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 -22.81%/yr vs 19.79%/yr for JEPQ. At a 0.46 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 -45.27% return, which is significantly lower than JEPQ's 7.85% return.
STLA
- 1D
- -6.58%
- 1M
- -21.68%
- YTD
- -45.27%
- 6M
- -45.92%
- 1Y
- -36.32%
- 3Y*
- -22.81%
- 5Y*
- -15.25%
- 10Y*
- —
JEPQ
- 1D
- -2.48%
- 1M
- 0.34%
- YTD
- 7.85%
- 6M
- 7.02%
- 1Y
- 25.10%
- 3Y*
- 19.79%
- 5Y*
- —
- 10Y*
- —
STLA vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STLA Stellantis N.V. | -45.27% | -0.80% | -40.21% | 79.15% | 3.42% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
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 | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.46 |
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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.
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.
| STLA | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.38 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.86 | -3.58 |
| Martin ratioReturn relative to average drawdown | -1.45 | 13.55 | -15.00 |
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Drawdowns
STLA vs. JEPQ - Drawdown Comparison
The maximum STLA drawdown since its inception was -74.25%, 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 | -74.25% | -20.07% | -54.18% |
Max Drawdown (1Y)Largest decline over 1 year | -50.83% | -8.82% | -42.01% |
Max Drawdown (3Y)Largest decline over 3 years | -74.25% | -20.07% | -54.18% |
Max Drawdown (5Y)Largest decline over 5 years | -74.25% | — | — |
Current DrawdownCurrent decline from peak | -74.25% | -2.48% | -71.77% |
Average DrawdownAverage peak-to-trough decline | -29.31% | -3.40% | -25.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.11% | 1.86% | +23.25% |
Volatility
STLA vs. JEPQ - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 15.12% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. 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 | 15.12% | 6.27% | +8.85% |
Volatility (6M)Calculated over the trailing 6-month period | 41.10% | 10.58% | +30.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.35% | 13.08% | +39.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 16.79% | +25.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.55% | 16.79% | +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 10.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 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 (15.12%) compared to JEPQ (6.27%). In terms of maximum drawdown, STLA dropped -74.25% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.93 vs -0.70), 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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