Correlation
The correlation between JEPQ and O is 0.35, 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.
JEPQ vs. O
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Realty Income Corporation (O).
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: JEPQ or O.
Performance
JEPQ vs. O - Performance Comparison
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Key characteristics
JEPQ:
0.37
O:
0.79
JEPQ:
0.70
O:
1.08
JEPQ:
1.11
O:
1.13
JEPQ:
0.41
O:
0.52
JEPQ:
1.40
O:
1.36
JEPQ:
5.84%
O:
9.47%
JEPQ:
20.30%
O:
18.43%
JEPQ:
-20.07%
O:
-48.45%
JEPQ:
-7.34%
O:
-13.40%
Returns By Period
In the year-to-date period, JEPQ achieves a -3.08% return, which is significantly lower than O's 7.09% return.
JEPQ
-3.08%
4.07%
-1.94%
7.52%
14.27%
N/A
N/A
O
7.09%
-1.97%
-1.48%
14.51%
-1.92%
6.51%
7.52%
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Risk-Adjusted Performance
JEPQ vs. O — Risk-Adjusted Performance Rank
JEPQ
O
JEPQ vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Realty Income Corporation (O). 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
JEPQ vs. O - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 11.29%, more than O's 5.68% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.29% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.68% | 5.37% | 5.33% | 4.68% | 3.97% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
Drawdowns
JEPQ vs. O - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for JEPQ and O.
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Volatility
JEPQ vs. O - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 2.06%, while Realty Income Corporation (O) has a volatility of 4.28%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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