JEQP.DE vs. TROW
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) is Nasdaq-100 fund actively managed by JPMorgan, while TROW (T. Rowe Price Group, Inc.) is a stock. Over the past year, JEQP.DE returned 25.76% vs 20.86% for TROW. At a 0.24 correlation, their price movements are largely independent.
Performance
JEQP.DE vs. TROW - Performance Comparison
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Different Trading Currencies
JEQP.DE is traded in EUR, while TROW is traded in USD. To make them comparable, the TROW values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with JEQP.DE having a 10.32% return and TROW slightly lower at 10.25%.
JEQP.DE
- 1D
- 0.00%
- 1M
- 1.68%
- YTD
- 10.32%
- 6M
- 10.86%
- 1Y
- 25.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TROW
- 1D
- 1.01%
- 1M
- 6.07%
- YTD
- 10.25%
- 6M
- 8.12%
- 1Y
- 20.86%
- 3Y*
- 3.29%
- 5Y*
- -6.71%
- 10Y*
- 8.27%
JEQP.DE vs. TROW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.32% | 1.98% | 2.22% |
TROW T. Rowe Price Group, Inc. | 10.25% | -15.98% | 6.77% |
Correlation
The correlation between JEQP.DE and TROW is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.24 |
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Return for Risk
JEQP.DE vs. TROW — Risk / Return Rank
JEQP.DE
TROW
JEQP.DE vs. TROW - 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 T. Rowe Price Group, Inc. (TROW). 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.
| JEQP.DE | TROW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.17 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 1.10 | +3.55 |
| Martin ratioReturn relative to average drawdown | 15.70 | 2.59 | +13.11 |
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Drawdowns
JEQP.DE vs. TROW - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.03%, smaller than the maximum TROW drawdown of -62.66%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and TROW.
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Drawdown Indicators
| JEQP.DE | TROW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.03% | -62.66% | +38.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -19.09% | +13.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -37.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.90% | — |
Current DrawdownCurrent decline from peak | -1.40% | -39.36% | +37.96% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -18.47% | +12.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 8.06% | -6.42% |
Volatility
JEQP.DE vs. TROW - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) and T. Rowe Price Group, Inc. (TROW) have volatilities of 4.30% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEQP.DE | TROW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.19% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 17.24% | -8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 23.74% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 29.66% | -13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 29.96% | -13.33% |
Dividends
JEQP.DE vs. TROW - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.81%, more than TROW's 4.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.81% | 10.43% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TROW T. Rowe Price Group, Inc. | 4.83% | 4.96% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% |
Frequently Asked Questions
JEQP.DE and TROW have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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