FUTU vs. JEPQ
Compare and contrast key facts about Futu Holdings Limited (FUTU) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTU or JEPQ.
Performance
FUTU vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, FUTU achieves a 54.16% return, which is significantly higher than JEPQ's 23.21% return.
FUTU
54.16%
-5.16%
12.83%
41.83%
51.29%
N/A
JEPQ
23.21%
3.95%
9.78%
26.98%
N/A
N/A
Key characteristics
| FUTU | JEPQ | |
|---|---|---|
| Sharpe Ratio | 0.69 | 2.19 |
| Sortino Ratio | 1.36 | 2.86 |
| Omega Ratio | 1.17 | 1.45 |
| Calmar Ratio | 0.55 | 2.52 |
| Martin Ratio | 2.36 | 10.87 |
| Ulcer Index | 17.72% | 2.48% |
| Daily Std Dev | 60.85% | 12.33% |
| Max Drawdown | -87.23% | -16.82% |
| Current Drawdown | -55.91% | -0.14% |
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Correlation
The correlation between FUTU and JEPQ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FUTU vs. JEPQ - Risk-Adjusted Performance 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.
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 9.36%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
FUTU Futu Holdings Limited | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 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 -16.82%. Use the drawdown chart below to compare losses from any high point for FUTU and JEPQ. For additional features, visit the drawdowns tool.
Volatility
FUTU vs. JEPQ - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 25.78% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.69%. 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.