META vs. JEPQ
META (Meta Platforms, Inc.) 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, META returned 28.18%/yr vs 19.91%/yr for JEPQ. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
META vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than JEPQ's 7.85% return.
META
- 1D
- -0.26%
- 1M
- -8.32%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
JEPQ
- 1D
- 0.62%
- 1M
- 0.68%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 26.60%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
META vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -43.24% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between META and JEPQ is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.67 |
The correlation between META and JEPQ has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
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Return for Risk
META vs. JEPQ — Risk / Return Rank
META
JEPQ
META vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) 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.
| META | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.40 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.91 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.12 | 13.84 | -14.96 |
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Drawdowns
META vs. JEPQ - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for META and JEPQ.
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Drawdown Indicators
| META | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -20.07% | -56.67% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -8.82% | -24.48% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -20.07% | -14.08% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -1.64% | -26.42% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -3.41% | -12.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 1.85% | +14.21% |
Volatility
META vs. JEPQ - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.98%. This indicates that META'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
| META | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 4.98% | +5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 10.22% | +16.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 12.61% | +22.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 16.73% | +27.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 16.73% | +21.94% |
Dividends
META vs. JEPQ - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than JEPQ's 10.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% |
Frequently Asked Questions
META and JEPQ have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.17%) compared to JEPQ (4.98%). In terms of maximum drawdown, META dropped -76.74% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.03 vs -0.51), 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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