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 29.63%/yr vs 18.48%/yr for JEPQ. At a 0.41 correlation, their price movements are largely independent.
Performance
FUTU vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -39.66% return, which is significantly lower than JEPQ's 7.89% return.
FUTU
- 1D
- -1.86%
- 1M
- 1.57%
- 6M
- -43.86%
- YTD
- -39.66%
- 1Y
- -31.00%
- 3Y*
- 29.63%
- 5Y*
- -5.33%
- 10Y*
- —
JEPQ
- 1D
- -1.43%
- 1M
- -1.48%
- 6M
- 6.48%
- YTD
- 7.89%
- 1Y
- 20.98%
- 3Y*
- 18.48%
- 5Y*
- —
- 10Y*
- —
FUTU vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.66% | 105.29% | 49.87% | 34.39% | 20.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.89% | 15.18% | 24.85% | 36.28% | -11.16% |
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 | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.41 |
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FUTU | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.39 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.22 | 10.98 | -12.20 |
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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.
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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 | -83.23% | — | — |
Current DrawdownCurrent decline from peak | -50.22% | -2.57% | -47.65% |
Average DrawdownAverage peak-to-trough decline | -47.57% | -3.37% | -44.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.41% | 1.92% | +23.49% |
Volatility
FUTU vs. JEPQ - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 12.93% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.76%. 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.
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Volatility by Period
| FUTU | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.93% | 5.76% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 51.06% | 11.42% | +39.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.37% | 13.83% | +47.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.37% | 16.82% | +55.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.86% | 16.82% | +58.04% |
Dividends
FUTU vs. JEPQ - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.67%, less than JEPQ's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.67% | 0.00% | 2.50% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.57% | 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 (12.93%) compared to JEPQ (5.76%). In terms of maximum drawdown, FUTU dropped -87.23% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.52 vs -0.51), 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.
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