TSCFY vs. JEPQ

In the year-to-date period, TSCFY achieves a 24.21% return, which is significantly higher than JEPQ's -2.97% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for TISCO Financial Group PCL ADR (TSCFY) 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 TSCFY Sharpe Ratio is 0.97, which is higher than the JEPQ Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of TSCFY 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.

TSCFY's dividend yield for the trailing twelve months is around 7.58%, less than JEPQ's 11.28% yield.

The maximum TSCFY drawdown since its inception was -39.12%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for TSCFY and JEPQ.

The current volatility for TISCO Financial Group PCL ADR (TSCFY) is 0.00%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.06%. This indicates that TSCFY 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.