TSLY vs. JEPQ
Compare and contrast key facts about YieldMax TSLA Option Income Strategy ETF (TSLY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
TSLY and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLY or JEPQ.
Performance
TSLY vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, TSLY achieves a 16.40% return, which is significantly lower than JEPQ's 22.99% return.
TSLY
16.40%
40.60%
47.95%
29.08%
N/A
N/A
JEPQ
22.99%
2.81%
9.92%
26.76%
N/A
N/A
Key characteristics
| TSLY | JEPQ | |
|---|---|---|
| Sharpe Ratio | 0.57 | 2.20 |
| Sortino Ratio | 1.08 | 2.88 |
| Omega Ratio | 1.14 | 1.45 |
| Calmar Ratio | 0.57 | 2.53 |
| Martin Ratio | 1.42 | 10.94 |
| Ulcer Index | 18.32% | 2.48% |
| Daily Std Dev | 45.52% | 12.33% |
| Max Drawdown | -45.63% | -16.82% |
| Current Drawdown | -3.71% | -0.32% |
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TSLY vs. JEPQ - Expense Ratio Comparison
TSLY has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between TSLY and JEPQ is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TSLY vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) 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.
Dividends
TSLY vs. JEPQ - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 68.36%, more than JEPQ's 9.38% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | 68.36% | 76.47% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.38% | 10.02% | 9.44% |
Drawdowns
TSLY vs. JEPQ - Drawdown Comparison
The maximum TSLY drawdown since its inception was -45.63%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for TSLY and JEPQ. For additional features, visit the drawdowns tool.
Volatility
TSLY vs. JEPQ - Volatility Comparison
YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 20.35% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.71%. This indicates that TSLY'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.