ECC vs. JEPQ
ECC (Eagle Point Credit Company 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, ECC returned -4.04%/yr vs 20.83%/yr for JEPQ. At a 0.30 correlation, their price movements are largely independent.
Performance
ECC vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, ECC achieves a -4.62% return, which is significantly lower than JEPQ's 10.52% return.
ECC
- 1D
- 1.39%
- 1M
- 20.35%
- YTD
- -4.62%
- 6M
- -3.95%
- 1Y
- -17.04%
- 3Y*
- -4.04%
- 5Y*
- -0.77%
- 10Y*
- 4.64%
JEPQ
- 1D
- 1.61%
- 1M
- 3.22%
- YTD
- 10.52%
- 6M
- 10.65%
- 1Y
- 29.09%
- 3Y*
- 20.83%
- 5Y*
- —
- 10Y*
- —
ECC vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | -4.62% | -18.45% | 11.77% | 12.11% | -9.10% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.52% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between ECC and JEPQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.30 |
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Return for Risk
ECC vs. JEPQ — Risk / Return Rank
ECC
JEPQ
ECC vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) 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.
| ECC | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.45 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.31 | -3.69 |
| Martin ratioReturn relative to average drawdown | -0.68 | 15.77 | -16.45 |
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Drawdowns
ECC vs. JEPQ - Drawdown Comparison
The maximum ECC drawdown since its inception was -70.79%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for ECC and JEPQ.
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Drawdown Indicators
| ECC | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.79% | -20.07% | -50.72% |
Max Drawdown (1Y)Largest decline over 1 year | -45.79% | -8.82% | -36.97% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -20.07% | -29.58% |
Max Drawdown (5Y)Largest decline over 5 years | -49.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.79% | — | — |
Current DrawdownCurrent decline from peak | -27.67% | 0.00% | -27.67% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -3.40% | -9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.04% | 1.85% | +23.19% |
Volatility
ECC vs. JEPQ - Volatility Comparison
Eagle Point Credit Company Inc (ECC) has a higher volatility of 25.08% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.70%. This indicates that ECC'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
| ECC | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.08% | 5.70% | +19.38% |
Volatility (6M)Calculated over the trailing 6-month period | 35.38% | 10.49% | +24.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.08% | 12.83% | +31.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 16.76% | +10.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.37% | 16.76% | +20.61% |
Dividends
ECC vs. JEPQ - Dividend Comparison
ECC's dividend yield for the trailing twelve months is around 65.46%, more than JEPQ's 9.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | 65.46% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.98% | 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
ECC and JEPQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.08%) compared to JEPQ (5.70%). In terms of maximum drawdown, ECC dropped -70.79% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.28 vs -0.39), 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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