FUTU vs. JEPQ
FUTU (Futu Holdings Limited) 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, FUTU returned 36.55%/yr vs 20.81%/yr for JEPQ. At a 0.41 correlation, their price movements are largely independent.
Performance
FUTU vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FUTU achieves a -40.74% return, which is significantly lower than JEPQ's 9.42% return.
FUTU
- 1D
- -0.46%
- 1M
- -39.08%
- YTD
- -40.74%
- 6M
- -43.05%
- 1Y
- -13.22%
- 3Y*
- 36.55%
- 5Y*
- -8.43%
- 10Y*
- —
JEPQ
- 1D
- -0.12%
- 1M
- 3.79%
- YTD
- 9.42%
- 6M
- 9.57%
- 1Y
- 28.59%
- 3Y*
- 20.81%
- 5Y*
- —
- 10Y*
- —
FUTU vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -40.74% | 105.29% | 49.87% | 34.39% | 17.83% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 15.18% | 24.85% | 36.28% | -12.89% |
Correlation
The correlation between FUTU and JEPQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.41 |
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
FUTU vs. JEPQ — Risk / Return Rank
FUTU
JEPQ
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 ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.48 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 3.26 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.70 | 15.99 | -16.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FUTU | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 2.45 | -2.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.00 | -0.61 |
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.
Loading charts...
Drawdown Indicators
| FUTU | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -20.07% | -67.16% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -8.82% | -45.36% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -20.07% | -34.11% |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | — | — |
Current DrawdownCurrent decline from peak | -51.11% | -0.21% | -50.90% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -3.42% | -44.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.97% | 1.79% | +17.18% |
Volatility
FUTU vs. JEPQ - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 41.95% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.28%. 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.
Loading charts...
Volatility by Period
| FUTU | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.95% | 1.28% | +40.67% |
Volatility (6M)Calculated over the trailing 6-month period | 50.74% | 9.06% | +41.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.78% | 11.72% | +52.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.80% | 16.60% | +56.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.26% | 16.60% | +58.66% |
Dividends
FUTU vs. JEPQ - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.71%, less than JEPQ's 10.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.71% | 0.00% | 2.50% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.08% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
FUTU and JEPQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (41.95%) compared to JEPQ (1.28%). In terms of maximum drawdown, FUTU dropped -87.23% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.45 vs -0.21), 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 FUTU 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