SLRC vs. JEPQ
SLRC (SLR Investment Corp.) 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, SLRC returned 3.85%/yr vs 17.49%/yr for JEPQ. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
SLRC vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, SLRC achieves a -14.15% return, which is significantly lower than JEPQ's 6.05% return.
SLRC
- 1D
- -1.41%
- 1M
- 1.78%
- 6M
- -11.52%
- YTD
- -14.15%
- 1Y
- -12.13%
- 3Y*
- 3.85%
- 5Y*
- 2.19%
- 10Y*
- 4.85%
- ALL TIME*
- 7.48%
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 | |
| $6.36M | $6.22M | $6.20M |
SLRC vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SLRC SLR Investment Corp. | -14.15% | 5.72% | 19.15% | 20.57% | -9.86% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between SLRC and JEPQ is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.39 |
The correlation between SLRC and JEPQ shifts across timeframes, from 0.29 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SLRC vs. JEPQ — Risk / Return Rank
SLRC
JEPQ
SLRC vs. JEPQ - Risk-Adjusted Trends 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.
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.
| SLRC | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.02 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.19 | 8.30 | -9.50 |
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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 -20.07%. Use the drawdown chart below to compare losses from any high point for SLRC and JEPQ.
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Drawdown Indicators
| SLRC | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.06% | -20.07% | -42.99% |
Max Drawdown (1Y)Largest decline over 1 year | -22.44% | -8.82% | -13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -22.44% | -20.07% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.06% | — | — |
Current DrawdownCurrent decline from peak | -20.09% | -4.23% | -15.86% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -3.38% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.68% | 2.14% | +8.54% |
Volatility
SLRC vs. JEPQ - Volatility Comparison
SLR Investment Corp. (SLRC) has a higher volatility of 7.00% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. 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.
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Volatility by Period
| SLRC | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 6.09% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 21.38% | 12.15% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 14.65% | +9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.50% | 16.90% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.56% | 16.90% | +12.66% |
Dividends
SLRC vs. JEPQ - Dividend Comparison
SLRC's dividend yield for the trailing twelve months is around 12.24%, more than JEPQ's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLRC SLR Investment Corp. | 12.24% | 10.61% | 10.15% | 10.91% | 11.79% | 8.90% | 9.37% | 7.95% | 8.55% | 7.92% | 7.68% | 9.74% |
Frequently Asked Questions
SLRC and JEPQ have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLRC has higher volatility (7.00%) compared to JEPQ (6.09%). In terms of maximum drawdown, SLRC dropped -63.06% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 vs -0.53), 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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