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

Key characteristics


FUTUJEPQ
YTD Return17.33%5.92%
1Y Return50.47%25.34%
Sharpe Ratio0.932.24
Daily Std Dev50.67%11.04%
Max Drawdown-87.23%-16.82%
Current Drawdown-66.44%-4.36%

Correlation

-0.50.00.51.00.4

The correlation between FUTU and JEPQ is 0.39, 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.

Performance

FUTU vs. JEPQ - Performance Comparison

In the year-to-date period, FUTU achieves a 17.33% return, which is significantly higher than JEPQ's 5.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
85.80%
25.74%
FUTU
JEPQ

Compare stocks, funds, or ETFs

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


Futu Holdings Limited

JPMorgan Nasdaq Equity Premium Income ETF

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.


FUTU
Sharpe ratio
The chart of Sharpe ratio for FUTU, currently valued at 0.93, compared to the broader market-2.00-1.000.001.002.003.000.93
Sortino ratio
The chart of Sortino ratio for FUTU, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.53
Omega ratio
The chart of Omega ratio for FUTU, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for FUTU, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for FUTU, currently valued at 3.41, compared to the broader market-10.000.0010.0020.0030.003.41
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.002.24
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.006.003.02
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 3.74, compared to the broader market0.002.004.006.003.74
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 14.30, compared to the broader market-10.000.0010.0020.0030.0014.30

FUTU vs. JEPQ - Sharpe Ratio Comparison

The current FUTU Sharpe Ratio is 0.93, which is lower than the JEPQ Sharpe Ratio of 2.24. The chart below compares the 12-month rolling Sharpe Ratio of FUTU and JEPQ.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
0.93
2.24
FUTU
JEPQ

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 9.29%.


TTM20232022
FUTU
Futu Holdings Limited
0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.29%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.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-8.86%
-4.36%
FUTU
JEPQ

Volatility

FUTU vs. JEPQ - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 14.86% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.97%. 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.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
14.86%
4.97%
FUTU
JEPQ