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JEQP.L vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEQP.L and JEPQ is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JEQP.L vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

JEQP.L:

20.80%

JEPQ:

4.97%

Max Drawdown

JEQP.L:

-21.99%

JEPQ:

-0.35%

Current Drawdown

JEQP.L:

-14.52%

JEPQ:

0.00%

Returns By Period


JEQP.L

YTD

-11.12%

1M

5.02%

6M

-6.11%

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JEQP.L vs. JEPQ - Expense Ratio Comparison

Both JEQP.L and JEPQ have an expense ratio of 0.35%.


Risk-Adjusted Performance

JEQP.L vs. JEPQ — Risk-Adjusted Performance Rank

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

JEQP.L

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5252
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEQP.L vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.



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Dividends

JEQP.L vs. JEPQ - Dividend Comparison

JEQP.L's dividend yield for the trailing twelve months is around 5.56%, more than JEPQ's 0.98% yield.


Drawdowns

JEQP.L vs. JEPQ - Drawdown Comparison

The maximum JEQP.L drawdown since its inception was -21.99%, which is greater than JEPQ's maximum drawdown of -0.35%. Use the drawdown chart below to compare losses from any high point for JEQP.L and JEPQ. For additional features, visit the drawdowns tool.


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Volatility

JEQP.L vs. JEPQ - Volatility Comparison


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