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JEPQ.TO vs. ECHI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPQ.TO vs. ECHI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO). The values are adjusted to include any dividend payments, if applicable.

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JEPQ.TO vs. ECHI.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEPQ.TO achieves a -1.52% return, which is significantly lower than ECHI.TO's 9.91% return.


JEPQ.TO

1D
3.31%
1M
-1.63%
YTD
-1.52%
6M
1.85%
1Y
16.19%
3Y*
5Y*
10Y*

ECHI.TO

1D
2.64%
1M
0.11%
YTD
9.91%
6M
22.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEPQ.TO vs. ECHI.TO - Expense Ratio Comparison

JEPQ.TO has a 0.35% expense ratio, which is higher than ECHI.TO's 0.29% expense ratio.


Return for Risk

JEPQ.TO vs. ECHI.TO — Risk / Return Rank

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

JEPQ.TO
JEPQ.TO Risk / Return Rank: 5252
Overall Rank
JEPQ.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JEPQ.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
JEPQ.TO Omega Ratio Rank: 5555
Omega Ratio Rank
JEPQ.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
JEPQ.TO Martin Ratio Rank: 5858
Martin Ratio Rank

ECHI.TO
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.

JEPQ.TO vs. ECHI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO). 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.


JEPQ.TOECHI.TODifference

Sharpe ratio

Return per unit of total volatility

0.86

Sortino ratio

Return per unit of downside risk

1.29

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.40

Martin ratio

Return relative to average drawdown

5.82

JEPQ.TO vs. ECHI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEPQ.TOECHI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

3.17

-2.25

Correlation

The correlation between JEPQ.TO and ECHI.TO is 0.51, 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.


Dividends

JEPQ.TO vs. ECHI.TO - Dividend Comparison

JEPQ.TO's dividend yield for the trailing twelve months is around 10.53%, more than ECHI.TO's 8.71% yield.


Drawdowns

JEPQ.TO vs. ECHI.TO - Drawdown Comparison

The maximum JEPQ.TO drawdown since its inception was -20.05%, which is greater than ECHI.TO's maximum drawdown of -6.84%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and ECHI.TO.


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Drawdown Indicators


JEPQ.TOECHI.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-6.84%

-13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

Current Drawdown

Current decline from peak

-4.69%

-1.98%

-2.71%

Average Drawdown

Average peak-to-trough decline

-3.68%

-1.40%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

JEPQ.TO vs. ECHI.TO - Volatility Comparison


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Volatility by Period


JEPQ.TOECHI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

18.59%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

18.59%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

18.59%

-0.68%