FUTU vs. JEPQ

Last updated Apr 2, 2026

Compare and contrast key facts about Futu Holdings Limited (FUTU) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.

Performance

FUTU vs. JEPQ - Performance Comparison

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

FUTU vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FUTU Futu Holdings Limited	-14.72%	105.29%	49.87%	34.39%	17.83%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-1.88%	15.18%	24.85%	36.28%	-12.89%

Returns By Period

In the year-to-date period, FUTU achieves a -14.72% return, which is significantly lower than JEPQ's -1.88% return.

FUTU

• 1D: 2.40%
• 1M: -6.41%
• YTD: -14.72%
• 6M: -20.63%
• 1Y: 35.47%
• 3Y*: 40.35%
• 5Y*: -1.37%
• 10Y*: —

JEPQ

• 1D: 1.02%
• 1M: -2.60%
• YTD: -1.88%
• 6M: 2.46%
• 1Y: 20.16%
• 3Y*: 19.46%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FUTU vs. JEPQ — Risk / Return Rank

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

FUTU

FUTU Risk / Return Rank: 62
FUTU Sharpe Ratio Rank: 63
FUTU Sortino Ratio Rank: 60
FUTU Omega Ratio Rank: 57
FUTU Calmar Ratio Rank: 64
FUTU Martin Ratio Rank: 63

JEPQ

JEPQ Risk / Return Rank: 68
JEPQ Sharpe Ratio Rank: 60
JEPQ Sortino Ratio Rank: 63
JEPQ Omega Ratio Rank: 71
JEPQ Calmar Ratio Rank: 69
JEPQ Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUTU vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) 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.

	FUTU	JEPQ	Difference
Sharpe ratio Return per unit of total volatility	0.64	1.09	-0.46
Sortino ratio Return per unit of downside risk	1.22	1.66	-0.45
Omega ratio Gain probability vs. loss probability	1.15	1.27	-0.12
Calmar ratio Return relative to maximum drawdown	1.08	1.82	-0.73
Martin ratio Return relative to average drawdown	2.47	8.93	-6.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUTU vs. JEPQ - Sharpe Ratio Comparison

The current FUTU Sharpe Ratio is 0.64, which is lower than the JEPQ Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FUTU 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.

Sharpe Ratios by Period

	FUTU	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	1.09	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.84	-0.34

Correlation

The correlation between FUTU and JEPQ is 0.41, 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.

Dividends

FUTU vs. JEPQ - Dividend Comparison

FUTU has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.14%.

	TTM	2025	2024	2023	2022
FUTU Futu Holdings Limited	0.00%	0.00%	2.50%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.14%	10.53%	9.65%	10.03%	9.44%

Drawdowns

FUTU vs. JEPQ - Drawdown Comparison

The maximum FUTU drawdown since its inception was -87.23%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FUTU and JEPQ.

Drawdown Indicators

	FUTU	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-87.23%	-20.07%	-67.16%
Max Drawdown (1Y) Largest decline over 1 year	-34.00%	-11.58%	-22.42%
Max Drawdown (5Y) Largest decline over 5 years	-86.42%	—	—
Current Drawdown Current decline from peak	-29.64%	-4.89%	-24.75%
Average Drawdown Average peak-to-trough decline	-48.01%	-3.55%	-44.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.92%	2.36%	+12.56%

Volatility

FUTU vs. JEPQ - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 14.69% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.08%. This indicates that FUTU'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.

Volatility by Period

	FUTU	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.69%	6.08%	+8.61%
Volatility (6M) Calculated over the trailing 6-month period	35.82%	10.52%	+25.30%
Volatility (1Y) Calculated over the trailing 1-year period	56.11%	18.54%	+37.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.05%	16.91%	+56.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.53%	16.91%	+57.62%