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HLIT vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLIT vs. JEPQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, HLIT achieves a 48.23% return, which is significantly higher than JEPQ's 9.54% return.


HLIT

1D
-5.91%
1M
24.24%
YTD
48.23%
6M
50.20%
1Y
54.97%
3Y*
-6.35%
5Y*
15.44%
10Y*
17.63%

JEPQ

1D
-0.10%
1M
4.31%
YTD
9.54%
6M
9.75%
1Y
29.00%
3Y*
20.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLIT vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
HLIT
Harmonic Inc.
48.23%-25.25%1.46%-0.46%34.08%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.54%15.18%24.85%36.28%-12.89%

Correlation

The correlation between HLIT and JEPQ is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.41

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Return for Risk

HLIT vs. JEPQ — Risk / Return Rank

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

HLIT
HLIT Risk / Return Rank: 7676
Overall Rank
HLIT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HLIT Sortino Ratio Rank: 7272
Sortino Ratio Rank
HLIT Omega Ratio Rank: 7373
Omega Ratio Rank
HLIT Calmar Ratio Rank: 8181
Calmar Ratio Rank
HLIT Martin Ratio Rank: 8080
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7474
Overall Rank
JEPQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 7171
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 8080
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLIT vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmonic Inc. (HLIT) 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.


HLITJEPQDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.25

1.49

-0.24

Calmar ratioReturn relative to maximum drawdown

2.89

3.31

-0.41

Martin ratioReturn relative to average drawdown

6.67

16.22

-9.56

HLIT vs. JEPQ - Sharpe Ratio Comparison

The current HLIT Sharpe Ratio is 1.21, which is lower than the JEPQ Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of HLIT and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HLITJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.49

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.00

-0.97

Drawdowns

HLIT vs. JEPQ - Drawdown Comparison

The maximum HLIT drawdown since its inception was -99.32%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for HLIT and JEPQ.


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Drawdown Indicators


HLITJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-99.32%

-20.07%

-79.25%

Max Drawdown (1Y)

Largest decline over 1 year

-19.10%

-8.82%

-10.28%

Max Drawdown (3Y)

Largest decline over 3 years

-55.14%

-20.07%

-35.07%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

Current Drawdown

Current decline from peak

-90.38%

-0.10%

-90.28%

Average Drawdown

Average peak-to-trough decline

-84.34%

-3.42%

-80.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

1.79%

+6.48%

Volatility

HLIT vs. JEPQ - Volatility Comparison

Harmonic Inc. (HLIT) has a higher volatility of 27.09% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.26%. This indicates that HLIT'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


HLITJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.09%

1.26%

+25.83%

Volatility (6M)

Calculated over the trailing 6-month period

37.20%

9.07%

+28.13%

Volatility (1Y)

Calculated over the trailing 1-year period

45.92%

11.73%

+34.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.08%

16.61%

+31.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.52%

16.61%

+33.91%

Dividends

HLIT vs. JEPQ - Dividend Comparison

HLIT has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.07%.


PositionTTM2025202420232022
HLIT
Harmonic Inc.
0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.07%10.53%9.65%10.03%9.44%

Frequently Asked Questions


HLIT and JEPQ have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HLIT has higher volatility (27.09%) compared to JEPQ (1.26%). In terms of maximum drawdown, HLIT dropped -99.32% vs JEPQ's -20.07%.

JEPQ currently has the higher Sharpe Ratio (2.49 vs 1.21), 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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