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

Key characteristics


RDOGJEPQ
YTD Return-6.33%5.92%
1Y Return12.86%25.34%
Sharpe Ratio0.482.24
Daily Std Dev22.13%11.04%
Max Drawdown-69.88%-16.82%
Current Drawdown-23.58%-4.36%

Correlation

-0.50.00.51.00.5

The correlation between RDOG and JEPQ is 0.54, 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.

Performance

RDOG vs. JEPQ - Performance Comparison

In the year-to-date period, RDOG achieves a -6.33% return, which is significantly lower than JEPQ's 5.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%December2024FebruaryMarchAprilMay
-14.51%
25.74%
RDOG
JEPQ

Compare stocks, funds, or ETFs

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


ALPS REIT Dividend Dogs ETF

JPMorgan Nasdaq Equity Premium Income ETF

RDOG vs. JEPQ - Expense Ratio Comparison

Both RDOG and JEPQ have an expense ratio of 0.35%.


RDOG
ALPS REIT Dividend Dogs ETF
Expense ratio chart for RDOG: 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 JEPQ: 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%

Risk-Adjusted Performance

RDOG vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS REIT Dividend Dogs ETF (RDOG) 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.


RDOG
Sharpe ratio
The chart of Sharpe ratio for RDOG, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.005.000.48
Sortino ratio
The chart of Sortino ratio for RDOG, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.000.88
Omega ratio
The chart of Omega ratio for RDOG, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for RDOG, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.000.37
Martin ratio
The chart of Martin ratio for RDOG, currently valued at 1.54, compared to the broader market0.0020.0040.0060.001.54
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.005.002.24
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.003.02
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 3.74, compared to the broader market0.002.004.006.008.0010.0012.003.74
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 14.30, compared to the broader market0.0020.0040.0060.0014.30

RDOG vs. JEPQ - Sharpe Ratio Comparison

The current RDOG Sharpe Ratio is 0.48, which is lower than the JEPQ Sharpe Ratio of 2.24. The chart below compares the 12-month rolling Sharpe Ratio of RDOG and JEPQ.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
0.48
2.24
RDOG
JEPQ

Dividends

RDOG vs. JEPQ - Dividend Comparison

RDOG's dividend yield for the trailing twelve months is around 7.49%, less than JEPQ's 9.29% yield.


TTM20232022202120202019201820172016201520142013
RDOG
ALPS REIT Dividend Dogs ETF
7.49%7.07%5.25%2.98%5.12%3.10%3.13%3.64%3.66%3.43%2.90%1.03%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.29%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RDOG vs. JEPQ - Drawdown Comparison

The maximum RDOG drawdown since its inception was -69.88%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for RDOG and JEPQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-15.55%
-4.36%
RDOG
JEPQ

Volatility

RDOG vs. JEPQ - Volatility Comparison

ALPS REIT Dividend Dogs ETF (RDOG) has a higher volatility of 6.32% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.97%. This indicates that RDOG'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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
6.32%
4.97%
RDOG
JEPQ