EGGS vs. JEPQ

Last updated Aug 2, 2026

EGGS (NestYield Total Return Guard ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - EGGS is a Derivative Income fund actively managed by NestYield, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. EGGS is actively managed, while JEPQ is passively managed. Over the past year, EGGS returned 7.11% vs 19.59% for JEPQ. Their 0.76 correlation means they have sometimes moved together and sometimes differently. EGGS charges 0.89%/yr vs 0.35%/yr for JEPQ.

Performance

EGGS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Total Return Guard ETF (EGGS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EGGS having a 5.83% return and JEPQ slightly higher at 6.05%.

EGGS

• 1D: 2.45%
• 1M: -7.60%
• 6M: 8.61%
• YTD: 5.83%
• 1Y: 7.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.62%

JEPQ

• 1D: 0.57%
• 1M: -1.92%
• 6M: 3.71%
• YTD: 6.05%
• 1Y: 19.59%
• 3Y*: 17.49%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EGGS NestYield Total Return Guard ETF	$346.93K	$392.42K	$515.09K
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	$439.89M	$417.31M	$422.49M

EGGS vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGS NestYield Total Return Guard ETF	5.83%	14.41%	-1.62%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	6.05%	15.18%	-2.23%

Correlation

The correlation between EGGS and JEPQ is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.76

The correlation between EGGS and JEPQ has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.

Return for Risk

EGGS vs. JEPQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EGGS

EGGS Risk / Return Rank: 14
EGGS Sharpe Ratio Rank: 14
EGGS Sortino Ratio Rank: 15
EGGS Omega Ratio Rank: 15
EGGS Calmar Ratio Rank: 14
EGGS Martin Ratio Rank: 14

JEPQ

JEPQ Risk / Return Rank: 55
JEPQ Sharpe Ratio Rank: 50
JEPQ Sortino Ratio Rank: 48
JEPQ Omega Ratio Rank: 52
JEPQ Calmar Ratio Rank: 58
JEPQ Martin Ratio Rank: 68

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGGS vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Total Return Guard ETF (EGGS) 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.

	EGGS	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	0.13	1.22	-1.08
Sortino ratio: Return per unit of downside risk	0.39	1.72	-1.33
Omega ratio: Gain probability vs. loss probability	1.05	1.23	-0.18
Calmar ratio: Return relative to maximum drawdown	0.17	2.02	-1.85
Martin ratio: Return relative to average drawdown	0.45	8.30	-7.86

EGGS vs. JEPQ - Sharpe Ratio Comparison

The current EGGS Sharpe Ratio is 0.13, which is lower than the JEPQ Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of EGGS and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EGGS vs. JEPQ - Drawdown Comparison

The maximum EGGS drawdown since its inception was -24.23%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for EGGS and JEPQ.

Drawdown Indicators

	EGGS	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-24.23%	-20.07%	-4.16%
Max Drawdown (1Y) Largest decline over 1 year	-24.23%	-8.82%	-15.41%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	-16.16%	-4.23%	-11.93%
Average Drawdown Average peak-to-trough decline	-6.12%	-3.38%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.07%	2.14%	+6.93%

Volatility

EGGS vs. JEPQ - Volatility Comparison

NestYield Total Return Guard ETF (EGGS) has a higher volatility of 16.49% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. This indicates that EGGS'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.

Volatility by Period

	EGGS	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.49%	6.09%	+10.40%
Volatility (6M) Calculated over the trailing 6-month period	27.07%	12.15%	+14.92%
Volatility (1Y) Calculated over the trailing 1-year period	30.46%	14.65%	+15.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.34%	16.90%	+11.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.34%	16.90%	+11.44%

EGGS vs. JEPQ - Expense Ratio Comparison

EGGS has a 0.89% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

Dividends

EGGS vs. JEPQ - Dividend Comparison

EGGS's dividend yield for the trailing twelve months is around 19.32%, more than JEPQ's 10.75% yield.

Position	TTM	2025	2024	2023	2022
EGGS NestYield Total Return Guard ETF	19.32%	14.52%	0.00%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.99%	10.53%	9.65%	10.03%	9.44%

Frequently Asked Questions

Can I hold both EGGS and JEPQ in my portfolio?

EGGS and JEPQ have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGS or JEPQ?

EGGS has higher volatility (16.49%) compared to JEPQ (6.09%). In terms of maximum drawdown, EGGS dropped -24.23% vs JEPQ's -20.07%.

Which ETF is better, EGGS or JEPQ?

On 1-year performance, JEPQ leads with 19.59% vs 7.11% for EGGS. On fees, JEPQ is cheaper at 0.35% per year. On volatility, JEPQ has been the lower-risk option at 6.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGS or JEPQ?

Over the 1-year period, JEPQ has performed better with a 19.59% return vs 7.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGS or JEPQ?

JEPQ is cheaper with a 0.35% expense ratio, compared with 0.89% for EGGS.

Which ETF pays a higher dividend yield, EGGS or JEPQ?

EGGS has the higher dividend yield at 19.32%, compared with 9.99% for JEPQ.

What is the main difference between EGGS and JEPQ?

EGGS is categorized as Derivative Income, while JEPQ is Nasdaq-100. They also come from different issuers: NestYield and JPMorgan. Their fees differ too: 0.89% for EGGS and 0.35% for JEPQ.

Which has better risk-adjusted returns?

JEPQ currently has the higher Sharpe Ratio (1.22 vs 0.13), 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.