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NAPR vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAPR vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Nasdaq-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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NAPR vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
NAPR
Innovator Nasdaq-100 Power Buffer ETF - April
2.50%6.56%13.29%30.60%-8.90%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-1.88%15.18%24.85%36.28%-12.89%

Returns By Period

In the year-to-date period, NAPR achieves a 2.50% return, which is significantly higher than JEPQ's -1.88% return.


NAPR

1D
0.77%
1M
1.42%
YTD
2.50%
6M
4.41%
1Y
14.86%
3Y*
12.23%
5Y*
8.85%
10Y*

JEPQ

1D
1.02%
1M
-2.60%
YTD
-1.88%
6M
2.46%
1Y
20.16%
3Y*
19.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

NAPR vs. JEPQ — Risk / Return Rank

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

NAPR
NAPR Risk / Return Rank: 8585
Overall Rank
NAPR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NAPR Sortino Ratio Rank: 8787
Sortino Ratio Rank
NAPR Omega Ratio Rank: 9696
Omega Ratio Rank
NAPR Calmar Ratio Rank: 7171
Calmar Ratio Rank
NAPR Martin Ratio Rank: 9393
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 6868
Overall Rank
JEPQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7171
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 7979
Martin Ratio Rank
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.

NAPR vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-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.


NAPRJEPQDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.09

+0.45

Sortino ratio

Return per unit of downside risk

2.48

1.66

+0.82

Omega ratio

Gain probability vs. loss probability

1.53

1.27

+0.26

Calmar ratio

Return relative to maximum drawdown

2.04

1.82

+0.23

Martin ratio

Return relative to average drawdown

14.98

8.93

+6.05

NAPR vs. JEPQ - Sharpe Ratio Comparison

The current NAPR Sharpe Ratio is 1.54, which is higher than the JEPQ Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NAPR 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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Sharpe Ratios by Period


NAPRJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.09

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.84

+0.12

Correlation

The correlation between NAPR and JEPQ is 0.91, 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.


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 11.14%.


TTM2025202420232022
NAPR
Innovator Nasdaq-100 Power Buffer ETF - April
0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.14%10.53%9.65%10.03%9.44%

Drawdowns

NAPR vs. JEPQ - Drawdown Comparison

The maximum NAPR drawdown since its inception was -16.53%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for NAPR and JEPQ.


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Drawdown Indicators


NAPRJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-16.53%

-20.07%

+3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-11.58%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

Current Drawdown

Current decline from peak

0.00%

-4.89%

+4.89%

Average Drawdown

Average peak-to-trough decline

-2.34%

-3.55%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.36%

-1.33%

Volatility

NAPR vs. JEPQ - Volatility Comparison

The current volatility for Innovator Nasdaq-100 Power Buffer ETF - April (NAPR) is 0.95%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.08%. This indicates that NAPR 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.


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Volatility by Period


NAPRJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

6.08%

-5.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

10.52%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

18.54%

-8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

16.91%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.71%

16.91%

-6.20%