OSIS vs. JEPQ
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 22.26%/yr vs 19.68%/yr for JEPQ. At a 0.44 correlation, their price movements are largely independent.
Performance
OSIS vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, OSIS achieves a -16.21% return, which is significantly lower than JEPQ's 7.54% return.
OSIS
- 1D
- -0.90%
- 1M
- -3.77%
- YTD
- -16.21%
- 6M
- -20.75%
- 1Y
- -0.24%
- 3Y*
- 22.26%
- 5Y*
- 16.30%
- 10Y*
- 14.51%
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
OSIS vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OSIS OSI Systems, Inc. | -16.21% | 52.34% | 29.74% | 62.29% | 1.14% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between OSIS and JEPQ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.44 |
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Return for Risk
OSIS vs. JEPQ — Risk / Return Rank
OSIS
JEPQ
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.
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.
| OSIS | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.68 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.02 | 12.63 | -12.65 |
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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.
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Drawdown Indicators
| OSIS | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.44% | -20.07% | -68.37% |
Max Drawdown (1Y)Largest decline over 1 year | -36.15% | -8.82% | -27.33% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -20.07% | -16.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.64% | — | — |
Current DrawdownCurrent decline from peak | -30.99% | -2.75% | -28.24% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -3.39% | -22.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.34% | 1.86% | +10.48% |
Volatility
OSIS vs. JEPQ - Volatility Comparison
OSI Systems, Inc. (OSIS) has a higher volatility of 13.27% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. 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.
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Volatility by Period
| OSIS | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.27% | 6.27% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 35.31% | 10.52% | +24.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.34% | 13.06% | +31.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.58% | 16.78% | +16.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.70% | 16.78% | +16.92% |
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 10.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 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
OSIS and JEPQ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OSIS has higher volatility (13.27%) compared to JEPQ (6.27%). In terms of maximum drawdown, OSIS dropped -88.44% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.01), 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.
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