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

Correlation

The correlation between PECO and JEPQ is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PECO vs. JEPQ - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
11.31%
38.02%
PECO
JEPQ

Key characteristics

Sharpe Ratio

PECO:

0.44

JEPQ:

0.44

Sortino Ratio

PECO:

0.75

JEPQ:

0.76

Omega Ratio

PECO:

1.09

JEPQ:

1.12

Calmar Ratio

PECO:

0.53

JEPQ:

0.45

Martin Ratio

PECO:

1.47

JEPQ:

1.72

Ulcer Index

PECO:

5.71%

JEPQ:

5.25%

Daily Std Dev

PECO:

19.10%

JEPQ:

20.45%

Max Drawdown

PECO:

-23.11%

JEPQ:

-20.07%

Current Drawdown

PECO:

-10.61%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, PECO achieves a -5.27% return, which is significantly higher than JEPQ's -6.90% return.


PECO

YTD

-5.27%

1M

-1.42%

6M

-1.75%

1Y

11.29%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-6.90%

1M

-2.55%

6M

-2.76%

1Y

7.87%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PECO vs. JEPQ — Risk-Adjusted Performance Rank

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

PECO
The Risk-Adjusted Performance Rank of PECO is 6666
Overall Rank
The Sharpe Ratio Rank of PECO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PECO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PECO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PECO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PECO is 6969
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5757
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5656
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.

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.


The chart of Sharpe ratio for PECO, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.003.00
PECO: 0.44
JEPQ: 0.44
The chart of Sortino ratio for PECO, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
PECO: 0.75
JEPQ: 0.76
The chart of Omega ratio for PECO, currently valued at 1.09, compared to the broader market0.501.001.502.00
PECO: 1.09
JEPQ: 1.12
The chart of Calmar ratio for PECO, currently valued at 0.53, compared to the broader market0.001.002.003.004.005.00
PECO: 0.53
JEPQ: 0.45
The chart of Martin ratio for PECO, currently valued at 1.47, compared to the broader market-5.000.005.0010.0015.0020.00
PECO: 1.47
JEPQ: 1.72

The current PECO Sharpe Ratio is 0.44, which is comparable to the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of PECO 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.44
0.44
PECO
JEPQ

Dividends

PECO vs. JEPQ - Dividend Comparison

PECO's dividend yield for the trailing twelve months is around 3.45%, less than JEPQ's 11.29% yield.


TTM2024202320222021
PECO
Phillips Edison & Company, Inc.
3.45%3.18%3.12%3.43%1.33%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.65%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 -20.07%. Use the drawdown chart below to compare losses from any high point for PECO and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.61%
-10.99%
PECO
JEPQ

Volatility

PECO vs. JEPQ - Volatility Comparison

The current volatility for Phillips Edison & Company, Inc. (PECO) is 8.89%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 14.72%. This indicates that PECO 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.89%
14.72%
PECO
JEPQ