JEPQ vs. COIN
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while COIN (Coinbase Global, Inc.) is a stock. Over the past 3 years, JEPQ returned 19.91%/yr vs 45.01%/yr for COIN. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
JEPQ vs. COIN - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ achieves a 7.85% return, which is significantly higher than COIN's -29.34% return.
JEPQ
- 1D
- 0.62%
- 1M
- 1.08%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 26.60%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
COIN
- 1D
- -0.41%
- 1M
- -18.24%
- YTD
- -29.34%
- 6M
- -40.26%
- 1Y
- -34.17%
- 3Y*
- 45.01%
- 5Y*
- -6.53%
- 10Y*
- —
JEPQ vs. COIN - 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% |
COIN Coinbase Global, Inc. | -29.34% | -8.92% | 42.77% | 391.44% | -71.36% |
Correlation
The correlation between JEPQ and COIN is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.53 |
The correlation between JEPQ and COIN has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.
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Return for Risk
JEPQ vs. COIN — Risk / Return Rank
JEPQ
COIN
JEPQ vs. COIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Coinbase Global, Inc. (COIN). 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 | COIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.51 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.96 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | -0.51 | +3.42 |
| Martin ratioReturn relative to average drawdown | 13.84 | -0.82 | +14.66 |
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Drawdowns
JEPQ vs. COIN - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum COIN drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for JEPQ and COIN.
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Drawdown Indicators
| JEPQ | COIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -91.46% | +71.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -66.39% | +57.57% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -66.39% | +46.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -90.90% | — |
Current DrawdownCurrent decline from peak | -1.64% | -61.94% | +60.30% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -52.60% | +49.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 41.01% | -39.16% |
Volatility
JEPQ vs. COIN - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 4.98%, while Coinbase Global, Inc. (COIN) has a volatility of 19.52%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than COIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | COIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 19.52% | -14.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 51.84% | -41.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 70.66% | -58.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 85.93% | -69.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 85.49% | -68.76% |
Dividends
JEPQ vs. COIN - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.22%, while COIN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
COIN Coinbase Global, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
JEPQ and COIN have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIN has higher volatility (19.52%) compared to JEPQ (4.98%). In terms of maximum drawdown, JEPQ dropped -20.07% vs COIN's -91.46%.
JEPQ currently has the higher Sharpe Ratio (2.03 vs -0.48), 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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