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

Correlation

The correlation between HAL and JEPQ is 0.23, 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.


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Performance

HAL vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halliburton Company (HAL) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-25.61%
47.21%
HAL
JEPQ

Key characteristics

Sharpe Ratio

HAL:

-0.73

JEPQ:

1.86

Sortino Ratio

HAL:

-0.90

JEPQ:

2.44

Omega Ratio

HAL:

0.89

JEPQ:

1.37

Calmar Ratio

HAL:

-0.35

JEPQ:

2.22

Martin Ratio

HAL:

-1.00

JEPQ:

9.50

Ulcer Index

HAL:

20.30%

JEPQ:

2.51%

Daily Std Dev

HAL:

27.65%

JEPQ:

12.80%

Max Drawdown

HAL:

-92.99%

JEPQ:

-16.82%

Current Drawdown

HAL:

-56.00%

JEPQ:

-2.96%

Returns By Period

In the year-to-date period, HAL achieves a -0.81% return, which is significantly lower than JEPQ's -0.71% return.


HAL

YTD

-0.81%

1M

-6.65%

6M

-19.65%

1Y

-20.12%

5Y*

4.25%

10Y*

-1.69%

JEPQ

YTD

-0.71%

1M

-2.24%

6M

5.90%

1Y

22.63%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HAL vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAL
The Risk-Adjusted Performance Rank of HAL is 1919
Overall Rank
The Sharpe Ratio Rank of HAL is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of HAL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of HAL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of HAL is 2828
Calmar Ratio Rank
The Martin Ratio Rank of HAL is 2626
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 7878
Overall Rank
The Sharpe Ratio Rank of JEPQ is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 7777
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAL vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halliburton Company (HAL) 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.


The chart of Sharpe ratio for HAL, currently valued at -0.73, compared to the broader market-4.00-2.000.002.00-0.731.86
The chart of Sortino ratio for HAL, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.902.44
The chart of Omega ratio for HAL, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.37
The chart of Calmar ratio for HAL, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.522.22
The chart of Martin ratio for HAL, currently valued at -0.99, compared to the broader market0.0010.0020.00-1.009.50
HAL
JEPQ

The current HAL Sharpe Ratio is -0.73, which is lower than the JEPQ Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of HAL and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.73
1.86
HAL
JEPQ

Dividends

HAL vs. JEPQ - Dividend Comparison

HAL's dividend yield for the trailing twelve months is around 2.52%, less than JEPQ's 9.72% yield.


TTM20242023202220212020201920182017201620152014
HAL
Halliburton Company
2.52%2.50%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.72%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HAL vs. JEPQ - Drawdown Comparison

The maximum HAL drawdown since its inception was -92.99%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for HAL and JEPQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-36.05%
-2.96%
HAL
JEPQ

Volatility

HAL vs. JEPQ - Volatility Comparison

Halliburton Company (HAL) has a higher volatility of 7.21% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.05%. This indicates that HAL'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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.21%
4.05%
HAL
JEPQ