DLNG vs. JEPQ
DLNG (Dynagas LNG Partners LP) 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, DLNG returned 15.02%/yr vs 19.79%/yr for JEPQ. At a 0.15 correlation, their price movements are largely independent.
Performance
DLNG vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, DLNG achieves a -4.22% return, which is significantly lower than JEPQ's 7.85% return.
DLNG
- 1D
- -1.12%
- 1M
- -8.57%
- YTD
- -4.22%
- 6M
- -6.93%
- 1Y
- 3.11%
- 3Y*
- 15.02%
- 5Y*
- 1.75%
- 10Y*
- -8.71%
JEPQ
- 1D
- -2.48%
- 1M
- 0.34%
- YTD
- 7.85%
- 6M
- 7.02%
- 1Y
- 25.10%
- 3Y*
- 19.79%
- 5Y*
- —
- 10Y*
- —
DLNG vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DLNG Dynagas LNG Partners LP | -4.22% | -26.93% | 96.44% | 6.87% | -19.88% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between DLNG and JEPQ is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.15 |
The correlation between DLNG and JEPQ shifts across timeframes, from 0.03 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DLNG vs. JEPQ — Risk / Return Rank
DLNG
JEPQ
DLNG vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynagas LNG Partners LP (DLNG) 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.
| DLNG | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.38 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.86 | -2.67 |
| Martin ratioReturn relative to average drawdown | 0.49 | 13.55 | -13.06 |
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Drawdowns
DLNG vs. JEPQ - Drawdown Comparison
The maximum DLNG drawdown since its inception was -93.08%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for DLNG and JEPQ.
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Drawdown Indicators
| DLNG | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.08% | -20.07% | -73.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.86% | -8.82% | -8.04% |
Max Drawdown (3Y)Largest decline over 3 years | -39.54% | -20.07% | -19.47% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.72% | — | — |
Current DrawdownCurrent decline from peak | -73.64% | -2.48% | -71.16% |
Average DrawdownAverage peak-to-trough decline | -57.88% | -3.40% | -54.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 1.86% | +4.51% |
Volatility
DLNG vs. JEPQ - Volatility Comparison
The current volatility for Dynagas LNG Partners LP (DLNG) is 5.49%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.27%. This indicates that DLNG 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
| DLNG | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.27% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 23.33% | 10.58% | +12.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.20% | 13.08% | +16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.55% | 16.79% | +29.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.80% | 16.79% | +36.01% |
Dividends
DLNG vs. JEPQ - Dividend Comparison
DLNG's dividend yield for the trailing twelve months is around 5.65%, less than JEPQ's 10.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLNG Dynagas LNG Partners LP | 5.65% | 5.23% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 5.92% | 34.79% | 15.56% | 10.58% | 17.42% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DLNG and JEPQ have a correlation of 0.03, 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 DLNG (5.49%). In terms of maximum drawdown, DLNG dropped -93.08% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.93 vs 0.11), 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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