STLA vs. JEPQ
STLA (Stellantis N.V.) 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, STLA returned -16.21%/yr vs 20.92%/yr for JEPQ. At a 0.45 correlation, their price movements are largely independent.
Performance
STLA vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, STLA achieves a -32.51% return, which is significantly lower than JEPQ's 9.54% return.
STLA
- 1D
- -4.30%
- 1M
- 3.81%
- YTD
- -32.51%
- 6M
- -35.86%
- 1Y
- -25.76%
- 3Y*
- -16.21%
- 5Y*
- -12.06%
- 10Y*
- —
JEPQ
- 1D
- -0.10%
- 1M
- 4.31%
- YTD
- 9.54%
- 6M
- 9.75%
- 1Y
- 29.00%
- 3Y*
- 20.92%
- 5Y*
- —
- 10Y*
- —
STLA vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STLA Stellantis N.V. | -32.51% | -0.80% | -40.21% | 79.15% | 0.64% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.54% | 15.18% | 24.85% | 36.28% | -12.89% |
Correlation
The correlation between STLA and JEPQ is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.45 |
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Return for Risk
STLA vs. JEPQ — Risk / Return Rank
STLA
JEPQ
STLA vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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.
| STLA | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.71 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.49 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 3.31 | -3.85 |
| Martin ratioReturn relative to average drawdown | -1.12 | 16.22 | -17.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STLA | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.49 | -2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 1.00 | -1.18 |
Drawdowns
STLA vs. JEPQ - Drawdown Comparison
The maximum STLA drawdown since its inception was -72.65%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for STLA and JEPQ.
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Drawdown Indicators
| STLA | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -20.07% | -52.58% |
Max Drawdown (1Y)Largest decline over 1 year | -47.77% | -8.82% | -38.95% |
Max Drawdown (3Y)Largest decline over 3 years | -72.65% | -20.07% | -52.58% |
Max Drawdown (5Y)Largest decline over 5 years | -72.65% | — | — |
Current DrawdownCurrent decline from peak | -68.25% | -0.10% | -68.15% |
Average DrawdownAverage peak-to-trough decline | -28.93% | -3.42% | -25.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.10% | 1.79% | +21.31% |
Volatility
STLA vs. JEPQ - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 13.68% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.26%. This indicates that STLA'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
| STLA | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.68% | 1.26% | +12.42% |
Volatility (6M)Calculated over the trailing 6-month period | 40.02% | 9.07% | +30.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.35% | 11.73% | +39.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.89% | 16.61% | +25.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.37% | 16.61% | +24.76% |
Dividends
STLA vs. JEPQ - Dividend Comparison
STLA has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.07% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% |
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% |
Frequently Asked Questions
STLA and JEPQ have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (13.68%) compared to JEPQ (1.26%). In terms of maximum drawdown, STLA dropped -72.65% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.49 vs -0.50), 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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