN.TO and JEPQ.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.