RKT vs. JEPQ
RKT (Rocket Companies, Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, RKT returned 13.40%/yr vs 20.04%/yr for JEPQ. At a 0.41 correlation, their price movements are largely independent.
Performance
RKT vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RKT achieves a -36.21% return, which is significantly lower than JEPQ's 7.44% return.
RKT
- 1D
- -2.37%
- 1M
- -21.29%
- YTD
- -36.21%
- 6M
- -34.34%
- 1Y
- -3.29%
- 3Y*
- 13.40%
- 5Y*
- -8.35%
- 10Y*
- —
JEPQ
- 1D
- 1.24%
- 1M
- 0.97%
- YTD
- 7.44%
- 6M
- 7.26%
- 1Y
- 25.85%
- 3Y*
- 20.04%
- 5Y*
- —
- 10Y*
- —
RKT vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RKT Rocket Companies, Inc. | -36.21% | 81.69% | -22.24% | 106.86% | -24.57% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.44% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between RKT and JEPQ is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.41 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RKT vs. JEPQ — Risk / Return Rank
RKT
JEPQ
RKT vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rocket Companies, Inc. (RKT) 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.
| RKT | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.95 | -3.02 |
| Martin ratioReturn relative to average drawdown | -0.15 | 14.33 | -14.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RKT | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 2.13 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.96 | -1.06 |
Drawdowns
RKT vs. JEPQ - Drawdown Comparison
The maximum RKT drawdown since its inception was -83.00%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for RKT and JEPQ.
Loading charts...
Drawdown Indicators
| RKT | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.00% | -20.07% | -62.93% |
Max Drawdown (1Y)Largest decline over 1 year | -47.31% | -8.82% | -38.49% |
Max Drawdown (3Y)Largest decline over 3 years | -50.60% | -20.07% | -30.53% |
Max Drawdown (5Y)Largest decline over 5 years | -67.39% | — | — |
Current DrawdownCurrent decline from peak | -64.67% | -2.02% | -62.65% |
Average DrawdownAverage peak-to-trough decline | -60.17% | -3.42% | -56.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.62% | 1.81% | +20.81% |
Volatility
RKT vs. JEPQ - Volatility Comparison
Rocket Companies, Inc. (RKT) has a higher volatility of 20.75% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.65%. This indicates that RKT'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.
Loading charts...
Volatility by Period
| RKT | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.75% | 3.65% | +17.10% |
Volatility (6M)Calculated over the trailing 6-month period | 42.53% | 9.66% | +32.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.42% | 12.19% | +46.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.55% | 16.67% | +36.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.41% | 16.67% | +47.74% |
Dividends
RKT vs. JEPQ - Dividend Comparison
RKT has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.26% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% |
RKT Rocket Companies, Inc. | 0.00% | 4.13% | 0.00% | 0.00% | 14.43% | 7.93% |
Frequently Asked Questions
RKT and JEPQ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RKT has higher volatility (20.75%) compared to JEPQ (3.65%). In terms of maximum drawdown, RKT dropped -83.00% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.13 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RKT and JEPQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer