ROOT vs. JEPQ
ROOT (Root, 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, ROOT returned 70.47%/yr vs 17.49%/yr for JEPQ. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
ROOT vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ROOT achieves a -25.03% return, which is significantly lower than JEPQ's 6.05% return.
ROOT
- 1D
- -6.70%
- 1M
- -12.28%
- 6M
- -12.84%
- YTD
- -25.03%
- 1Y
- -53.61%
- 3Y*
- 70.47%
- 5Y*
- -16.98%
- 10Y*
- —
- ALL TIME*
- -31.25%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $439.89M | $417.31M | $422.49M | |
ROOT Root, Inc. | $10.74M | $12.78M | $15.16M |
ROOT vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ROOT Root, Inc. | -25.03% | -0.50% | 592.65% | 133.41% | -86.37% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between ROOT and JEPQ is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.33 |
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
ROOT vs. JEPQ — Risk / Return Rank
ROOT
JEPQ
ROOT vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Root, Inc. (ROOT) 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.
| ROOT | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.02 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.18 | 8.30 | -9.48 |
Loading charts...
Drawdowns
ROOT vs. JEPQ - Drawdown Comparison
The maximum ROOT drawdown since its inception was -99.29%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for ROOT and JEPQ.
Loading charts...
Drawdown Indicators
| ROOT | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -20.07% | -79.22% |
Max Drawdown (1Y)Largest decline over 1 year | -65.58% | -8.82% | -56.76% |
Max Drawdown (3Y)Largest decline over 3 years | -75.68% | -20.07% | -55.61% |
Max Drawdown (5Y)Largest decline over 5 years | -97.46% | — | — |
Current DrawdownCurrent decline from peak | -88.86% | -4.23% | -84.63% |
Average DrawdownAverage peak-to-trough decline | -83.84% | -3.38% | -80.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.02% | 2.14% | +44.88% |
Volatility
ROOT vs. JEPQ - Volatility Comparison
Root, Inc. (ROOT) has a higher volatility of 19.08% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. This indicates that ROOT'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
| ROOT | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.08% | 6.09% | +12.99% |
Volatility (6M)Calculated over the trailing 6-month period | 49.20% | 12.15% | +37.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.48% | 14.65% | +54.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.91% | 16.90% | +85.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.54% | 16.90% | +82.64% |
Dividends
ROOT vs. JEPQ - Dividend Comparison
ROOT has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% |
ROOT Root, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROOT and JEPQ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROOT has higher volatility (19.08%) compared to JEPQ (6.09%). In terms of maximum drawdown, ROOT dropped -99.29% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 vs -0.80), 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 ROOT 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