CX vs. JEPQ
CX (CEMEX, S.A.B. de C.V.) 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, CX returned 21.36%/yr vs 19.68%/yr for JEPQ. At a 0.46 correlation, their price movements are largely independent.
Performance
CX vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, CX achieves a 5.08% return, which is significantly lower than JEPQ's 7.54% return.
CX
- 1D
- -1.15%
- 1M
- -4.07%
- YTD
- 5.08%
- 6M
- 1.98%
- 1Y
- 74.73%
- 3Y*
- 21.36%
- 5Y*
- 7.33%
- 10Y*
- 8.39%
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
CX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CX CEMEX, S.A.B. de C.V. | 5.08% | 105.97% | -26.48% | 91.36% | -9.40% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between CX and JEPQ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.46 |
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Return for Risk
CX vs. JEPQ — Risk / Return Rank
CX
JEPQ
CX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CEMEX, S.A.B. de C.V. (CX) 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.
| CX | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.68 | +0.45 |
| Martin ratioReturn relative to average drawdown | 10.90 | 12.63 | -1.73 |
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Drawdowns
CX vs. JEPQ - Drawdown Comparison
The maximum CX drawdown since its inception was -92.37%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for CX and JEPQ.
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Drawdown Indicators
| CX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.37% | -20.07% | -72.30% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -8.82% | -15.17% |
Max Drawdown (3Y)Largest decline over 3 years | -44.38% | -20.07% | -24.31% |
Max Drawdown (5Y)Largest decline over 5 years | -63.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.70% | — | — |
Current DrawdownCurrent decline from peak | -42.25% | -2.75% | -39.50% |
Average DrawdownAverage peak-to-trough decline | -51.15% | -3.39% | -47.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.88% | 1.86% | +5.02% |
Volatility
CX vs. JEPQ - Volatility Comparison
CEMEX, S.A.B. de C.V. (CX) has a higher volatility of 11.90% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. This indicates that CX'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.
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Volatility by Period
| CX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.90% | 6.27% | +5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 29.92% | 10.52% | +19.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.47% | 13.06% | +23.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.75% | 16.78% | +22.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.29% | 16.78% | +26.51% |
Dividends
CX vs. JEPQ - Dividend Comparison
CX's dividend yield for the trailing twelve months is around 0.82%, less than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CX CEMEX, S.A.B. de C.V. | 0.82% | 0.76% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 2.64% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CX and JEPQ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CX has higher volatility (11.90%) compared to JEPQ (6.27%). In terms of maximum drawdown, CX dropped -92.37% vs JEPQ's -20.07%.
CX currently has the higher Sharpe Ratio (2.06 vs 1.81), 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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