Correlation
The correlation between JHG and JEPQ is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
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.
Performance
JHG vs. JEPQ - Performance Comparison
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Key characteristics
JHG:
0.41
JEPQ:
0.43
JHG:
0.71
JEPQ:
0.67
JHG:
1.10
JEPQ:
1.10
JHG:
0.34
JEPQ:
0.38
JHG:
1.00
JEPQ:
1.30
JHG:
11.93%
JEPQ:
5.88%
JHG:
34.10%
JEPQ:
20.30%
JHG:
-67.20%
JEPQ:
-20.07%
JHG:
-19.34%
JEPQ:
-7.23%
Returns By Period
In the year-to-date period, JHG achieves a -12.87% return, which is significantly lower than JEPQ's -2.97% return.
JHG
-12.87%
5.98%
-18.16%
12.88%
14.82%
16.78%
N/A
JEPQ
-2.97%
3.03%
-2.54%
8.36%
14.33%
N/A
N/A
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Risk-Adjusted Performance
JHG vs. JEPQ — Risk-Adjusted Performance Rank
JHG
JEPQ
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.
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Dividends
JHG vs. JEPQ - Dividend Comparison
JHG's dividend yield for the trailing twelve months is around 4.32%, less than JEPQ's 11.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
JHG Janus Henderson Group plc | 4.32% | 3.67% | 5.17% | 6.59% | 3.58% | 4.43% | 5.89% | 6.76% | 1.67% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.28% | 9.66% | 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 -20.07%. Use the drawdown chart below to compare losses from any high point for JHG and JEPQ.
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Volatility
JHG vs. JEPQ - Volatility Comparison
Janus Henderson Group plc (JHG) has a higher volatility of 10.44% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.06%. 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.
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