JEPQ vs. C
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while C (Citigroup Inc.) is a stock. Over the past 3 years, JEPQ returned 19.91%/yr vs 46.87%/yr for C. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
JEPQ vs. C - 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 C's 21.02% return.
JEPQ
- 1D
- 0.62%
- 1M
- 0.88%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 25.53%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
C
- 1D
- 1.27%
- 1M
- 12.68%
- YTD
- 21.02%
- 6M
- 26.32%
- 1Y
- 82.79%
- 3Y*
- 46.87%
- 5Y*
- 16.80%
- 10Y*
- 16.22%
JEPQ vs. C - 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% |
C Citigroup Inc. | 21.02% | 70.38% | 41.93% | 18.98% | -7.78% |
Correlation
The correlation between JEPQ and C is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.51 |
The correlation between JEPQ and C has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
JEPQ vs. C — Risk / Return Rank
JEPQ
C
JEPQ vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Citigroup Inc. (C). 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 | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.45 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 5.64 | -2.73 |
| Martin ratioReturn relative to average drawdown | 13.84 | 16.25 | -2.41 |
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Drawdowns
JEPQ vs. C - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for JEPQ and C.
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Drawdown Indicators
| JEPQ | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -98.00% | +77.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -14.76% | +5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -31.31% | +11.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.51% | — |
Current DrawdownCurrent decline from peak | -1.64% | -62.68% | +61.04% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -43.51% | +40.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 5.12% | -3.27% |
Volatility
JEPQ vs. C - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 4.98%, while Citigroup Inc. (C) has a volatility of 8.30%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 8.30% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 23.09% | -12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 28.37% | -15.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 29.20% | -12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 33.23% | -16.50% |
Dividends
JEPQ vs. C - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.22%, more than C's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.72% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPQ and C have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.30%) compared to JEPQ (4.98%). In terms of maximum drawdown, JEPQ dropped -20.07% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.93 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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