STWD vs. JEPQ
STWD (Starwood Property Trust, 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, STWD returned 1.07%/yr vs 18.60%/yr for JEPQ. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
STWD vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, STWD achieves a -6.15% return, which is significantly lower than JEPQ's 7.51% return.
STWD
- 1D
- -0.06%
- 1M
- -3.09%
- 6M
- -5.20%
- YTD
- -6.15%
- 1Y
- -8.22%
- 3Y*
- 1.07%
- 5Y*
- 0.08%
- 10Y*
- 6.29%
- ALL TIME*
- 9.29%
JEPQ
- 1D
- 1.38%
- 1M
- -0.56%
- 6M
- 4.41%
- YTD
- 7.51%
- 1Y
- 21.24%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.18M | $434.68M | $428.59M | |
| $54.71M | $59.16M | $59.99M |
STWD vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | -6.15% | 4.91% | -0.56% | 26.70% | -16.20% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.51% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between STWD and JEPQ is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.42 |
Over the past year, the correlation between STWD and JEPQ has dropped to 0.12 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
STWD vs. JEPQ — Risk / Return Rank
STWD
JEPQ
STWD vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Starwood Property Trust, Inc. (STWD) 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.
| STWD | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.28 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.42 | -3.00 |
| Martin ratioReturn relative to average drawdown | -0.95 | 9.91 | -10.86 |
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Drawdowns
STWD vs. JEPQ - Drawdown Comparison
The maximum STWD drawdown since its inception was -66.34%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for STWD and JEPQ.
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Drawdown Indicators
| STWD | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.34% | -20.07% | -46.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -8.82% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.83% | -20.07% | +4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | — | — |
Current DrawdownCurrent decline from peak | -15.22% | -2.91% | -12.31% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -3.38% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.67% | 2.15% | +6.52% |
Volatility
STWD vs. JEPQ - Volatility Comparison
The current volatility for Starwood Property Trust, Inc. (STWD) is 5.42%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.14%. This indicates that STWD experiences smaller price fluctuations and is considered to be less risky 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
| STWD | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 6.14% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 12.20% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 14.64% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 16.90% | +7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.13% | 16.90% | +13.23% |
Dividends
STWD vs. JEPQ - Dividend Comparison
STWD's dividend yield for the trailing twelve months is around 12.02%, more than JEPQ's 11.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.18% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STWD Starwood Property Trust, Inc. | 12.02% | 10.66% | 10.13% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% |
Frequently Asked Questions
STWD and JEPQ have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.14%) compared to STWD (5.42%). In terms of maximum drawdown, STWD dropped -66.34% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.46 vs -0.51), 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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