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JEQP.DE vs. IGOG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEQP.DE vs. IGOG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) and IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE). The values are adjusted to include any dividend payments, if applicable.

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JEQP.DE vs. IGOG.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEQP.DE achieves a -1.24% return, which is significantly higher than IGOG.DE's -4.89% return.


JEQP.DE

1D
2.26%
1M
-1.31%
YTD
-1.24%
6M
3.42%
1Y
11.38%
3Y*
5Y*
10Y*

IGOG.DE

1D
-0.06%
1M
-5.46%
YTD
-4.89%
6M
13.06%
1Y
49.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEQP.DE vs. IGOG.DE - Expense Ratio Comparison

JEQP.DE has a 0.35% expense ratio, which is lower than IGOG.DE's 0.55% expense ratio.


Return for Risk

JEQP.DE vs. IGOG.DE — Risk / Return Rank

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

JEQP.DE
JEQP.DE Risk / Return Rank: 4141
Overall Rank
JEQP.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 3333
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 5252
Martin Ratio Rank

IGOG.DE
IGOG.DE Risk / Return Rank: 8181
Overall Rank
IGOG.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IGOG.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IGOG.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IGOG.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IGOG.DE Martin Ratio Rank: 8282
Martin Ratio Rank
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.

JEQP.DE vs. IGOG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) and IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE). 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.


JEQP.DEIGOG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.40

-0.72

Sortino ratio

Return per unit of downside risk

1.00

2.13

-1.14

Omega ratio

Gain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratio

Return relative to maximum drawdown

1.54

4.12

-2.58

Martin ratio

Return relative to average drawdown

5.66

10.35

-4.68

JEQP.DE vs. IGOG.DE - Sharpe Ratio Comparison

The current JEQP.DE Sharpe Ratio is 0.68, which is lower than the IGOG.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of JEQP.DE and IGOG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEQP.DEIGOG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.40

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.72

-0.51

Correlation

The correlation between JEQP.DE and IGOG.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JEQP.DE vs. IGOG.DE - Dividend Comparison

JEQP.DE's dividend yield for the trailing twelve months is around 9.60%, less than IGOG.DE's 19.45% yield.


Drawdowns

JEQP.DE vs. IGOG.DE - Drawdown Comparison

The maximum JEQP.DE drawdown since its inception was -24.10%, smaller than the maximum IGOG.DE drawdown of -30.55%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and IGOG.DE.


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Drawdown Indicators


JEQP.DEIGOG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.10%

-30.55%

+6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-14.05%

+1.53%

Current Drawdown

Current decline from peak

-3.73%

-12.45%

+8.72%

Average Drawdown

Average peak-to-trough decline

-6.92%

-10.10%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

5.59%

-3.65%

Volatility

JEQP.DE vs. IGOG.DE - Volatility Comparison

The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) is 4.70%, while IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) has a volatility of 5.99%. This indicates that JEQP.DE experiences smaller price fluctuations and is considered to be less risky than IGOG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEQP.DEIGOG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

5.99%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

26.37%

-16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

35.01%

-18.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

33.34%

-16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

33.34%

-16.43%