KGS vs. JEPQ
KGS (Kodiak Gas Services Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past year, KGS returned 109.92% vs 29.09% for JEPQ. At a 0.22 correlation, their price movements are largely independent.
Performance
KGS vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, KGS achieves a 88.05% return, which is significantly higher than JEPQ's 10.52% return.
KGS
- 1D
- 3.95%
- 1M
- -5.69%
- YTD
- 88.05%
- 6M
- 93.69%
- 1Y
- 109.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- 1.61%
- 1M
- 3.22%
- YTD
- 10.52%
- 6M
- 10.65%
- 1Y
- 29.09%
- 3Y*
- 20.83%
- 5Y*
- —
- 10Y*
- —
KGS vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KGS Kodiak Gas Services Inc. | 88.05% | -3.73% | 115.21% | 31.97% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.52% | 15.18% | 24.85% | 10.54% |
Correlation
The correlation between KGS and JEPQ is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.22 |
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Return for Risk
KGS vs. JEPQ — Risk / Return Rank
KGS
JEPQ
KGS vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kodiak Gas Services Inc. (KGS) 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.
| KGS | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.45 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 7.78 | 3.31 | +4.47 |
| Martin ratioReturn relative to average drawdown | 19.95 | 15.77 | +4.19 |
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Drawdowns
KGS vs. JEPQ - Drawdown Comparison
The maximum KGS drawdown since its inception was -38.57%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for KGS and JEPQ.
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Drawdown Indicators
| KGS | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.57% | -20.07% | -18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -8.82% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.07% | — |
Current DrawdownCurrent decline from peak | -8.84% | 0.00% | -8.84% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -3.40% | -8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 1.85% | +3.68% |
Volatility
KGS vs. JEPQ - Volatility Comparison
Kodiak Gas Services Inc. (KGS) has a higher volatility of 11.67% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.70%. This indicates that KGS'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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Volatility by Period
| KGS | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.67% | 5.70% | +5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 25.36% | 10.49% | +14.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.05% | 12.83% | +22.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.89% | 16.76% | +21.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.89% | 16.76% | +21.13% |
Dividends
KGS vs. JEPQ - Dividend Comparison
KGS's dividend yield for the trailing twelve months is around 2.78%, less than JEPQ's 9.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.98% | 10.53% | 9.65% | 10.03% | 9.44% |
KGS Kodiak Gas Services Inc. | 2.78% | 4.81% | 3.87% | 1.89% | 0.00% |
Frequently Asked Questions
KGS and JEPQ have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KGS has higher volatility (11.67%) compared to JEPQ (5.70%). In terms of maximum drawdown, KGS dropped -38.57% vs JEPQ's -20.07%.
KGS currently has the higher Sharpe Ratio (3.15 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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