LOGI vs. JEPQ

In the year-to-date period, LOGI achieves a 5.29% return, which is significantly higher than JEPQ's -3.83% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) 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.

The current LOGI Sharpe Ratio is -0.09, which is lower than the JEPQ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of LOGI and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LOGI's dividend yield for the trailing twelve months is around 3.06%, less than JEPQ's 11.38% yield.

The maximum LOGI drawdown since its inception was -81.60%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for LOGI and JEPQ. For additional features, visit the drawdowns tool.

Logitech International SA (LOGI) has a higher volatility of 10.45% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.95%. This indicates that LOGI'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.