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

Correlation

The correlation between NAPR and JEPQ is 0.80, 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.


Performance

NAPR vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - April (NAPR) 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

Daily Std Dev

NAPR:

6.29%

JEPQ:

4.97%

Max Drawdown

NAPR:

-0.47%

JEPQ:

-0.35%

Current Drawdown

NAPR:

0.00%

JEPQ:

0.00%

Returns By Period


NAPR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NAPR vs. JEPQ - Expense Ratio Comparison

NAPR has a 0.79% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Risk-Adjusted Performance

NAPR vs. JEPQ — Risk-Adjusted Performance Rank

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

NAPR
The Risk-Adjusted Performance Rank of NAPR is 5656
Overall Rank
The Sharpe Ratio Rank of NAPR is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of NAPR is 5353
Sortino Ratio Rank
The Omega Ratio Rank of NAPR is 5757
Omega Ratio Rank
The Calmar Ratio Rank of NAPR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of NAPR is 5656
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5252
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5151
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.

NAPR vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - April (NAPR) 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.



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Dividends

NAPR vs. JEPQ - Dividend Comparison

NAPR has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.50%.


TTM202420232022
NAPR
Innovator Growth-100 Power Buffer ETF - April
0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.50%0.00%0.00%0.00%

Drawdowns

NAPR vs. JEPQ - Drawdown Comparison

The maximum NAPR drawdown since its inception was -0.47%, which is greater than JEPQ's maximum drawdown of -0.35%. Use the drawdown chart below to compare losses from any high point for NAPR and JEPQ. For additional features, visit the drawdowns tool.


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Volatility

NAPR vs. JEPQ - Volatility Comparison


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