LEU vs. JEPQ
LEU (Centrus Energy Corp.) 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, LEU returned 68.75%/yr vs 19.91%/yr for JEPQ. At a 0.41 correlation, their price movements are largely independent.
Performance
LEU vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, LEU achieves a -33.03% return, which is significantly lower than JEPQ's 7.85% return.
LEU
- 1D
- 2.46%
- 1M
- -10.96%
- YTD
- -33.03%
- 6M
- -34.71%
- 1Y
- 0.21%
- 3Y*
- 68.75%
- 5Y*
- 43.53%
- 10Y*
- 47.52%
JEPQ
- 1D
- 0.62%
- 1M
- 1.08%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 26.60%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
LEU vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LEU Centrus Energy Corp. | -33.03% | 264.45% | 22.42% | 67.52% | 9.21% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between LEU and JEPQ is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.41 |
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Return for Risk
LEU vs. JEPQ — Risk / Return Rank
LEU
JEPQ
LEU vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) 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.
| LEU | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 2.91 | -2.87 |
| Martin ratioReturn relative to average drawdown | 0.07 | 13.84 | -13.77 |
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Drawdowns
LEU vs. JEPQ - Drawdown Comparison
The maximum LEU drawdown since its inception was -99.98%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for LEU and JEPQ.
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Drawdown Indicators
| LEU | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -20.07% | -79.91% |
Max Drawdown (1Y)Largest decline over 1 year | -66.37% | -8.82% | -57.55% |
Max Drawdown (3Y)Largest decline over 3 years | -66.37% | -20.07% | -46.30% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.84% | — | — |
Current DrawdownCurrent decline from peak | -97.60% | -1.64% | -95.96% |
Average DrawdownAverage peak-to-trough decline | -73.98% | -3.41% | -70.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.60% | 1.85% | +36.75% |
Volatility
LEU vs. JEPQ - Volatility Comparison
Centrus Energy Corp. (LEU) has a higher volatility of 24.20% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.98%. This indicates that LEU'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
| LEU | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.20% | 4.98% | +19.22% |
Volatility (6M)Calculated over the trailing 6-month period | 66.53% | 10.22% | +56.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.26% | 12.61% | +78.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.35% | 16.73% | +69.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.30% | 16.73% | +65.57% |
Dividends
LEU vs. JEPQ - Dividend Comparison
LEU 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 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% |
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LEU and JEPQ have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LEU has higher volatility (24.20%) compared to JEPQ (4.98%). In terms of maximum drawdown, LEU dropped -99.98% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.03 vs 0.03), 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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