JEPQ vs. VICI
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index, while VICI (VICI Properties Inc.) is a stock. Over the past 3 years, JEPQ returned 18.32%/yr vs -0.92%/yr for VICI. At a 0.20 correlation, their price movements are largely independent.
Performance
JEPQ vs. VICI - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ achieves a 6.67% return, which is significantly higher than VICI's -1.37% return.
JEPQ
- 1D
- 0.14%
- 1M
- -3.48%
- 6M
- 5.22%
- YTD
- 6.67%
- 1Y
- 19.31%
- 3Y*
- 18.32%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.84%
VICI
- 1D
- -0.11%
- 1M
- 2.13%
- 6M
- -4.30%
- YTD
- -1.37%
- 1Y
- -13.14%
- 3Y*
- -0.92%
- 5Y*
- 1.91%
- 10Y*
- —
- ALL TIME*
- 9.88%
JEPQ vs. VICI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.67% | 15.18% | 24.85% | 36.28% | -11.16% |
VICI VICI Properties Inc. | -1.37% | 1.90% | -3.07% | 3.58% | 12.21% |
Correlation
The correlation between JEPQ and VICI is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.20 |
The correlation between JEPQ and VICI shifts across timeframes, from -0.16 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEPQ vs. VICI — Risk / Return Rank
JEPQ
VICI
JEPQ vs. VICI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and VICI Properties Inc. (VICI). 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 | VICI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.89 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | -0.71 | +2.91 |
| Martin ratioReturn relative to average drawdown | 9.95 | -1.12 | +11.07 |
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Drawdowns
JEPQ vs. VICI - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum VICI drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for JEPQ and VICI.
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Drawdown Indicators
| JEPQ | VICI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -60.21% | +40.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -18.63% | +9.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -18.63% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.63% | — |
Current DrawdownCurrent decline from peak | -3.67% | -15.77% | +12.10% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -8.27% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 11.74% | -9.80% |
Volatility
JEPQ vs. VICI - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 5.83%, while VICI Properties Inc. (VICI) has a volatility of 7.77%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | VICI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 7.77% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 14.65% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.92% | 18.15% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 21.03% | -4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 29.25% | -12.43% |
Dividends
JEPQ vs. VICI - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.69%, more than VICI's 6.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.69% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% |
VICI VICI Properties Inc. | 6.71% | 6.28% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% |
Frequently Asked Questions
JEPQ and VICI have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VICI has higher volatility (7.77%) compared to JEPQ (5.83%). In terms of maximum drawdown, JEPQ dropped -20.07% vs VICI's -60.21%.
JEPQ currently has the higher Sharpe Ratio (1.40 vs -0.73), 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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