JPEQ.AX vs. BRK-B
JPEQ.AX (JPMorgan US 100Q Equity Premium Income Active ETF) is Derivative Income fund actively managed by JPMorgan, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 3 years, JPEQ.AX returned 15.67%/yr vs 10.68%/yr for BRK-B. At a 0.05 correlation, their price movements are largely independent.
Performance
JPEQ.AX vs. BRK-B - Performance Comparison
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Different Trading Currencies
JPEQ.AX is traded in AUD, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPEQ.AX achieves a 1.25% return, which is significantly higher than BRK-B's -10.61% return.
JPEQ.AX
- 1D
- 0.03%
- 1M
- 4.55%
- YTD
- 1.25%
- 6M
- 1.22%
- 1Y
- 14.54%
- 3Y*
- 15.67%
- 5Y*
- —
- 10Y*
- —
BRK-B
- 1D
- 0.98%
- 1M
- 3.89%
- YTD
- -10.61%
- 6M
- -11.57%
- 1Y
- -11.01%
- 3Y*
- 10.68%
- 5Y*
- 12.25%
- 10Y*
- 13.33%
JPEQ.AX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPEQ.AX JPMorgan US 100Q Equity Premium Income Active ETF | 1.25% | 4.62% | 36.45% | 10.03% |
BRK-B Berkshire Hathaway Inc. | -10.61% | 2.84% | 39.88% | 7.14% |
Correlation
The correlation between JPEQ.AX and BRK-B is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 24, 2023 | 0.05 |
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Return for Risk
JPEQ.AX vs. BRK-B — Risk / Return Rank
JPEQ.AX
BRK-B
JPEQ.AX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) and Berkshire Hathaway Inc. (BRK-B). 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.
| JPEQ.AX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.90 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | -0.63 | +2.13 |
| Martin ratioReturn relative to average drawdown | 4.05 | -1.28 | +5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPEQ.AX | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.69 | +2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.56 | +0.54 |
Drawdowns
JPEQ.AX vs. BRK-B - Drawdown Comparison
The maximum JPEQ.AX drawdown since its inception was -18.42%, smaller than the maximum BRK-B drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for JPEQ.AX and BRK-B.
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Drawdown Indicators
| JPEQ.AX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.42% | -47.73% | +29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -17.56% | +7.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.42% | -24.55% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.14% | — |
Current DrawdownCurrent decline from peak | 0.00% | -21.61% | +21.61% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -12.88% | +9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 8.65% | -5.08% |
Volatility
JPEQ.AX vs. BRK-B - Volatility Comparison
The current volatility for JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) is 1.55%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.05%. This indicates that JPEQ.AX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPEQ.AX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 4.05% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 12.52% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 16.11% | -5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 16.85% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 18.92% | -3.88% |
Dividends
JPEQ.AX vs. BRK-B - Dividend Comparison
JPEQ.AX's dividend yield for the trailing twelve months is around 8.92%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
JPEQ.AX JPMorgan US 100Q Equity Premium Income Active ETF | 8.92% | 9.00% | 7.40% | 4.88% |
Frequently Asked Questions
JPEQ.AX and BRK-B have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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