MCI vs. JEPQ
MCI (Barings Corporate Investors) 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, MCI returned 12.14%/yr vs 19.24%/yr for JEPQ. At a 0.12 correlation, their price movements are largely independent.
Performance
MCI vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, MCI achieves a -4.94% return, which is significantly lower than JEPQ's 9.45% return.
MCI
- 1D
- 0.12%
- 1M
- -5.96%
- 6M
- -9.01%
- YTD
- -4.94%
- 1Y
- -14.46%
- 3Y*
- 12.14%
- 5Y*
- 10.74%
- 10Y*
- 7.22%
JEPQ
- 1D
- -0.12%
- 1M
- -0.70%
- 6M
- 8.28%
- YTD
- 9.45%
- 1Y
- 22.87%
- 3Y*
- 19.24%
- 5Y*
- —
- 10Y*
- —
MCI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MCI Barings Corporate Investors | -4.94% | -3.74% | 20.83% | 44.49% | 4.78% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.45% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between MCI and JEPQ is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.12 |
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Return for Risk
MCI vs. JEPQ — Risk / Return Rank
MCI
JEPQ
MCI vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Corporate Investors (MCI) 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.
| MCI | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.32 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 2.61 | -3.22 |
| Martin ratioReturn relative to average drawdown | -1.12 | 12.01 | -13.13 |
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Drawdowns
MCI vs. JEPQ - Drawdown Comparison
The maximum MCI drawdown since its inception was -57.08%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MCI and JEPQ.
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Drawdown Indicators
| MCI | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.08% | -20.07% | -37.01% |
Max Drawdown (1Y)Largest decline over 1 year | -23.76% | -8.82% | -14.94% |
Max Drawdown (3Y)Largest decline over 3 years | -27.58% | -20.07% | -7.51% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | — | — |
Current DrawdownCurrent decline from peak | -25.41% | -1.16% | -24.25% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -3.37% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.96% | 1.91% | +11.05% |
Volatility
MCI vs. JEPQ - Volatility Comparison
The current volatility for Barings Corporate Investors (MCI) is 4.80%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.01%. This indicates that MCI experiences smaller price fluctuations and is considered to be less risky 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
| MCI | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 6.01% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 11.32% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 13.75% | +7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 16.81% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.61% | 16.81% | +7.80% |
Dividends
MCI vs. JEPQ - Dividend Comparison
MCI's dividend yield for the trailing twelve months is around 9.48%, less than JEPQ's 10.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.42% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCI Barings Corporate Investors | 9.48% | 8.82% | 8.29% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% |
Frequently Asked Questions
MCI and JEPQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.01%) compared to MCI (4.80%). In terms of maximum drawdown, MCI dropped -57.08% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.67 vs -0.67), 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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