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SCO vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCO achieves a -68.52% return, which is significantly lower than JEPQ's 9.54% return.


SCO

1D
-2.80%
1M
0.04%
YTD
-68.52%
6M
-67.29%
1Y
-68.07%
3Y*
-37.96%
5Y*
-42.81%
10Y*
-38.69%

JEPQ

1D
-0.10%
1M
4.31%
YTD
9.54%
6M
9.75%
1Y
29.00%
3Y*
20.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
SCO
ProShares UltraShort Bloomberg Crude Oil
-68.52%15.90%-19.00%-12.41%-1.45%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.54%15.18%24.85%36.28%-12.89%

Correlation

The correlation between SCO and JEPQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

-0.04

The correlation between SCO and JEPQ shifts across timeframes, from -0.04 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCO vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCO
SCO Risk / Return Rank: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 00
Sortino Ratio Rank
SCO Omega Ratio Rank: 00
Omega Ratio Rank
SCO Calmar Ratio Rank: 11
Calmar Ratio Rank
SCO Martin Ratio Rank: 00
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7474
Overall Rank
JEPQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 7171
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 8080
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCO vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) 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.


SCOJEPQDifference
Sharpe ratioReturn per unit of total volatility

-3.69

Sortino ratioReturn per unit of downside risk

-5.63

Omega ratioGain probability vs. loss probability

0.75

1.49

-0.74

Calmar ratioReturn relative to maximum drawdown

-0.94

3.31

-4.25

Martin ratioReturn relative to average drawdown

-1.97

16.22

-18.19

SCO vs. JEPQ - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -1.20, which is lower than the JEPQ Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SCO and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCOJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

2.49

-3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

1.00

-1.38

Drawdowns

SCO vs. JEPQ - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SCO and JEPQ.


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Drawdown Indicators


SCOJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-20.07%

-79.73%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-8.82%

-63.42%

Max Drawdown (3Y)

Largest decline over 3 years

-79.85%

-20.07%

-59.78%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

Current Drawdown

Current decline from peak

-99.79%

-0.10%

-99.69%

Average Drawdown

Average peak-to-trough decline

-85.17%

-3.42%

-81.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.60%

1.79%

+32.81%

Volatility

SCO vs. JEPQ - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 20.05% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.26%. This indicates that SCO'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


SCOJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.05%

1.26%

+18.79%

Volatility (6M)

Calculated over the trailing 6-month period

45.60%

9.07%

+36.53%

Volatility (1Y)

Calculated over the trailing 1-year period

56.64%

11.73%

+44.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.74%

16.61%

+43.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

16.61%

+55.34%

SCO vs. JEPQ - Expense Ratio Comparison

SCO has a 0.95% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Dividends

SCO vs. JEPQ - Dividend Comparison

SCO has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.07%.


PositionTTM2025202420232022
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.07%10.53%9.65%10.03%9.44%
SCO
ProShares UltraShort Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCO and JEPQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (20.05%) compared to JEPQ (1.26%). In terms of maximum drawdown, SCO dropped -99.80% vs JEPQ's -20.07%.

On 3-year performance, JEPQ leads with 20.92% vs -37.96% for SCO. On fees, JEPQ is cheaper at 0.35% per year. On volatility, JEPQ has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JEPQ has performed better with a 20.92% return vs -37.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JEPQ is cheaper with a 0.35% expense ratio, compared with 0.95% for SCO.

JEPQ has the higher dividend yield at 10.07%, compared with 0.00% for SCO.

SCO is categorized as Leveraged Commodities, while JEPQ is Nasdaq-100. SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: ProShares and JPMorgan. Their fees differ too: 0.95% for SCO and 0.35% for JEPQ.

JEPQ currently has the higher Sharpe Ratio (2.49 vs -1.20), 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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