HAL vs. JEPQ
Compare and contrast key facts about Halliburton Company (HAL) 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: HAL or JEPQ.
Performance
HAL vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, HAL achieves a -14.44% return, which is significantly lower than JEPQ's 21.86% return.
HAL
-14.44%
7.48%
-18.92%
-18.23%
10.06%
-3.23%
JEPQ
21.86%
2.15%
8.87%
26.31%
N/A
N/A
Key characteristics
| HAL | JEPQ | |
|---|---|---|
| Sharpe Ratio | -0.61 | 2.14 |
| Sortino Ratio | -0.71 | 2.81 |
| Omega Ratio | 0.91 | 1.44 |
| Calmar Ratio | -0.30 | 2.47 |
| Martin Ratio | -0.95 | 10.65 |
| Ulcer Index | 17.35% | 2.48% |
| Daily Std Dev | 27.04% | 12.34% |
| Max Drawdown | -92.99% | -16.82% |
| Current Drawdown | -50.58% | -1.24% |
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Correlation
The correlation between HAL and JEPQ is 0.24, 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
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.
Dividends
HAL vs. JEPQ - Dividend Comparison
HAL's dividend yield for the trailing twelve months is around 2.20%, less than JEPQ's 9.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAL Halliburton Company | 2.20% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.46% | 10.02% | 9.44% | 0.00% | 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.
Volatility
HAL vs. JEPQ - Volatility Comparison
Halliburton Company (HAL) has a higher volatility of 9.39% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.83%. 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.