PortfoliosLab logo
QQQI vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQI and JEPI is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

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.

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.45%
6.75%
QQQI
JEPI

Key characteristics

Sharpe Ratio

QQQI:

0.60

JEPI:

0.41

Sortino Ratio

QQQI:

0.98

JEPI:

0.67

Omega Ratio

QQQI:

1.15

JEPI:

1.11

Calmar Ratio

QQQI:

0.64

JEPI:

0.43

Martin Ratio

QQQI:

2.50

JEPI:

1.99

Ulcer Index

QQQI:

5.08%

JEPI:

2.83%

Daily Std Dev

QQQI:

21.32%

JEPI:

13.76%

Max Drawdown

QQQI:

-20.00%

JEPI:

-13.71%

Current Drawdown

QQQI:

-10.71%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, QQQI achieves a -6.16% return, which is significantly lower than JEPI's -2.96% return.


QQQI

YTD

-6.16%

1M

-4.75%

6M

-1.99%

1Y

10.62%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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.


Expense ratio chart for QQQI: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQI: 0.68%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

QQQI vs. JEPI — Risk-Adjusted Performance Rank

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

QQQI
The Risk-Adjusted Performance Rank of QQQI is 6868
Overall Rank
The Sharpe Ratio Rank of QQQI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QQQI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of QQQI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QQQI is 6868
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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.

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.


The chart of Sharpe ratio for QQQI, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
QQQI: 0.60
JEPI: 0.41
The chart of Sortino ratio for QQQI, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
QQQI: 0.98
JEPI: 0.67
The chart of Omega ratio for QQQI, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
QQQI: 1.15
JEPI: 1.11
The chart of Calmar ratio for QQQI, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
QQQI: 0.64
JEPI: 0.43
The chart of Martin ratio for QQQI, currently valued at 2.50, compared to the broader market0.0020.0040.0060.00
QQQI: 2.50
JEPI: 1.99

The current QQQI Sharpe Ratio is 0.60, which is higher than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of QQQI and JEPI, 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 Ratio0.000.501.001.502.00Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.60
0.41
QQQI
JEPI

Dividends

QQQI vs. JEPI - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 15.57%, more than JEPI's 7.90% yield.


TTM20242023202220212020
QQQI
NEOS Nasdaq 100 High Income ETF
15.57%12.85%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%

Drawdowns

QQQI vs. JEPI - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, which is greater than JEPI's maximum 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.71%
-7.02%
QQQI
JEPI

Volatility

QQQI vs. JEPI - Volatility Comparison

NEOS Nasdaq 100 High Income ETF (QQQI) has a higher volatility of 15.24% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.24%
11.06%
QQQI
JEPI