NRT vs. JEPQ
Compare and contrast key facts about North European Oil Royalty Trust (NRT) 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: NRT or JEPQ.
Key characteristics
| NRT | JEPQ | |
|---|---|---|
| YTD Return | -18.30% | 23.15% |
| 1Y Return | -33.66% | 30.52% |
| Sharpe Ratio | -0.57 | 2.44 |
| Sortino Ratio | -0.57 | 3.18 |
| Omega Ratio | 0.93 | 1.50 |
| Calmar Ratio | -0.44 | 2.79 |
| Martin Ratio | -1.16 | 12.07 |
| Ulcer Index | 27.49% | 2.48% |
| Daily Std Dev | 55.82% | 12.27% |
| Max Drawdown | -85.54% | -16.82% |
| Current Drawdown | -70.29% | 0.00% |
Correlation
The correlation between NRT and JEPQ is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
NRT vs. JEPQ - Performance Comparison
In the year-to-date period, NRT achieves a -18.30% return, which is significantly lower 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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Risk-Adjusted Performance
NRT vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for North European Oil Royalty Trust (NRT) 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
NRT vs. JEPQ - Dividend Comparison
NRT's dividend yield for the trailing twelve months is around 10.36%, more than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRT North European Oil Royalty Trust | 10.36% | 38.77% | 14.42% | 4.70% | 11.00% | 13.87% | 12.07% | 10.92% | 10.15% | 17.45% | 16.04% | 11.26% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NRT vs. JEPQ - Drawdown Comparison
The maximum NRT drawdown since its inception was -85.54%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for NRT and JEPQ. For additional features, visit the drawdowns tool.
Volatility
NRT vs. JEPQ - Volatility Comparison
North European Oil Royalty Trust (NRT) has a higher volatility of 21.29% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that NRT'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.