MPT vs. JEPQ

Last updated Jun 24, 2026

MPT (Medical Properties Trust, 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, MPT returned -12.60%/yr vs 19.79%/yr for JEPQ. At a 0.23 correlation, their price movements are largely independent.

Performance

MPT vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medical Properties Trust, Inc (MPT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MPT achieves a -6.34% return, which is significantly lower than JEPQ's 7.85% return.

MPT

• 1D: 0.67%
• 1M: -9.50%
• YTD: -6.34%
• 6M: -6.72%
• 1Y: 9.11%
• 3Y*: -12.60%
• 5Y*: -19.63%
• 10Y*: -4.60%

JEPQ

• 1D: -2.48%
• 1M: 0.34%
• YTD: 7.85%
• 6M: 7.02%
• 1Y: 25.10%
• 3Y*: 19.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MPT vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MPT Medical Properties Trust, Inc	-6.34%	35.16%	-11.55%	-50.35%	-36.79%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.85%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between MPT and JEPQ is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.23

The correlation between MPT and JEPQ shifts across timeframes, from 0.03 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MPT vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPT

MPT Risk / Return Rank: 50
MPT Sharpe Ratio Rank: 52
MPT Sortino Ratio Rank: 49
MPT Omega Ratio Rank: 46
MPT Calmar Ratio Rank: 52
MPT Martin Ratio Rank: 53

JEPQ

JEPQ Risk / Return Rank: 63
JEPQ Sharpe Ratio Rank: 60
JEPQ Sortino Ratio Rank: 55
JEPQ Omega Ratio Rank: 66
JEPQ Calmar Ratio Rank: 60
JEPQ Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MPT vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc (MPT) 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.

	MPT	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	0.25	1.93	-1.68
Sortino ratio: Return per unit of downside risk	0.68	2.57	-1.89
Omega ratio: Gain probability vs. loss probability	1.08	1.38	-0.30
Calmar ratio: Return relative to maximum drawdown	0.39	2.86	-2.47
Martin ratio: Return relative to average drawdown	0.84	13.55	-12.71

MPT vs. JEPQ - Sharpe Ratio Comparison

The current MPT Sharpe Ratio is 0.25, which is lower than the JEPQ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MPT and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MPT vs. JEPQ - Drawdown Comparison

The maximum MPT drawdown since its inception was -84.50%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MPT and JEPQ.

Drawdown Indicators

	MPT	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-84.50%	-20.07%	-64.43%
Max Drawdown (1Y) Largest decline over 1 year	-23.35%	-8.82%	-14.53%
Max Drawdown (3Y) Largest decline over 3 years	-69.52%	-20.07%	-49.45%
Max Drawdown (5Y) Largest decline over 5 years	-84.50%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-84.50%	—	—
Current Drawdown Current decline from peak	-72.25%	-2.48%	-69.77%
Average Drawdown Average peak-to-trough decline	-24.35%	-3.40%	-20.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.83%	1.86%	+8.97%

Volatility

MPT vs. JEPQ - Volatility Comparison

Medical Properties Trust, Inc (MPT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 5.97% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MPT	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.97%	6.27%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	24.11%	10.58%	+13.53%
Volatility (1Y) Calculated over the trailing 1-year period	36.41%	13.08%	+23.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.69%	16.79%	+32.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.51%	16.79%	+24.72%

Dividends

MPT vs. JEPQ - Dividend Comparison

MPT's dividend yield for the trailing twelve months is around 7.76%, less than JEPQ's 10.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.22%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MPT Medical Properties Trust, Inc	7.76%	6.60%	11.65%	17.92%	10.41%	4.74%	4.96%	4.83%	6.22%	6.97%	7.40%	7.65%

Frequently Asked Questions

Can I hold both MPT and JEPQ in my portfolio?

MPT and JEPQ have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MPT or JEPQ?

JEPQ has higher volatility (6.27%) compared to MPT (5.97%). In terms of maximum drawdown, MPT dropped -84.50% vs JEPQ's -20.07%.

Which has better risk-adjusted returns?

JEPQ currently has the higher Sharpe Ratio (1.93 vs 0.25), 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.