PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PACW vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PACW and JEPQ is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PACW vs. JEPQ - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-77.26%
49.21%
PACW
JEPQ

Key characteristics

Returns By Period


PACW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPQ

YTD

25.70%

1M

2.67%

6M

9.33%

1Y

26.16%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PACW vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PacWest Bancorp (PACW) 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.


Sharpe ratio
No data
The chart of Calmar ratio for PACW, currently valued at 0.00, compared to the broader market0.002.004.006.000.002.50
PACW
JEPQ


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
2.14
PACW
JEPQ

Dividends

PACW vs. JEPQ - Dividend Comparison

PACW has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.41%.


TTM20232022202120202019201820172016201520142013
PACW
PacWest Bancorp
0.00%3.71%4.36%2.21%5.31%6.27%6.91%3.97%3.67%4.64%2.75%2.37%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.41%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PACW vs. JEPQ - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-77.26%
-1.48%
PACW
JEPQ

Volatility

PACW vs. JEPQ - Volatility Comparison

The current volatility for PacWest Bancorp (PACW) is 0.00%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.83%. This indicates that PACW experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
2.83%
PACW
JEPQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab