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TQQQ.TO vs. JEPQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ.TO vs. JEPQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) and JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQQQ.TO achieves a 38.31% return, which is significantly higher than JEPQ.TO's 11.92% return.


TQQQ.TO

1D
-10.09%
1M
-4.73%
YTD
38.31%
6M
32.51%
1Y
93.21%
3Y*
5Y*
10Y*

JEPQ.TO

1D
-2.17%
1M
3.26%
YTD
11.92%
6M
11.25%
1Y
30.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ.TO vs. JEPQ.TO - Yearly Performance Comparison


Correlation

The correlation between TQQQ.TO and JEPQ.TO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.79

The correlation between TQQQ.TO and JEPQ.TO has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

TQQQ.TO vs. JEPQ.TO — Risk / Return Rank

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

TQQQ.TO
TQQQ.TO Risk / Return Rank: 5151
Overall Rank
TQQQ.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TQQQ.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
TQQQ.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TQQQ.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ.TO Martin Ratio Rank: 4848
Martin Ratio Rank

JEPQ.TO
JEPQ.TO Risk / Return Rank: 7575
Overall Rank
JEPQ.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JEPQ.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ.TO Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
JEPQ.TO Martin Ratio Rank: 8181
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.

TQQQ.TO vs. JEPQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) and JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO). 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.


TQQQ.TOJEPQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

2.46

3.93

-1.47

Martin ratioReturn relative to average drawdown

7.67

15.20

-7.53

TQQQ.TO vs. JEPQ.TO - Sharpe Ratio Comparison

The current TQQQ.TO Sharpe Ratio is 1.76, which is comparable to the JEPQ.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of TQQQ.TO and JEPQ.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TQQQ.TO vs. JEPQ.TO - Drawdown Comparison

The maximum TQQQ.TO drawdown since its inception was -38.15%, which is greater than JEPQ.TO's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for TQQQ.TO and JEPQ.TO.


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Drawdown Indicators


TQQQ.TOJEPQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.15%

-20.05%

-18.10%

Max Drawdown (1Y)

Largest decline over 1 year

-38.15%

-7.74%

-30.41%

Current Drawdown

Current decline from peak

-14.99%

-3.23%

-11.76%

Average Drawdown

Average peak-to-trough decline

-8.56%

-3.32%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

2.00%

+10.20%

Volatility

TQQQ.TO vs. JEPQ.TO - Volatility Comparison

BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) has a higher volatility of 27.08% compared to JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) at 7.22%. This indicates that TQQQ.TO's price experiences larger fluctuations and is considered to be riskier than JEPQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQ.TOJEPQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

27.08%

7.22%

+19.86%

Volatility (6M)

Calculated over the trailing 6-month period

43.38%

11.46%

+31.92%

Volatility (1Y)

Calculated over the trailing 1-year period

53.25%

14.07%

+39.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.03%

17.70%

+35.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.03%

17.70%

+35.33%

Dividends

TQQQ.TO vs. JEPQ.TO - Dividend Comparison

TQQQ.TO has not paid dividends to shareholders, while JEPQ.TO's dividend yield for the trailing twelve months is around 9.92%.


Frequently Asked Questions


TQQQ.TO and JEPQ.TO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Global X and JPMorgan.

Portfolio Optimizer

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