SLRC vs. JEPQ
Compare and contrast key facts about SLR Investment Corp. (SLRC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLRC or JEPQ.
Performance
SLRC vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, SLRC achieves a 18.17% return, which is significantly lower than JEPQ's 22.43% return.
SLRC
18.17%
6.41%
7.18%
21.91%
5.97%
8.33%
JEPQ
22.43%
2.46%
9.42%
26.56%
N/A
N/A
Key characteristics
| SLRC | JEPQ | |
|---|---|---|
| Sharpe Ratio | 1.67 | 2.15 |
| Sortino Ratio | 2.45 | 2.82 |
| Omega Ratio | 1.30 | 1.44 |
| Calmar Ratio | 2.26 | 2.47 |
| Martin Ratio | 7.50 | 10.68 |
| Ulcer Index | 3.01% | 2.48% |
| Daily Std Dev | 13.51% | 12.33% |
| Max Drawdown | -63.06% | -16.82% |
| Current Drawdown | 0.00% | -0.78% |
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Correlation
The correlation between SLRC and JEPQ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SLRC vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) 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.
Dividends
SLRC vs. JEPQ - Dividend Comparison
SLRC's dividend yield for the trailing twelve months is around 9.98%, more than JEPQ's 9.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLRC SLR Investment Corp. | 9.98% | 10.93% | 11.81% | 8.90% | 9.37% | 7.95% | 8.55% | 7.92% | 7.68% | 9.74% | 8.88% | 8.87% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SLRC vs. JEPQ - Drawdown Comparison
The maximum SLRC drawdown since its inception was -63.06%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for SLRC and JEPQ. For additional features, visit the drawdowns tool.
Volatility
SLRC vs. JEPQ - Volatility Comparison
SLR Investment Corp. (SLRC) has a higher volatility of 5.11% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.86%. This indicates that SLRC'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.