K vs. JEPQ

Last updated Jun 13, 2026

K (Kellogg Company) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. At a 0.06 correlation, their price movements are largely independent.

Performance

K vs. JEPQ - Performance Comparison

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

Returns By Period

K

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

JEPQ

• 1D: 0.62%
• 1M: 0.88%
• YTD: 7.85%
• 6M: 8.80%
• 1Y: 25.53%
• 3Y*: 19.91%
• 5Y*: —
• 10Y*: —

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

K vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
K Kellogg Company	0.00%	5.99%	49.75%	-7.44%	9.03%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.85%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between K and JEPQ is -0.03, 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	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.06

Return for Risk

K vs. JEPQ — Risk / Return Rank

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

K

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

JEPQ

JEPQ Risk / Return Rank: 74
JEPQ Sharpe Ratio Rank: 73
JEPQ Sortino Ratio Rank: 69
JEPQ Omega Ratio Rank: 79
JEPQ Calmar Ratio Rank: 66
JEPQ Martin Ratio Rank: 81

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.

K vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) 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.

	K	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	—	2.03	—
Sortino ratio: Return per unit of downside risk	—	2.69	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	2.91	—
Martin ratio: Return relative to average drawdown	—	13.84	—

Drawdowns

Drawdown Indicators

	K	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	—	-1.64%	—
Average Drawdown Average peak-to-trough decline	—	-3.41%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.85%	—

Volatility

Volatility by Period

	K	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.61%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.73%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.73%	—

Dividends

K vs. JEPQ - Dividend Comparison

K has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.22%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%

Frequently Asked Questions

Can I hold both K and JEPQ in my portfolio?

K and JEPQ have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.