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QQQN vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQN 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.


-0.50.00.51.00.6

Performance

QQQN vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Nasdaq Next 50 ETF (QQQN) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
29.35%
59.40%
QQQN
JEPI

Key characteristics

Returns By Period


QQQN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

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QQQN vs. JEPI - Expense Ratio Comparison

QQQN has a 0.18% expense ratio, which is lower than JEPI's 0.35% expense ratio.


JEPI
JPMorgan Equity Premium Income ETF
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%
Expense ratio chart for QQQN: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

QQQN vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Nasdaq Next 50 ETF (QQQN) 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
The chart of Sharpe ratio for QQQN, currently valued at 1.34, compared to the broader market0.002.004.001.341.92
The chart of Sortino ratio for QQQN, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.001.962.60
The chart of Omega ratio for QQQN, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.38
The chart of Calmar ratio for QQQN, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.723.11
The chart of Martin ratio for QQQN, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.006.5512.63
QQQN
JEPI


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.34
1.92
QQQN
JEPI

Dividends

QQQN vs. JEPI - Dividend Comparison

QQQN has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.30%.


TTM2023202220212020
QQQN
VictoryShares Nasdaq Next 50 ETF
0.74%0.64%0.90%0.33%0.13%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%

Drawdowns

QQQN vs. JEPI - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.15%
-3.69%
QQQN
JEPI

Volatility

QQQN vs. JEPI - Volatility Comparison

The current volatility for VictoryShares Nasdaq Next 50 ETF (QQQN) is 0.00%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.90%. This indicates that QQQN experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
2.90%
QQQN
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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