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MRSK vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRSK and JEPQ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

MRSK vs. JEPQ

Last updated Jun 1, 2025

Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

MRSK and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRSK or JEPQ.

Performance

MRSK vs. JEPQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MRSK:

0.38

JEPQ:

0.43

Sortino Ratio

MRSK:

0.47

JEPQ:

0.67

Omega Ratio

MRSK:

1.07

JEPQ:

1.10

Calmar Ratio

MRSK:

0.33

JEPQ:

0.38

Martin Ratio

MRSK:

0.98

JEPQ:

1.30

Ulcer Index

MRSK:

3.89%

JEPQ:

5.88%

Daily Std Dev

MRSK:

13.66%

JEPQ:

20.30%

Max Drawdown

MRSK:

-14.70%

JEPQ:

-20.07%

Current Drawdown

MRSK:

-4.57%

JEPQ:

-7.23%

Returns By Period

In the year-to-date period, MRSK achieves a -1.66% return, which is significantly higher than JEPQ's -2.97% return.

MRSK

YTD

-1.66%

1M

0.59%

6M

-3.46%

1Y

4.43%

3Y*

5.71%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-2.97%

1M

3.03%

6M

-2.54%

1Y

8.36%

3Y*

14.33%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

Agility Shares Managed Risk ETF

JPMorgan Nasdaq Equity Premium Income ETF

MRSK vs. JEPQ - Expense Ratio Comparison

MRSK has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

MRSK
Agility Shares Managed Risk ETF
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MRSK vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MRSK
The Risk-Adjusted Performance Rank of MRSK is 3131
Overall Rank
The Sharpe Ratio Rank of MRSK is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of MRSK is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MRSK is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MRSK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of MRSK is 3232
Martin Ratio Rank
JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 3939
Overall Rank
The Sharpe Ratio Rank of JEPQ is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRSK vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) 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 MRSK Sharpe Ratio is 0.38, which is comparable to the JEPQ Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of MRSK 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MRSK vs. JEPQ - Dividend Comparison

MRSK's dividend yield for the trailing twelve months is around 0.45%, less than JEPQ's 11.28% yield.

TTM20242023202220212020
MRSK
Agility Shares Managed Risk ETF		0.45%0.45%0.60%1.11%14.20%0.27%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.28%9.66%10.02%9.44%0.00%0.00%

Drawdowns

MRSK vs. JEPQ - Drawdown Comparison

The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MRSK and JEPQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MRSK vs. JEPQ - Volatility Comparison

Agility Shares Managed Risk ETF (MRSK) has a higher volatility of 2.98% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.06%. This indicates that MRSK'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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