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 -15.10%/yr vs 19.68%/yr for JEPQ. At a 0.24 correlation, their price movements are largely independent.
Performance
OCCI vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OCCI achieves a -35.97% return, which is significantly lower than JEPQ's 7.54% return.
OCCI
- 1D
- 0.79%
- 1M
- -14.14%
- YTD
- -35.97%
- 6M
- -35.57%
- 1Y
- -41.73%
- 3Y*
- -15.10%
- 5Y*
- -11.88%
- 10Y*
- —
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
OCCI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OCCI OFS Credit Company, Inc. | -35.97% | -14.38% | 31.45% | -1.33% | -13.08% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between OCCI and JEPQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.24 |
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 | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.36 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.68 | -3.54 |
| Martin ratioReturn relative to average drawdown | -1.59 | 12.63 | -14.22 |
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 | -48.46% | -8.82% | -39.64% |
Max Drawdown (3Y)Largest decline over 3 years | -51.18% | -20.07% | -31.11% |
Max Drawdown (5Y)Largest decline over 5 years | -51.34% | — | — |
Current DrawdownCurrent decline from peak | -52.98% | -2.75% | -50.23% |
Average DrawdownAverage peak-to-trough decline | -20.98% | -3.39% | -17.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.31% | 1.86% | +24.45% |
Volatility
OCCI vs. JEPQ - Volatility Comparison
OFS Credit Company, Inc. (OCCI) has a higher volatility of 10.56% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. 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 | 10.56% | 6.27% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 31.89% | 10.52% | +21.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.68% | 13.06% | +24.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.05% | 16.78% | +13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.18% | 16.78% | +24.40% |
Dividends
OCCI vs. JEPQ - Dividend Comparison
OCCI's dividend yield for the trailing twelve months is around 52.68%, more than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% |
OCCI OFS Credit Company, Inc. | 52.68% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OCCI has higher volatility (10.56%) compared to JEPQ (6.27%). In terms of maximum drawdown, OCCI dropped -66.45% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -1.11), 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