JHG vs. JEPQ

Last updated Aug 1, 2026

JHG (Janus Henderson Group plc) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Their 0.54 correlation means they have sometimes moved together and sometimes differently.

Performance

JHG vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Group plc (JHG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JHG

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

JEPQ

• 1D: 0.57%
• 1M: -1.92%
• 6M: 3.71%
• YTD: 6.05%
• 1Y: 19.59%
• 3Y*: 17.49%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	$439.89M	$417.31M	$422.49M

JHG vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JHG Janus Henderson Group plc	9.21%	16.22%	47.54%	36.00%	-21.38%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	6.05%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between JHG and JEPQ is 0.28, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.28
Correlation (3Y) Balances recent behavior with more history.	0.46
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.54

Over the past year, the correlation between JHG and JEPQ has dropped to 0.28 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Return for Risk

JHG vs. JEPQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JHG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEPQ

JEPQ Risk / Return Rank: 55
JEPQ Sharpe Ratio Rank: 50
JEPQ Sortino Ratio Rank: 48
JEPQ Omega Ratio Rank: 52
JEPQ Calmar Ratio Rank: 58
JEPQ Martin Ratio Rank: 68

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JHG vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Group plc (JHG) 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.

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.

	JHG	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.22	—
Sortino ratio: Return per unit of downside risk	—	1.72	—
Omega ratio: Gain probability vs. loss probability	—	1.23	—
Calmar ratio: Return relative to maximum drawdown	—	2.02	—
Martin ratio: Return relative to average drawdown	—	8.30	—

Drawdowns

Drawdown Indicators

	JHG	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	—	-20.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.82%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	—	-4.23%	—
Average Drawdown Average peak-to-trough decline	—	-3.38%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.14%	—

Volatility

Volatility by Period

	JHG	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.65%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.90%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.90%	—

Dividends

JHG vs. JEPQ - Dividend Comparison

JHG has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.75%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.99%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%
JHG Janus Henderson Group plc	1.54%	3.34%	3.67%	5.17%	6.59%	3.58%	4.43%	5.89%	6.76%	1.67%

Frequently Asked Questions

Can I hold both JHG and JEPQ in my portfolio?

JHG and JEPQ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.