NFLY vs. JEPQ
Compare and contrast key facts about YieldMax NFLX Option Income Strategy ETF (NFLY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
NFLY and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NFLY is an actively managed fund by YieldMax. It was launched on Aug 7, 2023. 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: NFLY or JEPQ.
Key characteristics
| NFLY | JEPQ | |
|---|---|---|
| YTD Return | 53.88% | 23.15% |
| 1Y Return | 64.22% | 30.52% |
| Sharpe Ratio | 2.65 | 2.44 |
| Sortino Ratio | 3.79 | 3.18 |
| Omega Ratio | 1.55 | 1.50 |
| Calmar Ratio | 6.60 | 2.79 |
| Martin Ratio | 21.79 | 12.07 |
| Ulcer Index | 2.96% | 2.48% |
| Daily Std Dev | 24.35% | 12.27% |
| Max Drawdown | -21.44% | -16.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between NFLY and JEPQ is 0.56, 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.
Performance
NFLY vs. JEPQ - Performance Comparison
In the year-to-date period, NFLY achieves a 53.88% return, which is significantly higher than JEPQ's 23.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NFLY vs. JEPQ - Expense Ratio Comparison
NFLY has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
NFLY vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) 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
NFLY vs. JEPQ - Dividend Comparison
NFLY's dividend yield for the trailing twelve months is around 44.84%, more than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 44.84% | 11.84% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% |
Drawdowns
NFLY vs. JEPQ - Drawdown Comparison
The maximum NFLY drawdown since its inception was -21.44%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for NFLY and JEPQ. For additional features, visit the drawdowns tool.
Volatility
NFLY vs. JEPQ - Volatility Comparison
YieldMax NFLX Option Income Strategy ETF (NFLY) has a higher volatility of 9.99% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that NFLY'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.