JEPQ vs. RKT
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while RKT (Rocket Companies, Inc.) is a stock. Over the past 3 years, JEPQ returned 20.04%/yr vs 13.40%/yr for RKT. At a 0.41 correlation, their price movements are largely independent.
Performance
JEPQ vs. RKT - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ achieves a 7.44% return, which is significantly higher than RKT's -36.21% return.
JEPQ
- 1D
- 1.24%
- 1M
- 0.97%
- YTD
- 7.44%
- 6M
- 7.26%
- 1Y
- 25.85%
- 3Y*
- 20.04%
- 5Y*
- —
- 10Y*
- —
RKT
- 1D
- -2.37%
- 1M
- -21.29%
- YTD
- -36.21%
- 6M
- -34.34%
- 1Y
- -3.29%
- 3Y*
- 13.40%
- 5Y*
- -8.35%
- 10Y*
- —
JEPQ vs. RKT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.44% | 15.18% | 24.85% | 36.28% | -12.89% |
RKT Rocket Companies, Inc. | -36.21% | 81.69% | -22.24% | 106.86% | -27.46% |
Correlation
The correlation between JEPQ and RKT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.41 |
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Return for Risk
JEPQ vs. RKT — Risk / Return Rank
JEPQ
RKT
JEPQ vs. RKT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Rocket Companies, Inc. (RKT). 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 | RKT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.07 | +3.02 |
| Martin ratioReturn relative to average drawdown | 14.33 | -0.15 | +14.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEPQ | RKT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | -0.06 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | -0.10 | +1.06 |
Drawdowns
JEPQ vs. RKT - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum RKT drawdown of -83.00%. Use the drawdown chart below to compare losses from any high point for JEPQ and RKT.
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Drawdown Indicators
| JEPQ | RKT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -83.00% | +62.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -47.31% | +38.49% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -50.60% | +30.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -67.39% | — |
Current DrawdownCurrent decline from peak | -2.02% | -64.67% | +62.65% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -60.17% | +56.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 22.62% | -20.81% |
Volatility
JEPQ vs. RKT - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 3.65%, while Rocket Companies, Inc. (RKT) has a volatility of 20.75%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than RKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | RKT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 20.75% | -17.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 42.53% | -32.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 58.42% | -46.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 53.55% | -36.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 64.41% | -47.74% |
Dividends
JEPQ vs. RKT - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.26%, while RKT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.26% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% |
RKT Rocket Companies, Inc. | 0.00% | 4.13% | 0.00% | 0.00% | 14.43% | 7.93% |
Frequently Asked Questions
JEPQ and RKT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RKT has higher volatility (20.75%) compared to JEPQ (3.65%). In terms of maximum drawdown, JEPQ dropped -20.07% vs RKT's -83.00%.
JEPQ currently has the higher Sharpe Ratio (2.13 vs -0.06), 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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