OCCI vs. JEPQ
OCCI (OFS Credit Company, Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, OCCI returned -15.90%/yr vs 19.42%/yr for JEPQ. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
OCCI vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OCCI achieves a -42.24% return, which is significantly lower than JEPQ's 9.76% return.
OCCI
- 1D
- -1.00%
- 1M
- -0.28%
- 6M
- -37.36%
- YTD
- -42.24%
- 1Y
- -47.94%
- 3Y*
- -15.90%
- 5Y*
- -13.07%
- 10Y*
- —
- ALL TIME*
- -7.43%
JEPQ
- 1D
- 2.09%
- 1M
- 1.51%
- 6M
- 7.97%
- YTD
- 9.76%
- 1Y
- 21.89%
- 3Y*
- 19.42%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $505.88M | $437.13M | $427.83M | |
| $470.70K | $577.70K | $720.91K |
OCCI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OCCI OFS Credit Company, Inc. | -42.24% | -14.38% | 31.45% | -1.33% | -13.08% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.76% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between OCCI and JEPQ is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.25 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OCCI vs. JEPQ — Risk / Return Rank
OCCI
JEPQ
OCCI vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OFS Credit Company, Inc. (OCCI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OCCI | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.28 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 2.49 | -3.38 |
| Martin ratioReturn relative to average drawdown | -1.53 | 10.21 | -11.74 |
Loading charts...
Drawdowns
OCCI vs. JEPQ - Drawdown Comparison
The maximum OCCI drawdown since its inception was -66.45%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for OCCI and JEPQ.
Loading charts...
Drawdown Indicators
| OCCI | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.45% | -20.07% | -46.38% |
Max Drawdown (1Y)Largest decline over 1 year | -54.47% | -8.82% | -45.65% |
Max Drawdown (3Y)Largest decline over 3 years | -56.88% | -20.07% | -36.81% |
Max Drawdown (5Y)Largest decline over 5 years | -57.01% | — | — |
Current DrawdownCurrent decline from peak | -57.59% | -0.88% | -56.71% |
Average DrawdownAverage peak-to-trough decline | -21.52% | -3.38% | -18.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.42% | 2.15% | +29.27% |
Volatility
OCCI vs. JEPQ - Volatility Comparison
OFS Credit Company, Inc. (OCCI) has a higher volatility of 12.06% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.36%. This indicates that OCCI'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.
Loading charts...
Volatility by Period
| OCCI | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 6.36% | +5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 33.34% | 12.35% | +20.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.57% | 14.75% | +24.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.55% | 16.93% | +13.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.16% | 16.93% | +24.23% |
Dividends
OCCI vs. JEPQ - Dividend Comparison
OCCI's dividend yield for the trailing twelve months is around 40.44%, more than JEPQ's 10.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.95% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% |
OCCI OFS Credit Company, Inc. | 40.44% | 28.51% | 18.14% | 28.64% | 27.09% | 16.28% | 18.04% | 13.21% | 2.93% |
Frequently Asked Questions
OCCI and JEPQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OCCI has higher volatility (12.06%) compared to JEPQ (6.36%). In terms of maximum drawdown, OCCI dropped -66.45% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.50 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for OCCI and JEPQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer