DPRO vs. JEPQ
DPRO (Draganfly 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, DPRO returned -44.73%/yr vs 18.60%/yr for JEPQ. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
DPRO vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, DPRO achieves a -38.93% return, which is significantly lower than JEPQ's 7.51% return.
DPRO
- 1D
- 1.93%
- 1M
- -17.58%
- 6M
- -45.93%
- YTD
- -38.93%
- 1Y
- -16.27%
- 3Y*
- -44.73%
- 5Y*
- -45.50%
- 10Y*
- —
- ALL TIME*
- -32.95%
JEPQ
- 1D
- 1.38%
- 1M
- -0.56%
- 6M
- 4.41%
- YTD
- 7.51%
- 1Y
- 21.24%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DPRO Draganfly Inc | $2.93M | $3.28M | $9.05M |
| $489.18M | $434.68M | $428.59M |
DPRO vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DPRO Draganfly Inc | -38.93% | 72.32% | -66.55% | -36.07% | -44.85% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.51% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between DPRO and JEPQ is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.22 |
The correlation between DPRO and JEPQ shifts across timeframes, from 0.22 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DPRO vs. JEPQ — Risk / Return Rank
DPRO
JEPQ
DPRO vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Draganfly Inc (DPRO) 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.
| DPRO | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 2.42 | -2.65 |
| Martin ratioReturn relative to average drawdown | -0.35 | 9.91 | -10.25 |
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Drawdowns
DPRO vs. JEPQ - Drawdown Comparison
The maximum DPRO drawdown since its inception was -99.56%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for DPRO and JEPQ.
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Drawdown Indicators
| DPRO | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.56% | -20.07% | -79.49% |
Max Drawdown (1Y)Largest decline over 1 year | -72.40% | -8.82% | -63.58% |
Max Drawdown (3Y)Largest decline over 3 years | -93.40% | -20.07% | -73.33% |
Max Drawdown (5Y)Largest decline over 5 years | -98.31% | — | — |
Current DrawdownCurrent decline from peak | -98.91% | -2.91% | -96.00% |
Average DrawdownAverage peak-to-trough decline | -84.03% | -3.38% | -80.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.02% | 2.15% | +44.87% |
Volatility
DPRO vs. JEPQ - Volatility Comparison
Draganfly Inc (DPRO) has a higher volatility of 21.50% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.14%. This indicates that DPRO'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
| DPRO | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.50% | 6.14% | +15.36% |
Volatility (6M)Calculated over the trailing 6-month period | 69.06% | 12.20% | +56.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.07% | 14.64% | +92.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 115.67% | 16.90% | +98.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.87% | 16.90% | +120.97% |
Dividends
DPRO vs. JEPQ - Dividend Comparison
DPRO has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DPRO Draganfly Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.18% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
DPRO and JEPQ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DPRO has higher volatility (21.50%) compared to JEPQ (6.14%). In terms of maximum drawdown, DPRO dropped -99.56% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.46 vs -0.15), 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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