SPG vs. JEPQ
SPG (Simon Property Group, 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, SPG returned 32.01%/yr vs 19.91%/yr for JEPQ. At a 0.41 correlation, their price movements are largely independent.
Performance
SPG vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPG achieves a 21.01% return, which is significantly higher than JEPQ's 7.85% return.
SPG
- 1D
- 1.95%
- 1M
- 10.71%
- YTD
- 21.01%
- 6M
- 23.06%
- 1Y
- 46.24%
- 3Y*
- 32.01%
- 5Y*
- 16.57%
- 10Y*
- 6.11%
JEPQ
- 1D
- 0.62%
- 1M
- 0.68%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 26.60%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
SPG vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 21.01% | 12.94% | 26.92% | 29.24% | 1.93% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between SPG and JEPQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.41 |
Over the past year, the correlation between SPG and JEPQ has dropped to 0.15 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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
SPG vs. JEPQ — Risk / Return Rank
SPG
JEPQ
SPG vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) 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.
| SPG | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.91 | +0.97 |
| Martin ratioReturn relative to average drawdown | 14.03 | 13.84 | +0.19 |
Loading charts...
Drawdowns
SPG vs. JEPQ - Drawdown Comparison
The maximum SPG drawdown since its inception was -77.00%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SPG and JEPQ.
Loading charts...
Drawdown Indicators
| SPG | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.00% | -20.07% | -56.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -8.82% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -20.07% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -45.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.64% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -3.41% | -10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.85% | +1.33% |
Volatility
SPG vs. JEPQ - Volatility Comparison
Simon Property Group, Inc. (SPG) has a higher volatility of 5.43% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.98%. This indicates that SPG'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
| SPG | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.98% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 10.22% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 12.61% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 16.73% | +9.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.08% | 16.73% | +20.35% |
Dividends
SPG vs. JEPQ - Dividend Comparison
SPG's dividend yield for the trailing twelve months is around 4.02%, less than JEPQ's 10.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPG Simon Property Group, Inc. | 4.02% | 4.62% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% |
Frequently Asked Questions
SPG and JEPQ have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPG has higher volatility (5.43%) compared to JEPQ (4.98%). In terms of maximum drawdown, SPG dropped -77.00% vs JEPQ's -20.07%.
SPG currently has the higher Sharpe Ratio (2.38 vs 2.03), 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 SPG 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