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JEGP.L vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEGP.L and JEPQ is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

JEGP.L vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JEGP.L:

10.71%

JEPQ:

4.97%

Max Drawdown

JEGP.L:

-7.70%

JEPQ:

-0.35%

Current Drawdown

JEGP.L:

-4.63%

JEPQ:

0.00%

Returns By Period


JEGP.L

YTD

2.13%

1M

1.84%

6M

1.70%

1Y

6.22%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JEGP.L vs. JEPQ - Expense Ratio Comparison

Both JEGP.L and JEPQ have an expense ratio of 0.35%.


Risk-Adjusted Performance

JEGP.L vs. JEPQ — Risk-Adjusted Performance Rank

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

JEGP.L
The Risk-Adjusted Performance Rank of JEGP.L is 7070
Overall Rank
The Sharpe Ratio Rank of JEGP.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of JEGP.L is 6363
Sortino Ratio Rank
The Omega Ratio Rank of JEGP.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of JEGP.L is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JEGP.L is 7575
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5252
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5151
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.

JEGP.L vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) 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.



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Dividends

JEGP.L vs. JEPQ - Dividend Comparison

JEGP.L's dividend yield for the trailing twelve months is around 7.23%, more than JEPQ's 0.98% yield.


Drawdowns

JEGP.L vs. JEPQ - Drawdown Comparison

The maximum JEGP.L drawdown since its inception was -7.70%, which is greater than JEPQ's maximum drawdown of -0.35%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JEPQ. For additional features, visit the drawdowns tool.


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Volatility

JEGP.L vs. JEPQ - Volatility Comparison


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