IVR vs. JEPQ
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) 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: IVR or JEPQ.
Key characteristics
| IVR | JEPQ | |
|---|---|---|
| YTD Return | 5.92% | 23.39% |
| 1Y Return | 24.75% | 28.15% |
| Sharpe Ratio | 1.16 | 2.38 |
| Sortino Ratio | 1.66 | 3.11 |
| Omega Ratio | 1.21 | 1.49 |
| Calmar Ratio | 0.33 | 2.71 |
| Martin Ratio | 4.28 | 11.74 |
| Ulcer Index | 7.10% | 2.48% |
| Daily Std Dev | 26.29% | 12.20% |
| Max Drawdown | -94.21% | -16.82% |
| Current Drawdown | -91.13% | 0.00% |
Correlation
The correlation between IVR and JEPQ is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IVR vs. JEPQ - Performance Comparison
In the year-to-date period, IVR achieves a 5.92% return, which is significantly lower than JEPQ's 23.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IVR vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) 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
IVR vs. JEPQ - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 19.46%, more than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 19.46% | 25.40% | 26.32% | 12.59% | 5.03% | 11.11% | 11.94% | 9.14% | 10.96% | 13.72% | 12.61% | 15.67% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVR vs. JEPQ - Drawdown Comparison
The maximum IVR drawdown since its inception was -94.21%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for IVR and JEPQ. For additional features, visit the drawdowns tool.
Volatility
IVR vs. JEPQ - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) has a higher volatility of 7.75% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.33%. This indicates that IVR'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.