OSIS vs. JEPQ

Last updated Jun 4, 2026

OSIS (OSI Systems, 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, OSIS returned 20.67%/yr vs 20.92%/yr for JEPQ. At a 0.44 correlation, their price movements are largely independent.

Performance

OSIS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OSI Systems, Inc. (OSIS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSIS achieves a -16.30% return, which is significantly lower than JEPQ's 9.54% return.

OSIS

• 1D: 0.69%
• 1M: -24.53%
• YTD: -16.30%
• 6M: -21.86%
• 1Y: -3.48%
• 3Y*: 20.67%
• 5Y*: 17.10%
• 10Y*: 15.10%

JEPQ

• 1D: -0.10%
• 1M: 4.31%
• YTD: 9.54%
• 6M: 9.75%
• 1Y: 29.00%
• 3Y*: 20.92%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSIS vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OSIS OSI Systems, Inc.	-16.30%	52.34%	29.74%	62.29%	-2.04%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.54%	15.18%	24.85%	36.28%	-12.89%

Correlation

The correlation between OSIS and JEPQ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (All Time) Calculated using the full available price history since May 5, 2022	0.44

Return for Risk

OSIS vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OSIS

OSIS Risk / Return Rank: 35
OSIS Sharpe Ratio Rank: 37
OSIS Sortino Ratio Rank: 34
OSIS Omega Ratio Rank: 35
OSIS Calmar Ratio Rank: 37
OSIS Martin Ratio Rank: 34

JEPQ

JEPQ Risk / Return Rank: 74
JEPQ Sharpe Ratio Rank: 74
JEPQ Sortino Ratio Rank: 71
JEPQ Omega Ratio Rank: 80
JEPQ Calmar Ratio Rank: 65
JEPQ Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OSIS vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) 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.

	OSIS	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	2.49	-2.57
Sortino ratio: Return per unit of downside risk	0.19	3.29	-3.10
Omega ratio: Gain probability vs. loss probability	1.03	1.49	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.10	3.31	-3.41
Martin ratio: Return relative to average drawdown	-0.34	16.22	-16.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OSIS vs. JEPQ - Sharpe Ratio Comparison

The current OSIS Sharpe Ratio is -0.08, which is lower than the JEPQ Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of OSIS and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OSIS	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	2.49	-2.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	1.00	-0.84

Drawdowns

OSIS vs. JEPQ - Drawdown Comparison

The maximum OSIS drawdown since its inception was -88.44%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for OSIS and JEPQ.

Drawdown Indicators

	OSIS	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-88.44%	-20.07%	-68.37%
Max Drawdown (1Y) Largest decline over 1 year	-33.67%	-8.82%	-24.85%
Max Drawdown (3Y) Largest decline over 3 years	-33.67%	-20.07%	-13.60%
Max Drawdown (5Y) Largest decline over 5 years	-33.67%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-53.64%	—	—
Current Drawdown Current decline from peak	-31.06%	-0.10%	-30.96%
Average Drawdown Average peak-to-trough decline	-25.68%	-3.42%	-22.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.38%	1.79%	+8.59%

Volatility

OSIS vs. JEPQ - Volatility Comparison

OSI Systems, Inc. (OSIS) has a higher volatility of 21.58% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.26%. This indicates that OSIS'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.

Volatility by Period

	OSIS	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.58%	1.26%	+20.32%
Volatility (6M) Calculated over the trailing 6-month period	33.42%	9.07%	+24.35%
Volatility (1Y) Calculated over the trailing 1-year period	43.29%	11.73%	+31.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.18%	16.61%	+16.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.65%	16.61%	+17.04%

Dividends

OSIS vs. JEPQ - Dividend Comparison

OSIS has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.07%.

Position	TTM	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.07%	10.53%	9.65%	10.03%	9.44%
OSIS OSI Systems, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OSIS and JEPQ in my portfolio?

OSIS and JEPQ have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSIS or JEPQ?

OSIS has higher volatility (21.58%) compared to JEPQ (1.26%). In terms of maximum drawdown, OSIS dropped -88.44% vs JEPQ's -20.07%.

Which has better risk-adjusted returns?

JEPQ currently has the higher Sharpe Ratio (2.49 vs -0.08), 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.