JHG vs. JEPQ
Compare and contrast key facts about Janus Henderson Group plc (JHG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHG or JEPQ.
Key characteristics
| JHG | JEPQ | |
|---|---|---|
| YTD Return | 54.58% | 23.36% |
| 1Y Return | 92.35% | 29.05% |
| Sharpe Ratio | 4.02 | 2.38 |
| Sortino Ratio | 4.97 | 3.11 |
| Omega Ratio | 1.65 | 1.49 |
| Calmar Ratio | 2.07 | 2.71 |
| Martin Ratio | 28.48 | 11.74 |
| Ulcer Index | 3.17% | 2.48% |
| Daily Std Dev | 22.48% | 12.20% |
| Max Drawdown | -67.20% | -16.82% |
| Current Drawdown | -1.52% | 0.00% |
Correlation
The correlation between JHG and JEPQ is 0.62, 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.
Performance
JHG vs. JEPQ - Performance Comparison
In the year-to-date period, JHG achieves a 54.58% return, which is significantly higher than JEPQ's 23.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JHG vs. JEPQ - Risk-Adjusted Performance 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.
Dividends
JHG vs. JEPQ - Dividend Comparison
JHG's dividend yield for the trailing twelve months is around 3.50%, less than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
JHG Janus Henderson Group plc | 3.50% | 5.17% | 6.59% | 3.58% | 5.54% | 5.89% | 6.76% | 1.67% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JHG vs. JEPQ - Drawdown Comparison
The maximum JHG drawdown since its inception was -67.20%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for JHG and JEPQ. For additional features, visit the drawdowns tool.
Volatility
JHG vs. JEPQ - Volatility Comparison
Janus Henderson Group plc (JHG) has a higher volatility of 7.84% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that JHG's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.