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 37.89%/yr vs 19.68%/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 -39.18% return, which is significantly lower than JEPQ's 7.54% return.
FUTU
- 1D
- 0.41%
- 1M
- 9.51%
- YTD
- -39.18%
- 6M
- -39.35%
- 1Y
- -14.85%
- 3Y*
- 37.89%
- 5Y*
- -9.56%
- 10Y*
- —
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
FUTU vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.18% | 105.29% | 49.87% | 34.39% | 20.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between FUTU and JEPQ is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
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 | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.36 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.68 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.67 | 12.63 | -13.30 |
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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 | -86.42% | — | — |
Current DrawdownCurrent decline from peak | -49.82% | -2.75% | -47.07% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -3.39% | -44.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.22% | 1.86% | +20.36% |
Volatility
FUTU vs. JEPQ - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 22.11% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. 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 | 22.11% | 6.27% | +15.84% |
Volatility (6M)Calculated over the trailing 6-month period | 51.03% | 10.52% | +40.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.07% | 13.06% | +49.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.58% | 16.78% | +55.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.05% | 16.78% | +58.27% |
Dividends
FUTU vs. JEPQ - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.64%, less than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.64% | 0.00% | 2.50% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
FUTU and JEPQ have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (22.11%) compared to JEPQ (6.27%). In terms of maximum drawdown, FUTU dropped -87.23% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.24), 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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