KHC vs. JEPQ
KHC (The Kraft Heinz Company) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, KHC returned -9.06%/yr vs 19.68%/yr for JEPQ. At a 0.01 correlation, their price movements are largely independent.
Performance
KHC vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a -2.07% return, which is significantly lower than JEPQ's 7.54% return.
KHC
- 1D
- 2.09%
- 1M
- -1.83%
- YTD
- -2.07%
- 6M
- -1.13%
- 1Y
- -5.96%
- 3Y*
- -9.06%
- 5Y*
- -6.30%
- 10Y*
- -8.02%
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
KHC vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
KHC The Kraft Heinz Company | -2.07% | -16.31% | -12.96% | -5.04% | -0.94% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between KHC and JEPQ 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 (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.01 |
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Return for Risk
KHC vs. JEPQ — Risk / Return Rank
KHC
JEPQ
KHC vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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.
| KHC | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.36 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.68 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.46 | 12.63 | -13.08 |
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Drawdowns
KHC vs. JEPQ - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for KHC and JEPQ.
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Drawdown Indicators
| KHC | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -20.07% | -56.00% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -8.82% | -14.37% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -20.07% | -18.65% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | — | — |
Current DrawdownCurrent decline from peak | -62.95% | -2.75% | -60.20% |
Average DrawdownAverage peak-to-trough decline | -42.49% | -3.39% | -39.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.12% | 1.86% | +11.26% |
Volatility
KHC vs. JEPQ - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 9.05% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. This indicates that KHC'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
| KHC | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 6.27% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 19.57% | 10.52% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.10% | 13.06% | +13.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 16.78% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.13% | 16.78% | +10.35% |
Dividends
KHC vs. JEPQ - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 6.97%, less than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KHC The Kraft Heinz Company | 6.97% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Frequently Asked Questions
KHC and JEPQ 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.
KHC has higher volatility (9.05%) compared to JEPQ (6.27%). In terms of maximum drawdown, KHC dropped -76.07% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.23), 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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