PortfoliosLab logo
FITBI vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITBI and JEPQ is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FITBI vs. JEPQ - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

FITBI:

6.08%

JEPQ:

4.97%

Max Drawdown

FITBI:

-34.39%

JEPQ:

-0.35%

Current Drawdown

FITBI:

-1.32%

JEPQ:

0.00%

Returns By Period


FITBI

YTD

2.30%

1M

1.93%

6M

2.73%

1Y

8.26%

5Y*

5.59%

10Y*

5.60%

JEPQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FITBI vs. JEPQ — Risk-Adjusted Performance Rank

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

FITBI
The Risk-Adjusted Performance Rank of FITBI is 9191
Overall Rank
The Sharpe Ratio Rank of FITBI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FITBI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FITBI is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FITBI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FITBI is 9393
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5252
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5151
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.

FITBI vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITBI) 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.



Loading data...

Dividends

FITBI vs. JEPQ - Dividend Comparison

FITBI's dividend yield for the trailing twelve months is around 8.85%, less than JEPQ's 11.50% yield.


TTM20242023202220212020201920182017201620152014
FITBI
Fifth Third Bancorp
8.85%9.15%6.50%6.75%5.95%5.69%5.77%6.40%5.81%6.08%5.73%6.43%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FITBI vs. JEPQ - Drawdown Comparison

The maximum FITBI drawdown since its inception was -34.39%, which is greater than JEPQ's maximum drawdown of -0.35%. Use the drawdown chart below to compare losses from any high point for FITBI and JEPQ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FITBI vs. JEPQ - Volatility Comparison


Loading data...