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

Correlation

The correlation between EINC and JEPQ is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

EINC vs. JEPQ - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
60.73%
38.02%
EINC
JEPQ

Key characteristics

Sharpe Ratio

EINC:

1.51

JEPQ:

0.44

Sortino Ratio

EINC:

1.90

JEPQ:

0.76

Omega Ratio

EINC:

1.29

JEPQ:

1.12

Calmar Ratio

EINC:

0.72

JEPQ:

0.45

Martin Ratio

EINC:

7.08

JEPQ:

1.72

Ulcer Index

EINC:

4.44%

JEPQ:

5.25%

Daily Std Dev

EINC:

20.87%

JEPQ:

20.45%

Max Drawdown

EINC:

-87.56%

JEPQ:

-20.07%

Current Drawdown

EINC:

-24.49%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, EINC achieves a 2.91% return, which is significantly higher than JEPQ's -6.90% return.


EINC

YTD

2.91%

1M

-4.73%

6M

9.84%

1Y

30.06%

5Y*

29.06%

10Y*

0.62%

JEPQ

YTD

-6.90%

1M

-2.99%

6M

-2.76%

1Y

9.37%

5Y*

N/A

10Y*

N/A

*Annualized

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EINC vs. JEPQ - Expense Ratio Comparison

EINC has a 0.45% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Expense ratio chart for EINC: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EINC: 0.45%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

EINC vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EINC
The Risk-Adjusted Performance Rank of EINC is 8686
Overall Rank
The Sharpe Ratio Rank of EINC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EINC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EINC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of EINC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EINC is 8989
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5454
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EINC vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) 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.


The chart of Sharpe ratio for EINC, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.00
EINC: 1.51
JEPQ: 0.44
The chart of Sortino ratio for EINC, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.00
EINC: 1.90
JEPQ: 0.76
The chart of Omega ratio for EINC, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
EINC: 1.29
JEPQ: 1.12
The chart of Calmar ratio for EINC, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.0012.00
EINC: 1.96
JEPQ: 0.45
The chart of Martin ratio for EINC, currently valued at 7.08, compared to the broader market0.0020.0040.0060.00
EINC: 7.08
JEPQ: 1.72

The current EINC Sharpe Ratio is 1.51, which is higher than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EINC 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.51
0.44
EINC
JEPQ

Dividends

EINC vs. JEPQ - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.09%, less than JEPQ's 11.29% yield.


TTM20242023202220212020201920182017201620152014
EINC
VanEck Energy Income ETF
3.09%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%12.41%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EINC vs. JEPQ - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.56%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for EINC and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.91%
-10.99%
EINC
JEPQ

Volatility

EINC vs. JEPQ - Volatility Comparison

The current volatility for VanEck Energy Income ETF (EINC) is 13.32%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 14.72%. This indicates that EINC 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
14.72%
EINC
JEPQ