PECO vs. JEPQ
Compare and contrast key facts about Phillips Edison & Company, Inc. (PECO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PECO or JEPQ.
Key characteristics
| PECO | JEPQ | |
|---|---|---|
| YTD Return | 11.20% | 23.36% |
| 1Y Return | 21.47% | 29.05% |
| Sharpe Ratio | 1.22 | 2.38 |
| Sortino Ratio | 1.81 | 3.11 |
| Omega Ratio | 1.23 | 1.49 |
| Calmar Ratio | 1.51 | 2.71 |
| Martin Ratio | 3.39 | 11.74 |
| Ulcer Index | 7.00% | 2.48% |
| Daily Std Dev | 19.44% | 12.20% |
| Max Drawdown | -23.11% | -16.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PECO and JEPQ is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PECO vs. JEPQ - Performance Comparison
In the year-to-date period, PECO achieves a 11.20% return, which is significantly lower than JEPQ's 23.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PECO vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips Edison & Company, Inc. (PECO) 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.
Dividends
PECO vs. JEPQ - Dividend Comparison
PECO's dividend yield for the trailing twelve months is around 2.99%, less than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
PECO Phillips Edison & Company, Inc. | 2.99% | 3.12% | 3.43% | 1.33% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% |
Drawdowns
PECO vs. JEPQ - Drawdown Comparison
The maximum PECO drawdown since its inception was -23.11%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for PECO and JEPQ. For additional features, visit the drawdowns tool.
Volatility
PECO vs. JEPQ - Volatility Comparison
Phillips Edison & Company, Inc. (PECO) has a higher volatility of 4.58% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that PECO'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.