EPRT vs. JEPQ
EPRT (Essential Properties Realty Trust, 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, EPRT returned 14.59%/yr vs 19.68%/yr for JEPQ. At a 0.25 correlation, their price movements are largely independent.
Performance
EPRT vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPRT achieves a 3.64% return, which is significantly lower than JEPQ's 7.54% return.
EPRT
- 1D
- 0.26%
- 1M
- -2.87%
- YTD
- 3.64%
- 6M
- 4.83%
- 1Y
- -3.07%
- 3Y*
- 14.59%
- 5Y*
- 6.64%
- 10Y*
- —
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
EPRT vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 3.64% | -1.40% | 27.32% | 14.20% | 3.54% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between EPRT and JEPQ is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.25 |
The correlation between EPRT and JEPQ shifts across timeframes, from -0.17 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EPRT vs. JEPQ — Risk / Return Rank
EPRT
JEPQ
EPRT vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) 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.
| EPRT | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.68 | -2.89 |
| Martin ratioReturn relative to average drawdown | -0.49 | 12.63 | -13.12 |
Loading charts...
Drawdowns
EPRT vs. JEPQ - Drawdown Comparison
The maximum EPRT drawdown since its inception was -73.67%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for EPRT and JEPQ.
Loading charts...
Drawdown Indicators
| EPRT | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -20.07% | -53.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -8.82% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.31% | -20.07% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -38.42% | — | — |
Current DrawdownCurrent decline from peak | -11.13% | -2.75% | -8.38% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -3.39% | -10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 1.86% | +4.71% |
Volatility
EPRT vs. JEPQ - Volatility Comparison
Essential Properties Realty Trust, Inc. (EPRT) has a higher volatility of 6.91% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. This indicates that EPRT'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.
Loading charts...
Volatility by Period
| EPRT | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 6.27% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 10.52% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 13.06% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 16.78% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.47% | 16.78% | +21.69% |
Dividends
EPRT vs. JEPQ - Dividend Comparison
EPRT's dividend yield for the trailing twelve months is around 4.01%, less than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 4.01% | 4.06% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 1.62% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPRT and JEPQ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPRT has higher volatility (6.91%) compared to JEPQ (6.27%). In terms of maximum drawdown, EPRT dropped -73.67% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.17), 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.
Find the right allocation for EPRT and JEPQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer