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

Correlation

The correlation between STKS and JEPQ is 0.43, 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.

STKS vs. JEPQ

Last updated May 30, 2025

Compare and contrast key facts about The ONE Group Hospitality, Inc. (STKS) 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: STKS or JEPQ.

Performance

STKS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The ONE Group Hospitality, Inc. (STKS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

STKS:

-0.51

JEPQ:

0.39

Sortino Ratio

STKS:

-0.49

JEPQ:

0.70

Omega Ratio

STKS:

0.94

JEPQ:

1.11

Calmar Ratio

STKS:

-0.44

JEPQ:

0.40

Martin Ratio

STKS:

-1.05

JEPQ:

1.38

Ulcer Index

STKS:

35.42%

JEPQ:

5.86%

Daily Std Dev

STKS:

67.50%

JEPQ:

20.30%

Max Drawdown

STKS:

-84.81%

JEPQ:

-20.07%

Current Drawdown

STKS:

-78.92%

JEPQ:

-7.14%

Returns By Period

In the year-to-date period, STKS achieves a 17.24% return, which is significantly higher than JEPQ's -2.87% return.

STKS

YTD

17.24%

1M

13.33%

6M

0.29%

1Y

-33.98%

3Y*

-28.60%

5Y*

13.13%

10Y*

-3.59%

JEPQ

YTD

-2.87%

1M

3.86%

6M

-1.74%

1Y

7.92%

3Y*

14.35%

5Y*

N/A

10Y*

N/A

*Annualized

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The ONE Group Hospitality, Inc.

JPMorgan Nasdaq Equity Premium Income ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

STKS vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STKS
The Risk-Adjusted Performance Rank of STKS is 2222
Overall Rank
The Sharpe Ratio Rank of STKS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of STKS is 2222
Sortino Ratio Rank
The Omega Ratio Rank of STKS is 2424
Omega Ratio Rank
The Calmar Ratio Rank of STKS is 2222
Calmar Ratio Rank
The Martin Ratio Rank of STKS is 2323
Martin Ratio Rank
JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 4141
Overall Rank
The Sharpe Ratio Rank of JEPQ is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 3838
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 4141
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.

STKS vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The ONE Group Hospitality, Inc. (STKS) 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 current STKS Sharpe Ratio is -0.51, which is lower than the JEPQ Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of STKS 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

STKS vs. JEPQ - Dividend Comparison

STKS has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.26%.

TTM202420232022
STKS
The ONE Group Hospitality, Inc.		0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.26%9.65%10.02%9.44%

Drawdowns

STKS vs. JEPQ - Drawdown Comparison

The maximum STKS drawdown since its inception was -84.81%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for STKS and JEPQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

STKS vs. JEPQ - Volatility Comparison

The ONE Group Hospitality, Inc. (STKS) has a higher volatility of 30.56% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.05%. This indicates that STKS'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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