EINC vs. JEPQ
Compare and contrast key facts about VanEck Energy Income ETF (EINC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
EINC and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EINC is a passively managed fund by VanEck that tracks the performance of the MVIS North America Energy Infrastructure Index. It was launched on Mar 13, 2012. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EINC or JEPQ.
Key characteristics
| EINC | JEPQ | |
|---|---|---|
| YTD Return | 44.38% | 23.36% |
| 1Y Return | 50.89% | 29.05% |
| Sharpe Ratio | 3.89 | 2.38 |
| Sortino Ratio | 5.20 | 3.11 |
| Omega Ratio | 1.68 | 1.49 |
| Calmar Ratio | 1.02 | 2.71 |
| Martin Ratio | 30.57 | 11.74 |
| Ulcer Index | 1.69% | 2.48% |
| Daily Std Dev | 13.32% | 12.20% |
| Max Drawdown | -87.56% | -16.82% |
| Current Drawdown | -25.81% | 0.00% |
Correlation
The correlation between EINC and JEPQ is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EINC vs. JEPQ - Performance Comparison
In the year-to-date period, EINC achieves a 44.38% return, which is significantly higher than JEPQ's 23.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
EINC vs. JEPQ - Dividend Comparison
EINC's dividend yield for the trailing twelve months is around 3.30%, less than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINC VanEck Energy Income ETF | 3.30% | 3.77% | 2.89% | 6.03% | 6.69% | 9.66% | 11.31% | 8.53% | 9.71% | 28.53% | 12.41% | 8.90% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 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 -16.82%. Use the drawdown chart below to compare losses from any high point for EINC and JEPQ. For additional features, visit the drawdowns tool.
Volatility
EINC vs. JEPQ - Volatility Comparison
VanEck Energy Income ETF (EINC) has a higher volatility of 4.95% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that EINC'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.