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PBP vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBP and JEPQ is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

PBP vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 BuyWrite ETF (PBP) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
13.09%
15.49%
PBP
JEPQ

Key characteristics

Sharpe Ratio

PBP:

2.77

JEPQ:

1.77

Sortino Ratio

PBP:

3.91

JEPQ:

2.34

Omega Ratio

PBP:

1.64

JEPQ:

1.35

Calmar Ratio

PBP:

4.03

JEPQ:

2.17

Martin Ratio

PBP:

24.63

JEPQ:

9.17

Ulcer Index

PBP:

0.89%

JEPQ:

2.54%

Daily Std Dev

PBP:

7.96%

JEPQ:

13.18%

Max Drawdown

PBP:

-43.43%

JEPQ:

-16.82%

Current Drawdown

PBP:

0.00%

JEPQ:

0.00%

Returns By Period

In the year-to-date period, PBP achieves a 3.31% return, which is significantly lower than JEPQ's 4.60% return.


PBP

YTD

3.31%

1M

1.88%

6M

12.72%

1Y

22.57%

5Y*

6.93%

10Y*

6.67%

JEPQ

YTD

4.60%

1M

2.97%

6M

14.50%

1Y

24.46%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PBP vs. JEPQ - Expense Ratio Comparison

PBP has a 0.49% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


PBP
Invesco S&P 500 BuyWrite ETF
Expense ratio chart for PBP: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

PBP vs. JEPQ — Risk-Adjusted Performance Rank

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

PBP
The Risk-Adjusted Performance Rank of PBP is 9595
Overall Rank
The Sharpe Ratio Rank of PBP is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PBP is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PBP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of PBP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PBP is 9797
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 7171
Overall Rank
The Sharpe Ratio Rank of JEPQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PBP vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 BuyWrite ETF (PBP) 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
The chart of Sharpe ratio for PBP, currently valued at 2.77, compared to the broader market0.002.004.002.771.77
The chart of Sortino ratio for PBP, currently valued at 3.91, compared to the broader market-2.000.002.004.006.008.0010.0012.003.912.34
The chart of Omega ratio for PBP, currently valued at 1.64, compared to the broader market0.501.001.502.002.503.001.641.35
The chart of Calmar ratio for PBP, currently valued at 4.03, compared to the broader market0.005.0010.0015.004.032.17
The chart of Martin ratio for PBP, currently valued at 24.63, compared to the broader market0.0020.0040.0060.0080.00100.0024.639.17
PBP
JEPQ

The current PBP Sharpe Ratio is 2.77, which is higher than the JEPQ Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PBP and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.77
1.77
PBP
JEPQ

Dividends

PBP vs. JEPQ - Dividend Comparison

PBP's dividend yield for the trailing twelve months is around 9.52%, which matches JEPQ's 9.49% yield.


TTM20242023202220212020201920182017201620152014
PBP
Invesco S&P 500 BuyWrite ETF
9.52%10.22%3.35%1.33%6.21%1.41%5.55%2.59%10.86%2.56%5.21%4.96%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.49%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBP vs. JEPQ - Drawdown Comparison

The maximum PBP drawdown since its inception was -43.43%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for PBP and JEPQ. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
PBP
JEPQ

Volatility

PBP vs. JEPQ - Volatility Comparison

The current volatility for Invesco S&P 500 BuyWrite ETF (PBP) is 1.50%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.34%. This indicates that PBP 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.50%
3.34%
PBP
JEPQ
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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.

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