JEPQ vs. RIO.L
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while RIO.L (Rio Tinto PLC) is a stock. Over the past 3 years, JEPQ returned 20.83%/yr vs 21.37%/yr for RIO.L. At a 0.32 correlation, their price movements are largely independent.
Performance
JEPQ vs. RIO.L - Performance Comparison
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Different Trading Currencies
JEPQ is traded in USD, while RIO.L is traded in GBp. To make them comparable, the RIO.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPQ achieves a 10.52% return, which is significantly lower than RIO.L's 24.60% return.
JEPQ
- 1D
- 1.61%
- 1M
- 3.22%
- YTD
- 10.52%
- 6M
- 10.65%
- 1Y
- 29.09%
- 3Y*
- 20.83%
- 5Y*
- —
- 10Y*
- —
RIO.L
- 1D
- -2.39%
- 1M
- -4.70%
- YTD
- 24.60%
- 6M
- 28.73%
- 1Y
- 84.66%
- 3Y*
- 21.37%
- 5Y*
- 12.55%
- 10Y*
- 20.72%
JEPQ vs. RIO.L - 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% |
RIO.L Rio Tinto PLC | 24.60% | 44.94% | -14.82% | 12.61% | 3.95% |
Correlation
The correlation between JEPQ and RIO.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.32 |
The correlation between JEPQ and RIO.L shifts across timeframes, from 0.31 (3 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JEPQ vs. RIO.L — Risk / Return Rank
JEPQ
RIO.L
JEPQ vs. RIO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Rio Tinto PLC (RIO.L). 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 | RIO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.45 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 5.48 | -2.16 |
| Martin ratioReturn relative to average drawdown | 15.77 | 19.48 | -3.72 |
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Drawdowns
JEPQ vs. RIO.L - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum RIO.L drawdown of -88.71%. Use the drawdown chart below to compare losses from any high point for JEPQ and RIO.L.
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Drawdown Indicators
| JEPQ | RIO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -88.71% | +68.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -15.38% | +6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -23.98% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -12.56% | +12.56% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -28.10% | +24.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 4.33% | -2.48% |
Volatility
JEPQ vs. RIO.L - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 5.70%, while Rio Tinto PLC (RIO.L) has a volatility of 9.71%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than RIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | RIO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 9.71% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 23.54% | -13.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 28.04% | -15.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 29.47% | -12.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 30.70% | -13.94% |
Dividends
JEPQ vs. RIO.L - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 9.98%, more than RIO.L's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RIO.L Rio Tinto PLC | 4.06% | 4.75% | 7.16% | 5.53% | 9.90% | 14.14% | 5.43% | 5.76% | 6.07% | 4.66% | 3.42% | 7.42% |
Frequently Asked Questions
JEPQ and RIO.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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