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

Correlation

The correlation between JEGP.L and JEQP.L is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JEGP.L vs. JEQP.L - 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 JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JEGP.L:

10.73%

JEQP.L:

21.26%

Max Drawdown

JEGP.L:

-7.70%

JEQP.L:

-21.99%

Current Drawdown

JEGP.L:

-4.93%

JEQP.L:

-12.88%

Returns By Period

In the year-to-date period, JEGP.L achieves a 1.81% return, which is significantly higher than JEQP.L's -9.42% return.


JEGP.L

YTD

1.81%

1M

1.52%

6M

0.93%

1Y

5.88%

5Y*

N/A

10Y*

N/A

JEQP.L

YTD

-9.42%

1M

7.03%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JEGP.L vs. JEQP.L - Expense Ratio Comparison

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


Risk-Adjusted Performance

JEGP.L vs. JEQP.L — 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 6262
Overall Rank
The Sharpe Ratio Rank of JEGP.L is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JEGP.L is 5454
Sortino Ratio Rank
The Omega Ratio Rank of JEGP.L is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JEGP.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of JEGP.L is 7070
Martin Ratio Rank

JEQP.L
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. JEQP.L - 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 JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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. JEQP.L - Dividend Comparison

JEGP.L's dividend yield for the trailing twelve months is around 7.25%, more than JEQP.L's 5.45% yield.


Drawdowns

JEGP.L vs. JEQP.L - Drawdown Comparison

The maximum JEGP.L drawdown since its inception was -7.70%, smaller than the maximum JEQP.L drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JEQP.L. For additional features, visit the drawdowns tool.


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Volatility

JEGP.L vs. JEQP.L - Volatility Comparison


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