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JPEQ.AX vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPEQ.AX vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPEQ.AX is traded in AUD, while QQQI is traded in USD. To make them comparable, the QQQI 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 lower than QQQI's 6.11% return.


JPEQ.AX

1D
0.03%
1M
4.55%
YTD
1.25%
6M
1.22%
1Y
14.54%
3Y*
15.67%
5Y*
10Y*

QQQI

1D
-0.06%
1M
6.71%
YTD
6.11%
6M
4.67%
1Y
18.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPEQ.AX vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
JPEQ.AX
JPMorgan US 100Q Equity Premium Income Active ETF
1.25%4.62%27.05%
QQQI
NEOS Nasdaq-100 High Income ETF
6.11%10.01%27.84%

Correlation

The correlation between JPEQ.AX and QQQI is 0.08, 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

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.10

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Return for Risk

JPEQ.AX vs. QQQI — Risk / Return Rank

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

JPEQ.AX
JPEQ.AX Risk / Return Rank: 3434
Overall Rank
JPEQ.AX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JPEQ.AX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JPEQ.AX Omega Ratio Rank: 3838
Omega Ratio Rank
JPEQ.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
JPEQ.AX Martin Ratio Rank: 2929
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 7070
Overall Rank
QQQI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQI Omega Ratio Rank: 7272
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPEQ.AX vs. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). 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.AXQQQIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.50

1.47

+0.03

Martin ratioReturn relative to average drawdown

4.05

3.95

+0.10

JPEQ.AX vs. QQQI - Sharpe Ratio Comparison

The current JPEQ.AX Sharpe Ratio is 1.32, which is comparable to the QQQI Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JPEQ.AX and QQQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JPEQ.AXQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.64

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.21

-0.11

Drawdowns

JPEQ.AX vs. QQQI - Drawdown Comparison

The maximum JPEQ.AX drawdown since its inception was -18.42%, roughly equal to the maximum QQQI drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for JPEQ.AX and QQQI.


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Drawdown Indicators


JPEQ.AXQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-17.58%

-0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-12.53%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-18.42%

Current Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.03%

-3.08%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

4.66%

-1.09%

Volatility

JPEQ.AX vs. QQQI - Volatility Comparison

JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) and NEOS Nasdaq-100 High Income ETF (QQQI) have volatilities of 1.55% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPEQ.AXQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.62%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.33%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

11.24%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

15.52%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

15.52%

-0.48%

Dividends

JPEQ.AX vs. QQQI - Dividend Comparison

JPEQ.AX's dividend yield for the trailing twelve months is around 8.92%, less than QQQI's 13.24% yield.


PositionTTM202520242023
JPEQ.AX
JPMorgan US 100Q Equity Premium Income Active ETF
8.92%9.00%7.40%4.88%
QQQI
NEOS Nasdaq-100 High Income ETF
13.24%13.82%12.85%0.00%

Frequently Asked Questions


JPEQ.AX and QQQI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPEQ.AX is categorized as Derivative Income, while QQQI is Nasdaq-100. They also come from different issuers: JPMorgan and Neos.

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