JEPQ vs. ECC
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while ECC (Eagle Point Credit Company Inc) is a stock. Over the past 3 years, JEPQ returned 20.83%/yr vs -4.04%/yr for ECC. At a 0.30 correlation, their price movements are largely independent.
Performance
JEPQ vs. ECC - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ achieves a 10.52% return, which is significantly higher than ECC's -4.62% return.
JEPQ
- 1D
- 1.61%
- 1M
- 3.22%
- YTD
- 10.52%
- 6M
- 10.65%
- 1Y
- 29.09%
- 3Y*
- 20.83%
- 5Y*
- —
- 10Y*
- —
ECC
- 1D
- 1.39%
- 1M
- 20.35%
- YTD
- -4.62%
- 6M
- -3.95%
- 1Y
- -17.04%
- 3Y*
- -4.04%
- 5Y*
- -0.77%
- 10Y*
- 4.64%
JEPQ vs. ECC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.52% | 15.18% | 24.85% | 36.28% | -11.16% |
ECC Eagle Point Credit Company Inc | -4.62% | -18.45% | 11.77% | 12.11% | -9.10% |
Correlation
The correlation between JEPQ and ECC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.30 |
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Return for Risk
JEPQ vs. ECC — Risk / Return Rank
JEPQ
ECC
JEPQ vs. ECC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Eagle Point Credit Company Inc (ECC). 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 | ECC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.96 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | -0.37 | +3.69 |
| Martin ratioReturn relative to average drawdown | 15.77 | -0.68 | +16.45 |
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Drawdowns
JEPQ vs. ECC - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum ECC drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for JEPQ and ECC.
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Drawdown Indicators
| JEPQ | ECC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -70.79% | +50.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -45.79% | +36.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -49.65% | +29.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -49.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.79% | — |
Current DrawdownCurrent decline from peak | 0.00% | -27.67% | +27.67% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -12.99% | +9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 25.04% | -23.19% |
Volatility
JEPQ vs. ECC - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 5.70%, while Eagle Point Credit Company Inc (ECC) has a volatility of 25.08%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than ECC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | ECC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 25.08% | -19.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 35.38% | -24.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 44.08% | -31.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 27.14% | -10.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 37.37% | -20.61% |
Dividends
JEPQ vs. ECC - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 9.98%, less than ECC's 65.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECC Eagle Point Credit Company Inc | 65.46% | 29.17% | 20.05% | 19.58% | 23.42% | 11.71% | 13.08% | 16.43% | 16.89% | 13.02% | 14.36% | 14.61% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.98% | 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 ECC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECC has higher volatility (25.08%) compared to JEPQ (5.70%). In terms of maximum drawdown, JEPQ dropped -20.07% vs ECC's -70.79%.
JEPQ currently has the higher Sharpe Ratio (2.28 vs -0.39), 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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