MTD vs. JEPQ
Compare and contrast key facts about Mettler-Toledo International Inc. (MTD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
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: MTD or JEPQ.
Performance
MTD vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, MTD achieves a -1.33% return, which is significantly lower than JEPQ's 22.99% return.
MTD
-1.33%
-11.46%
-19.10%
10.96%
10.98%
14.99%
JEPQ
22.99%
2.81%
9.92%
26.76%
N/A
N/A
Key characteristics
| MTD | JEPQ | |
|---|---|---|
| Sharpe Ratio | 0.31 | 2.20 |
| Sortino Ratio | 0.72 | 2.88 |
| Omega Ratio | 1.09 | 1.45 |
| Calmar Ratio | 0.28 | 2.53 |
| Martin Ratio | 1.32 | 10.94 |
| Ulcer Index | 7.80% | 2.48% |
| Daily Std Dev | 33.19% | 12.33% |
| Max Drawdown | -61.43% | -16.82% |
| Current Drawdown | -29.70% | -0.32% |
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Correlation
The correlation between MTD and JEPQ is 0.51, 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.
Risk-Adjusted Performance
MTD vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) 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.
Dividends
MTD vs. JEPQ - Dividend Comparison
MTD has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.38%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
MTD Mettler-Toledo International Inc. | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.38% | 10.02% | 9.44% |
Drawdowns
MTD vs. JEPQ - Drawdown Comparison
The maximum MTD drawdown since its inception was -61.43%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for MTD and JEPQ. For additional features, visit the drawdowns tool.
Volatility
MTD vs. JEPQ - Volatility Comparison
Mettler-Toledo International Inc. (MTD) has a higher volatility of 11.89% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.71%. This indicates that MTD'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.