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

Correlation

The correlation between SCO and JEPQ is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-18.60%
38.02%
SCO
JEPQ

Key characteristics

Sharpe Ratio

SCO:

0.53

JEPQ:

0.44

Sortino Ratio

SCO:

1.09

JEPQ:

0.76

Omega Ratio

SCO:

1.13

JEPQ:

1.12

Calmar Ratio

SCO:

0.26

JEPQ:

0.45

Martin Ratio

SCO:

1.75

JEPQ:

1.72

Ulcer Index

SCO:

14.94%

JEPQ:

5.25%

Daily Std Dev

SCO:

49.56%

JEPQ:

20.45%

Max Drawdown

SCO:

-99.50%

JEPQ:

-20.07%

Current Drawdown

SCO:

-99.33%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, SCO achieves a 16.43% return, which is significantly higher than JEPQ's -6.90% return.


SCO

YTD

16.43%

1M

13.87%

6M

13.28%

1Y

27.84%

5Y*

-53.54%

10Y*

-29.07%

JEPQ

YTD

-6.90%

1M

-2.99%

6M

-2.76%

1Y

9.37%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SCO vs. JEPQ - Expense Ratio Comparison

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


Expense ratio chart for SCO: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCO: 0.95%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

SCO vs. JEPQ — Risk-Adjusted Performance Rank

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

SCO
The Risk-Adjusted Performance Rank of SCO is 5757
Overall Rank
The Sharpe Ratio Rank of SCO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SCO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SCO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SCO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCO is 5555
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5454
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCO vs. JEPQ - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SCO, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
SCO: 0.53
JEPQ: 0.44
The chart of Sortino ratio for SCO, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
SCO: 1.09
JEPQ: 0.76
The chart of Omega ratio for SCO, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
SCO: 1.13
JEPQ: 1.12
The chart of Calmar ratio for SCO, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
SCO: 0.49
JEPQ: 0.45
The chart of Martin ratio for SCO, currently valued at 1.75, compared to the broader market0.0020.0040.0060.00
SCO: 1.75
JEPQ: 1.72

The current SCO Sharpe Ratio is 0.53, which is comparable to the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SCO and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
0.44
SCO
JEPQ

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 11.29%.


TTM202420232022
SCO
ProShares UltraShort Bloomberg Crude Oil
0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.66%10.02%9.44%

Drawdowns

SCO vs. JEPQ - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.50%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.28%
-10.99%
SCO
JEPQ

Volatility

SCO vs. JEPQ - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 23.53% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.72%. 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.53%
14.72%
SCO
JEPQ