RNMBY vs. JEPQ
RNMBY (Rheinmetall AG ADR) 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, RNMBY returned 58.06%/yr vs 19.68%/yr for JEPQ. At a 0.20 correlation, their price movements are largely independent.
Performance
RNMBY vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, RNMBY achieves a -40.77% return, which is significantly lower than JEPQ's 7.54% return.
RNMBY
- 1D
- -19.55%
- 1M
- -24.46%
- YTD
- -40.77%
- 6M
- -40.51%
- 1Y
- -44.72%
- 3Y*
- 58.06%
- 5Y*
- 62.45%
- 10Y*
- 34.72%
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
RNMBY vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RNMBY Rheinmetall AG ADR | -40.77% | 190.28% | 99.83% | 63.35% | -13.05% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between RNMBY and JEPQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.20 |
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Return for Risk
RNMBY vs. JEPQ — Risk / Return Rank
RNMBY
JEPQ
RNMBY vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG ADR (RNMBY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RNMBY | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.36 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.68 | -3.51 |
| Martin ratioReturn relative to average drawdown | -2.07 | 12.63 | -14.70 |
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Drawdowns
RNMBY vs. JEPQ - Drawdown Comparison
The maximum RNMBY drawdown since its inception was -67.75%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for RNMBY and JEPQ.
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Drawdown Indicators
| RNMBY | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.75% | -20.07% | -47.68% |
Max Drawdown (1Y)Largest decline over 1 year | -53.74% | -8.82% | -44.92% |
Max Drawdown (3Y)Largest decline over 3 years | -53.74% | -20.07% | -33.67% |
Max Drawdown (5Y)Largest decline over 5 years | -53.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.75% | — | — |
Current DrawdownCurrent decline from peak | -53.74% | -2.75% | -50.99% |
Average DrawdownAverage peak-to-trough decline | -16.79% | -3.39% | -13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.63% | 1.86% | +19.77% |
Volatility
RNMBY vs. JEPQ - Volatility Comparison
Rheinmetall AG ADR (RNMBY) has a higher volatility of 23.93% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. This indicates that RNMBY'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.
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Volatility by Period
| RNMBY | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.93% | 6.27% | +17.66% |
Volatility (6M)Calculated over the trailing 6-month period | 39.90% | 10.52% | +29.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.66% | 13.06% | +36.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.68% | 16.78% | +28.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.96% | 16.78% | +25.18% |
Dividends
RNMBY vs. JEPQ - Dividend Comparison
RNMBY's dividend yield for the trailing twelve months is around 1.27%, less than JEPQ's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RNMBY Rheinmetall AG ADR | 1.27% | 0.49% | 0.96% | 1.46% | 1.82% | 1.72% | 1.56% | 1.36% | 1.47% | 2.06% | 2.97% | 0.53% |
Frequently Asked Questions
RNMBY and JEPQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RNMBY has higher volatility (23.93%) compared to JEPQ (6.27%). In terms of maximum drawdown, RNMBY dropped -67.75% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.90), 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.
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