JEPQ vs. ENVB
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while ENVB (Enveric Biosciences Inc) is a stock. Over the past 3 years, JEPQ returned 20.72%/yr vs -87.52%/yr for ENVB. At a 0.21 correlation, their price movements are largely independent.
Performance
JEPQ vs. ENVB - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ achieves a 10.23% return, which is significantly higher than ENVB's -59.23% return.
JEPQ
- 1D
- 2.21%
- 1M
- 3.31%
- YTD
- 10.23%
- 6M
- 11.56%
- 1Y
- 29.39%
- 3Y*
- 20.72%
- 5Y*
- —
- 10Y*
- —
ENVB
- 1D
- -3.27%
- 1M
- -34.22%
- YTD
- -59.23%
- 6M
- -72.39%
- 1Y
- -89.81%
- 3Y*
- -87.52%
- 5Y*
- -85.10%
- 10Y*
- -74.86%
JEPQ vs. ENVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.23% | 15.18% | 24.85% | 36.28% | -11.16% |
ENVB Enveric Biosciences Inc | -59.23% | -94.37% | -72.43% | -37.50% | -84.00% |
Correlation
The correlation between JEPQ and ENVB is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.21 |
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Return for Risk
JEPQ vs. ENVB — Risk / Return Rank
JEPQ
ENVB
JEPQ vs. ENVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Enveric Biosciences Inc (ENVB). 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 | ENVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +4.07 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 0.87 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | -0.98 | +4.33 |
| Martin ratioReturn relative to average drawdown | 15.94 | -1.34 | +17.28 |
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Drawdowns
JEPQ vs. ENVB - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum ENVB drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for JEPQ and ENVB.
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Drawdown Indicators
| JEPQ | ENVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -100.00% | +79.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -91.49% | +82.67% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -99.81% | +79.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -100.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | 0.00% | -100.00% | +100.00% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -86.07% | +82.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 66.73% | -64.88% |
Volatility
JEPQ vs. ENVB - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 5.42%, while Enveric Biosciences Inc (ENVB) has a volatility of 21.07%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than ENVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | ENVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 21.07% | -15.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 105.59% | -95.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 175.01% | -162.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 155.96% | -139.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 164.65% | -147.89% |
Dividends
JEPQ vs. ENVB - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.00%, while ENVB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.00% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
JEPQ and ENVB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVB has higher volatility (21.07%) compared to JEPQ (5.42%). In terms of maximum drawdown, JEPQ dropped -20.07% vs ENVB's -100.00%.
JEPQ currently has the higher Sharpe Ratio (2.31 vs -0.51), 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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