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QMAX.TO vs. JPEQ.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMAX.TO vs. JPEQ.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) and JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QMAX.TO is traded in CAD, while JPEQ.AX is traded in AUD. To make them comparable, the JPEQ.AX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QMAX.TO achieves a 22.06% return, which is significantly higher than JPEQ.AX's 8.63% return.


QMAX.TO

1D
0.64%
1M
17.44%
YTD
22.06%
6M
19.75%
1Y
44.35%
3Y*
5Y*
10Y*

JPEQ.AX

1D
-0.44%
1M
5.62%
YTD
8.63%
6M
7.34%
1Y
27.76%
3Y*
19.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QMAX.TO vs. JPEQ.AX - Yearly Performance Comparison


2026 (YTD)202520242023
QMAX.TO
Hamilton Technology YIELD MAXIMIZER ETF
22.06%16.57%37.65%16.15%
JPEQ.AX
JPMorgan US 100Q Equity Premium Income Active ETF
8.63%7.62%34.67%5.80%

Correlation

The correlation between QMAX.TO and JPEQ.AX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.19

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Return for Risk

QMAX.TO vs. JPEQ.AX — Risk / Return Rank

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

QMAX.TO
QMAX.TO Risk / Return Rank: 5252
Overall Rank
QMAX.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QMAX.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
QMAX.TO Omega Ratio Rank: 6262
Omega Ratio Rank
QMAX.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
QMAX.TO Martin Ratio Rank: 3434
Martin Ratio Rank

JPEQ.AX
JPEQ.AX Risk / Return Rank: 3232
Overall Rank
JPEQ.AX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JPEQ.AX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JPEQ.AX Omega Ratio Rank: 3535
Omega Ratio Rank
JPEQ.AX Calmar Ratio Rank: 3030
Calmar Ratio Rank
JPEQ.AX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QMAX.TO vs. JPEQ.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) and JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX). 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.


QMAX.TOJPEQ.AXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.03

Calmar ratioReturn relative to maximum drawdown

1.95

3.76

-1.81

Martin ratioReturn relative to average drawdown

5.32

14.55

-9.23

QMAX.TO vs. JPEQ.AX - Sharpe Ratio Comparison

The current QMAX.TO Sharpe Ratio is 2.17, which is comparable to the JPEQ.AX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of QMAX.TO and JPEQ.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QMAX.TOJPEQ.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.30

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

1.23

+0.35

Drawdowns

QMAX.TO vs. JPEQ.AX - Drawdown Comparison

The maximum QMAX.TO drawdown since its inception was -26.77%, which is greater than JPEQ.AX's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for QMAX.TO and JPEQ.AX.


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Drawdown Indicators


QMAX.TOJPEQ.AXDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-22.95%

-3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-22.86%

-7.31%

-15.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.95%

Current Drawdown

Current decline from peak

0.00%

-0.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.25%

-2.78%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

1.90%

+6.46%

Volatility

QMAX.TO vs. JPEQ.AX - Volatility Comparison

Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) has a higher volatility of 6.48% compared to JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) at 2.21%. This indicates that QMAX.TO's price experiences larger fluctuations and is considered to be riskier than JPEQ.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMAX.TOJPEQ.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

2.21%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

9.39%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.53%

11.99%

+8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

16.44%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

16.44%

+7.22%

Dividends

QMAX.TO vs. JPEQ.AX - Dividend Comparison

QMAX.TO's dividend yield for the trailing twelve months is around 9.33%, more than JPEQ.AX's 9.09% yield.


PositionTTM202520242023
JPEQ.AX
JPMorgan US 100Q Equity Premium Income Active ETF
9.09%9.00%7.40%4.88%
QMAX.TO
Hamilton Technology YIELD MAXIMIZER ETF
9.33%10.79%10.90%2.01%

Frequently Asked Questions


QMAX.TO and JPEQ.AX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QMAX.TO is categorized as Technology Equities, while JPEQ.AX is Derivative Income. They also come from different issuers: Hamilton Capital and JPMorgan.

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