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

Correlation

The correlation between MSFO and JEPQ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

MSFO vs. JEPQ - Performance Comparison

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

15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
24.01%
26.05%
MSFO
JEPQ

Key characteristics

Sharpe Ratio

MSFO:

-0.08

JEPQ:

0.48

Sortino Ratio

MSFO:

0.03

JEPQ:

0.80

Omega Ratio

MSFO:

1.00

JEPQ:

1.12

Calmar Ratio

MSFO:

-0.09

JEPQ:

0.48

Martin Ratio

MSFO:

-0.20

JEPQ:

1.87

Ulcer Index

MSFO:

8.25%

JEPQ:

5.20%

Daily Std Dev

MSFO:

20.30%

JEPQ:

20.43%

Max Drawdown

MSFO:

-19.15%

JEPQ:

-20.07%

Current Drawdown

MSFO:

-12.45%

JEPQ:

-11.79%

Returns By Period

In the year-to-date period, MSFO achieves a -5.08% return, which is significantly higher than JEPQ's -7.74% return.


MSFO

YTD

-5.08%

1M

-0.62%

6M

-6.73%

1Y

-3.46%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-7.74%

1M

-5.27%

6M

-3.37%

1Y

7.78%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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MSFO vs. JEPQ - Expense Ratio Comparison

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


Expense ratio chart for MSFO: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSFO: 0.99%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

MSFO vs. JEPQ — Risk-Adjusted Performance Rank

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

MSFO
The Risk-Adjusted Performance Rank of MSFO is 1818
Overall Rank
The Sharpe Ratio Rank of MSFO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MSFO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MSFO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MSFO is 1818
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 6060
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5959
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.

MSFO vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) 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 chart of Sharpe ratio for MSFO, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00
MSFO: -0.08
JEPQ: 0.48
The chart of Sortino ratio for MSFO, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
MSFO: 0.03
JEPQ: 0.80
The chart of Omega ratio for MSFO, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
MSFO: 1.00
JEPQ: 1.12
The chart of Calmar ratio for MSFO, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
MSFO: -0.09
JEPQ: 0.48
The chart of Martin ratio for MSFO, currently valued at -0.20, compared to the broader market0.0020.0040.0060.00
MSFO: -0.20
JEPQ: 1.87

The current MSFO Sharpe Ratio is -0.08, which is lower than the JEPQ Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MSFO 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.08
0.48
MSFO
JEPQ

Dividends

MSFO vs. JEPQ - Dividend Comparison

MSFO's dividend yield for the trailing twelve months is around 31.71%, more than JEPQ's 11.39% yield.


TTM202420232022
MSFO
YieldMax MSFT Option Income Strategy ETF
31.71%35.17%6.44%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.39%9.65%10.02%9.44%

Drawdowns

MSFO vs. JEPQ - Drawdown Comparison

The maximum MSFO drawdown since its inception was -19.15%, roughly equal to the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MSFO and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.45%
-11.79%
MSFO
JEPQ

Volatility

MSFO vs. JEPQ - Volatility Comparison

The current volatility for YieldMax MSFT Option Income Strategy ETF (MSFO) is 11.58%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 14.74%. This indicates that MSFO 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.58%
14.74%
MSFO
JEPQ