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ULTY vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ULTYJEPQ
Daily Std Dev30.67%12.20%
Max Drawdown-20.99%-16.82%
Current Drawdown-1.39%0.00%

Correlation

-0.50.00.51.00.6

The correlation between ULTY and JEPQ is 0.64, 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.

Performance

ULTY vs. JEPQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.65%
11.35%
ULTY
JEPQ

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


ULTY vs. JEPQ - Expense Ratio Comparison

ULTY has a 1.14% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


ULTY
YieldMax Ultra Option Income Strategy ETF
Expense ratio chart for ULTY: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

ULTY vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Option Income Strategy ETF (ULTY) 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.


ULTY
Sharpe ratio
No data
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.38, compared to the broader market-2.000.002.004.002.38
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.0012.003.11
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.71
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 11.74, compared to the broader market0.0020.0040.0060.0080.00100.0011.74

ULTY vs. JEPQ - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

ULTY vs. JEPQ - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 79.39%, more than JEPQ's 9.35% yield.


TTM20232022
ULTY
YieldMax Ultra Option Income Strategy ETF
79.39%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.35%10.02%9.44%

Drawdowns

ULTY vs. JEPQ - Drawdown Comparison

The maximum ULTY drawdown since its inception was -20.99%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for ULTY and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
0
ULTY
JEPQ

Volatility

ULTY vs. JEPQ - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) has a higher volatility of 6.50% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that ULTY'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.50%
3.39%
ULTY
JEPQ