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JEPI vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JEPIJEPQ
YTD Return6.10%11.26%
1Y Return8.74%19.36%
Sharpe Ratio1.181.73
Daily Std Dev7.26%11.56%
Max Drawdown-13.71%-16.82%
Current Drawdown-1.73%-5.45%

Correlation

-0.50.00.51.00.7

The correlation between JEPI and JEPQ is 0.70, 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

JEPI vs. JEPQ - Performance Comparison

In the year-to-date period, JEPI achieves a 6.10% return, which is significantly lower than JEPQ's 11.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%FebruaryMarchAprilMayJuneJuly
16.02%
32.07%
JEPI
JEPQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan Equity Premium Income ETF

JPMorgan Nasdaq Equity Premium Income ETF

JEPI vs. JEPQ - Expense Ratio Comparison

Both JEPI and JEPQ have an expense ratio of 0.35%.


JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

JEPI vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) 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.


JEPI
Sharpe ratio
The chart of Sharpe ratio for JEPI, currently valued at 1.18, compared to the broader market0.002.004.006.001.18
Sortino ratio
The chart of Sortino ratio for JEPI, currently valued at 1.68, compared to the broader market0.005.0010.001.68
Omega ratio
The chart of Omega ratio for JEPI, currently valued at 1.21, compared to the broader market1.002.003.001.21
Calmar ratio
The chart of Calmar ratio for JEPI, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.28
Martin ratio
The chart of Martin ratio for JEPI, currently valued at 4.97, compared to the broader market0.0050.00100.00150.004.97
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 2.29, compared to the broader market0.005.0010.002.29
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.33, compared to the broader market1.002.003.001.33
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 3.03, compared to the broader market0.005.0010.0015.0020.003.03
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 10.95, compared to the broader market0.0050.00100.00150.0010.95

JEPI vs. JEPQ - Sharpe Ratio Comparison

The current JEPI Sharpe Ratio is 1.18, which is lower than the JEPQ Sharpe Ratio of 1.73. The chart below compares the 12-month rolling Sharpe Ratio of JEPI and JEPQ.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50FebruaryMarchAprilMayJuneJuly
1.18
1.73
JEPI
JEPQ

Dividends

JEPI vs. JEPQ - Dividend Comparison

JEPI's dividend yield for the trailing twelve months is around 7.33%, less than JEPQ's 9.27% yield.


TTM2023202220212020
JEPI
JPMorgan Equity Premium Income ETF
7.33%8.40%11.68%6.59%5.79%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.27%10.02%9.44%0.00%0.00%

Drawdowns

JEPI vs. JEPQ - Drawdown Comparison

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for JEPI and JEPQ. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.73%
-5.45%
JEPI
JEPQ

Volatility

JEPI vs. JEPQ - Volatility Comparison

The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 2.09%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 4.43%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.09%
4.43%
JEPI
JEPQ