PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QQQI vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

QQQI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq 100 High Income ETF (QQQI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.16%
8.45%
QQQI
JEPI

Returns By Period


QQQI

YTD

N/A

1M

0.64%

6M

8.95%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

JEPI

YTD

14.85%

1M

0.36%

6M

7.81%

1Y

17.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


QQQIJEPI
Daily Std Dev14.59%7.05%
Max Drawdown-10.67%-13.71%
Current Drawdown-2.19%-1.00%

Compare stocks, funds, or ETFs

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


QQQI vs. JEPI - Expense Ratio Comparison

QQQI has a 0.68% expense ratio, which is higher than JEPI's 0.35% expense ratio.


QQQI
NEOS Nasdaq 100 High Income ETF
Expense ratio chart for QQQI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for JEPI: 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%

Correlation

-0.50.00.51.00.6

The correlation between QQQI and JEPI is 0.60, 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.

Risk-Adjusted Performance

QQQI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq 100 High Income ETF (QQQI) and JPMorgan Equity Premium Income ETF (JEPI). 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
No data
QQQI
JEPI

Chart placeholderNot enough data

Dividends

QQQI vs. JEPI - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 10.61%, more than JEPI's 7.12% yield.


TTM2023202220212020
QQQI
NEOS Nasdaq 100 High Income ETF
10.61%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.12%8.40%11.67%6.59%5.79%

Drawdowns

QQQI vs. JEPI - Drawdown Comparison

The maximum QQQI drawdown since its inception was -10.67%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for QQQI and JEPI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
-1.00%
QQQI
JEPI

Volatility

QQQI vs. JEPI - Volatility Comparison

NEOS Nasdaq 100 High Income ETF (QQQI) has a higher volatility of 4.10% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that QQQI's price experiences larger fluctuations and is considered to be riskier than JEPI 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%8.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
2.14%
QQQI
JEPI