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

Correlation

The correlation between FDUS and JEPQ is 0.42, 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: 0.4

Performance

FDUS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidus Investment Corporation (FDUS) 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%NovemberDecember2025FebruaryMarchApril
38.55%
38.02%
FDUS
JEPQ

Key characteristics

Sharpe Ratio

FDUS:

0.32

JEPQ:

0.44

Sortino Ratio

FDUS:

0.55

JEPQ:

0.76

Omega Ratio

FDUS:

1.08

JEPQ:

1.12

Calmar Ratio

FDUS:

0.25

JEPQ:

0.45

Martin Ratio

FDUS:

1.04

JEPQ:

1.72

Ulcer Index

FDUS:

5.68%

JEPQ:

5.25%

Daily Std Dev

FDUS:

18.82%

JEPQ:

20.45%

Max Drawdown

FDUS:

-69.51%

JEPQ:

-20.07%

Current Drawdown

FDUS:

-15.56%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, FDUS achieves a -6.12% return, which is significantly higher than JEPQ's -6.90% return.


FDUS

YTD

-6.12%

1M

-6.47%

6M

4.06%

1Y

5.56%

5Y*

31.30%

10Y*

13.07%

JEPQ

YTD

-6.90%

1M

-0.35%

6M

-2.76%

1Y

7.87%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FDUS vs. JEPQ — Risk-Adjusted Performance Rank

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

FDUS
The Risk-Adjusted Performance Rank of FDUS is 6161
Overall Rank
The Sharpe Ratio Rank of FDUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FDUS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDUS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FDUS is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FDUS is 6565
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5757
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5656
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.

FDUS vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) 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 FDUS, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
FDUS: 0.32
JEPQ: 0.44
The chart of Sortino ratio for FDUS, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
FDUS: 0.55
JEPQ: 0.76
The chart of Omega ratio for FDUS, currently valued at 1.08, compared to the broader market0.501.001.502.00
FDUS: 1.08
JEPQ: 1.12
The chart of Calmar ratio for FDUS, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
FDUS: 0.25
JEPQ: 0.45
The chart of Martin ratio for FDUS, currently valued at 1.04, compared to the broader market-5.000.005.0010.0015.0020.00
FDUS: 1.04
JEPQ: 1.72

The current FDUS Sharpe Ratio is 0.32, which is comparable to the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FDUS 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.44
FDUS
JEPQ

Dividends

FDUS vs. JEPQ - Dividend Comparison

FDUS's dividend yield for the trailing twelve months is around 12.01%, more than JEPQ's 11.29% yield.


TTM20242023202220212020201920182017201620152014
FDUS
Fidus Investment Corporation
12.01%11.51%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.65%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDUS vs. JEPQ - Drawdown Comparison

The maximum FDUS drawdown since its inception was -69.51%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FDUS and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.56%
-10.99%
FDUS
JEPQ

Volatility

FDUS vs. JEPQ - Volatility Comparison

Fidus Investment Corporation (FDUS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 14.47% and 14.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
14.47%
14.72%
FDUS
JEPQ