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DURA vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DURA and JEPQ is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

DURA vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
10.05%
DURA
JEPQ

Key characteristics

Sharpe Ratio

DURA:

1.04

JEPQ:

2.17

Sortino Ratio

DURA:

1.52

JEPQ:

2.81

Omega Ratio

DURA:

1.18

JEPQ:

1.44

Calmar Ratio

DURA:

1.35

JEPQ:

2.54

Martin Ratio

DURA:

5.11

JEPQ:

10.92

Ulcer Index

DURA:

1.95%

JEPQ:

2.49%

Daily Std Dev

DURA:

9.61%

JEPQ:

12.56%

Max Drawdown

DURA:

-33.12%

JEPQ:

-16.82%

Current Drawdown

DURA:

-6.04%

JEPQ:

-0.67%

Returns By Period

In the year-to-date period, DURA achieves a 8.60% return, which is significantly lower than JEPQ's 26.73% return.


DURA

YTD

8.60%

1M

-5.69%

6M

3.73%

1Y

9.48%

5Y*

5.38%

10Y*

N/A

JEPQ

YTD

26.73%

1M

2.86%

6M

10.59%

1Y

27.14%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DURA vs. JEPQ - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than JEPQ's 0.35% expense ratio.


JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for DURA: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

DURA vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) 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.


Sharpe ratio
The chart of Sharpe ratio for DURA, currently valued at 1.04, compared to the broader market0.002.004.001.042.17
The chart of Sortino ratio for DURA, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.522.81
The chart of Omega ratio for DURA, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.44
The chart of Calmar ratio for DURA, currently valued at 1.35, compared to the broader market0.005.0010.0015.001.352.54
The chart of Martin ratio for DURA, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.1110.92
DURA
JEPQ

The current DURA Sharpe Ratio is 1.04, which is lower than the JEPQ Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DURA and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.04
2.17
DURA
JEPQ

Dividends

DURA vs. JEPQ - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.05%, less than JEPQ's 9.33% yield.


TTM202320222021202020192018
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.05%3.58%3.01%2.89%3.49%3.08%0.66%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.33%10.02%9.44%0.00%0.00%0.00%0.00%

Drawdowns

DURA vs. JEPQ - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.12%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for DURA and JEPQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.04%
-0.67%
DURA
JEPQ

Volatility

DURA vs. JEPQ - Volatility Comparison

VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a higher volatility of 3.21% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.90%. This indicates that DURA'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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.21%
2.90%
DURA
JEPQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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