JEPQ vs. K

Last updated Jun 9, 2026

JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while K (Kellogg Company) is a stock. At a 0.06 correlation, their price movements are largely independent.

Performance

JEPQ vs. K - Performance Comparison

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

Returns By Period

JEPQ

• 1D: 1.24%
• 1M: 0.97%
• YTD: 7.44%
• 6M: 7.26%
• 1Y: 25.85%
• 3Y*: 20.04%
• 5Y*: —
• 10Y*: —

K

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPQ vs. K - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.44%	15.18%	24.85%	36.28%	-11.16%
K Kellogg Company	0.00%	5.99%	49.75%	-7.44%	9.03%

Correlation

The correlation between JEPQ and K is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.06

The correlation between JEPQ and K shifts across timeframes, from -0.04 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JEPQ vs. K — Risk / Return Rank

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

JEPQ

JEPQ Risk / Return Rank: 73
JEPQ Sharpe Ratio Rank: 73
JEPQ Sortino Ratio Rank: 68
JEPQ Omega Ratio Rank: 79
JEPQ Calmar Ratio Rank: 65
JEPQ Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEPQ vs. K - Risk-Adjusted Trends Comparison

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

	JEPQ	K	Difference
Sharpe ratio: Return per unit of total volatility	2.13	—	—
Sortino ratio: Return per unit of downside risk	2.79	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	2.95	—	—
Martin ratio: Return relative to average drawdown	14.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JEPQ	K	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	—	—

Drawdowns

Drawdown Indicators

	JEPQ	K	Difference
Max Drawdown Largest peak-to-trough decline	-20.07%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.82%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.07%	—	—
Current Drawdown Current decline from peak	-2.02%	—	—
Average Drawdown Average peak-to-trough decline	-3.42%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	—	—

Volatility

Volatility by Period

	JEPQ	K	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.19%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.67%	—	—

Dividends

JEPQ vs. K - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 10.26%, while K has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.26%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%

Frequently Asked Questions

Can I hold both JEPQ and K in my portfolio?

JEPQ and K have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.