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

Correlation

The correlation between PNNT and JEPQ is 0.48, 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

PNNT vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PennantPark Investment Corporation (PNNT) 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
24.75%
38.02%
PNNT
JEPQ

Key characteristics

Sharpe Ratio

PNNT:

0.10

JEPQ:

0.44

Sortino Ratio

PNNT:

0.29

JEPQ:

0.76

Omega Ratio

PNNT:

1.04

JEPQ:

1.12

Calmar Ratio

PNNT:

0.13

JEPQ:

0.45

Martin Ratio

PNNT:

0.35

JEPQ:

1.72

Ulcer Index

PNNT:

6.77%

JEPQ:

5.25%

Daily Std Dev

PNNT:

23.66%

JEPQ:

20.45%

Max Drawdown

PNNT:

-82.16%

JEPQ:

-20.07%

Current Drawdown

PNNT:

-8.98%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, PNNT achieves a -4.23% return, which is significantly higher than JEPQ's -6.90% return.


PNNT

YTD

-4.23%

1M

-8.98%

6M

-0.72%

1Y

5.01%

5Y*

29.58%

10Y*

8.72%

JEPQ

YTD

-6.90%

1M

-2.99%

6M

-2.76%

1Y

9.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PNNT vs. JEPQ — Risk-Adjusted Performance Rank

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

PNNT
The Risk-Adjusted Performance Rank of PNNT is 5353
Overall Rank
The Sharpe Ratio Rank of PNNT is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PNNT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PNNT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PNNT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PNNT is 5656
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5454
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5454
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.

PNNT vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Investment Corporation (PNNT) 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 PNNT, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.00
PNNT: 0.10
JEPQ: 0.44
The chart of Sortino ratio for PNNT, currently valued at 0.29, compared to the broader market-6.00-4.00-2.000.002.004.00
PNNT: 0.29
JEPQ: 0.76
The chart of Omega ratio for PNNT, currently valued at 1.04, compared to the broader market0.501.001.502.00
PNNT: 1.04
JEPQ: 1.12
The chart of Calmar ratio for PNNT, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
PNNT: 0.13
JEPQ: 0.45
The chart of Martin ratio for PNNT, currently valued at 0.35, compared to the broader market-5.000.005.0010.0015.0020.00
PNNT: 0.35
JEPQ: 1.72

The current PNNT Sharpe Ratio is 0.10, which is lower than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of PNNT 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
0.10
0.44
PNNT
JEPQ

Dividends

PNNT vs. JEPQ - Dividend Comparison

PNNT's dividend yield for the trailing twelve months is around 14.68%, more than JEPQ's 11.29% yield.


TTM20242023202220212020201920182017201620152014
PNNT
PennantPark Investment Corporation
14.68%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%11.75%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PNNT vs. JEPQ - Drawdown Comparison

The maximum PNNT drawdown since its inception was -82.16%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for PNNT and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.98%
-10.99%
PNNT
JEPQ

Volatility

PNNT vs. JEPQ - Volatility Comparison

PennantPark Investment Corporation (PNNT) has a higher volatility of 15.69% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.72%. This indicates that PNNT'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.69%
14.72%
PNNT
JEPQ