JEPQ vs. BSTZ
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while BSTZ (BlackRock Science and Technology Trust II) is a stock. Over the past 3 years, JEPQ returned 19.91%/yr vs 32.82%/yr for BSTZ. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
JEPQ vs. BSTZ - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ achieves a 7.85% return, which is significantly lower than BSTZ's 40.69% return.
JEPQ
- 1D
- 0.62%
- 1M
- 0.88%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 25.53%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
BSTZ
- 1D
- 1.45%
- 1M
- 9.27%
- YTD
- 40.69%
- 6M
- 45.18%
- 1Y
- 74.28%
- 3Y*
- 32.82%
- 5Y*
- 5.61%
- 10Y*
- —
JEPQ vs. BSTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
BSTZ BlackRock Science and Technology Trust II | 40.69% | 25.06% | 37.49% | 18.72% | -31.40% |
Correlation
The correlation between JEPQ and BSTZ is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.73 |
The correlation between JEPQ and BSTZ has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
JEPQ vs. BSTZ — Risk / Return Rank
JEPQ
BSTZ
JEPQ vs. BSTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and BlackRock Science and Technology Trust II (BSTZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPQ | BSTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.51 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 8.06 | -5.15 |
| Martin ratioReturn relative to average drawdown | 13.84 | 24.16 | -10.32 |
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Drawdowns
JEPQ vs. BSTZ - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum BSTZ drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for JEPQ and BSTZ.
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Drawdown Indicators
| JEPQ | BSTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -60.51% | +40.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -9.26% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -25.31% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -60.51% | — |
Current DrawdownCurrent decline from peak | -1.64% | -2.60% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -27.46% | +24.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 3.08% | -1.23% |
Volatility
JEPQ vs. BSTZ - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 4.98%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 11.58%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than BSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | BSTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 11.58% | -6.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 20.72% | -10.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 23.97% | -11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 27.69% | -10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 30.26% | -13.53% |
Dividends
JEPQ vs. BSTZ - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.22%, more than BSTZ's 8.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 8.21% | 12.46% | 9.75% | 10.90% | 14.73% | 5.14% | 3.42% | 2.44% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPQ and BSTZ have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSTZ has higher volatility (11.58%) compared to JEPQ (4.98%). In terms of maximum drawdown, JEPQ dropped -20.07% vs BSTZ's -60.51%.
BSTZ currently has the higher Sharpe Ratio (3.12 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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