MRCC vs. JEPQ

Last updated Jun 3, 2026

MRCC (Monroe Capital Corporation) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. At a 0.22 correlation, their price movements are largely independent.

Performance

MRCC vs. JEPQ - Performance Comparison

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

Returns By Period

MRCC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPQ

• 1D: 0.26%
• 1M: 4.36%
• YTD: 9.65%
• 6M: 10.05%
• 1Y: 29.60%
• 3Y*: 20.96%
• 5Y*: —
• 10Y*: —

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

MRCC vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MRCC Monroe Capital Corporation	-8.19%	-14.59%	36.74%	-5.68%	-10.16%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.65%	15.18%	24.85%	36.28%	-12.89%

Correlation

The correlation between MRCC and JEPQ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since May 5, 2022	0.22

Return for Risk

MRCC vs. JEPQ — Risk / Return Rank

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

JEPQ

JEPQ Risk / Return Rank: 77
JEPQ Sharpe Ratio Rank: 77
JEPQ Sortino Ratio Rank: 73
JEPQ Omega Ratio Rank: 82
JEPQ Calmar Ratio Rank: 68
JEPQ Martin Ratio Rank: 83

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.

MRCC vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monroe Capital Corporation (MRCC) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MRCC	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.01	—

Drawdowns

Drawdown Indicators

	MRCC	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	—	-20.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.82%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-3.42%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.79%	—

Volatility

Volatility by Period

	MRCC	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.07%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.73%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.62%	—

Dividends

MRCC vs. JEPQ - Dividend Comparison

MRCC's dividend yield for the trailing twelve months is around 26.97%, more than JEPQ's 10.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.06%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MRCC Monroe Capital Corporation	26.97%	14.60%	11.76%	14.15%	11.71%	8.91%	13.70%	12.89%	14.58%	10.18%	9.10%	10.70%

Frequently Asked Questions

Can I hold both MRCC and JEPQ in my portfolio?

MRCC and JEPQ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.