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SPYO.L vs. JEPQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYO.L vs. JEPQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L). The values are adjusted to include any dividend payments, if applicable.

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SPYO.L vs. JEPQ.L - Yearly Performance Comparison


Different Trading Currencies

SPYO.L is traded in GBp, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYO.L achieves a -13.02% return, which is significantly lower than JEPQ.L's -0.31% return.


SPYO.L

1D
-4.42%
1M
-6.41%
YTD
-13.02%
6M
-9.29%
1Y
-1.29%
3Y*
5Y*
10Y*

JEPQ.L

1D
2.92%
1M
-0.48%
YTD
-0.31%
6M
4.75%
1Y
18.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYO.L vs. JEPQ.L - Expense Ratio Comparison

SPYO.L has a 0.45% expense ratio, which is higher than JEPQ.L's 0.35% expense ratio.


Return for Risk

SPYO.L vs. JEPQ.L — Risk / Return Rank

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

SPYO.L
SPYO.L Risk / Return Rank: 1010
Overall Rank
SPYO.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPYO.L Sortino Ratio Rank: 99
Sortino Ratio Rank
SPYO.L Omega Ratio Rank: 99
Omega Ratio Rank
SPYO.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPYO.L Martin Ratio Rank: 99
Martin Ratio Rank

JEPQ.L
JEPQ.L Risk / Return Rank: 7777
Overall Rank
JEPQ.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JEPQ.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
JEPQ.L Omega Ratio Rank: 7474
Omega Ratio Rank
JEPQ.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
JEPQ.L Martin Ratio Rank: 8585
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.

SPYO.L vs. JEPQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L). 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.


SPYO.LJEPQ.LDifference

Sharpe ratio

Return per unit of total volatility

-0.08

1.15

-1.23

Sortino ratio

Return per unit of downside risk

-0.01

1.67

-1.68

Omega ratio

Gain probability vs. loss probability

1.00

1.24

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.09

3.21

-3.30

Martin ratio

Return relative to average drawdown

-0.34

11.04

-11.38

SPYO.L vs. JEPQ.L - Sharpe Ratio Comparison

The current SPYO.L Sharpe Ratio is -0.08, which is lower than the JEPQ.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SPYO.L and JEPQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYO.LJEPQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

1.15

-1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.53

-0.77

Correlation

The correlation between SPYO.L and JEPQ.L is 0.65, 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.


Dividends

SPYO.L vs. JEPQ.L - Dividend Comparison

SPYO.L's dividend yield for the trailing twelve months is around 61.02%, more than JEPQ.L's 11.07% yield.


Drawdowns

SPYO.L vs. JEPQ.L - Drawdown Comparison

The maximum SPYO.L drawdown since its inception was -17.68%, smaller than the maximum JEPQ.L drawdown of -22.11%. Use the drawdown chart below to compare losses from any high point for SPYO.L and JEPQ.L.


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Drawdown Indicators


SPYO.LJEPQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-20.10%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-11.21%

-2.96%

Current Drawdown

Current decline from peak

-14.17%

-4.68%

-9.49%

Average Drawdown

Average peak-to-trough decline

-4.53%

-3.03%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.97%

+1.94%

Volatility

SPYO.L vs. JEPQ.L - Volatility Comparison

IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) have volatilities of 5.56% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYO.LJEPQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

5.49%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

10.45%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

16.33%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

16.60%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

16.60%

-1.94%