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JEPQ vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEPQ and JEPI is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

JEPQ vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
36.78%
19.47%
JEPQ
JEPI

Key characteristics

Sharpe Ratio

JEPQ:

0.48

JEPI:

0.41

Sortino Ratio

JEPQ:

0.80

JEPI:

0.67

Omega Ratio

JEPQ:

1.12

JEPI:

1.11

Calmar Ratio

JEPQ:

0.48

JEPI:

0.43

Martin Ratio

JEPQ:

1.87

JEPI:

1.99

Ulcer Index

JEPQ:

5.20%

JEPI:

2.83%

Daily Std Dev

JEPQ:

20.43%

JEPI:

13.76%

Max Drawdown

JEPQ:

-20.07%

JEPI:

-13.71%

Current Drawdown

JEPQ:

-11.79%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, JEPQ achieves a -7.74% return, which is significantly lower than JEPI's -2.96% return.


JEPQ

YTD

-7.74%

1M

-5.27%

6M

-3.37%

1Y

7.78%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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JEPQ vs. JEPI - Expense Ratio Comparison

Both JEPQ and JEPI have an expense ratio of 0.35%.


Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

JEPQ vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 6060
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5959
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEPQ vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and JPMorgan Equity Premium Income ETF (JEPI). 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.


The chart of Sharpe ratio for JEPQ, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.00
JEPQ: 0.48
JEPI: 0.41
The chart of Sortino ratio for JEPQ, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
JEPQ: 0.80
JEPI: 0.67
The chart of Omega ratio for JEPQ, currently valued at 1.12, compared to the broader market0.501.001.502.00
JEPQ: 1.12
JEPI: 1.11
The chart of Calmar ratio for JEPQ, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
JEPQ: 0.48
JEPI: 0.43
The chart of Martin ratio for JEPQ, currently valued at 1.87, compared to the broader market0.0020.0040.0060.00
JEPQ: 1.87
JEPI: 1.99

The current JEPQ Sharpe Ratio is 0.48, which is comparable to the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of JEPQ and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.48
0.41
JEPQ
JEPI

Dividends

JEPQ vs. JEPI - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 11.39%, more than JEPI's 7.90% yield.


TTM20242023202220212020
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.39%9.65%10.02%9.44%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%

Drawdowns

JEPQ vs. JEPI - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -20.07%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for JEPQ and JEPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.79%
-7.02%
JEPQ
JEPI

Volatility

JEPQ vs. JEPI - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 14.74% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that JEPQ's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.74%
11.06%
JEPQ
JEPI