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

Correlation

The correlation between ULTY and JEPQ is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

ULTY vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Ultra Option Income Strategy ETF (ULTY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-11.19%
8.22%
ULTY
JEPQ

Key characteristics

Sharpe Ratio

ULTY:

-0.01

JEPQ:

0.44

Sortino Ratio

ULTY:

0.20

JEPQ:

0.76

Omega Ratio

ULTY:

1.02

JEPQ:

1.12

Calmar Ratio

ULTY:

-0.01

JEPQ:

0.45

Martin Ratio

ULTY:

-0.04

JEPQ:

1.72

Ulcer Index

ULTY:

9.57%

JEPQ:

5.25%

Daily Std Dev

ULTY:

31.05%

JEPQ:

20.45%

Max Drawdown

ULTY:

-26.85%

JEPQ:

-20.07%

Current Drawdown

ULTY:

-16.94%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, ULTY achieves a -11.67% return, which is significantly lower than JEPQ's -6.90% return.


ULTY

YTD

-11.67%

1M

-3.78%

6M

-7.10%

1Y

-0.27%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-6.90%

1M

-2.99%

6M

-2.76%

1Y

9.37%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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ULTY vs. JEPQ - Expense Ratio Comparison

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


Expense ratio chart for ULTY: current value is 1.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ULTY: 1.14%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

ULTY vs. JEPQ — Risk-Adjusted Performance Rank

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

ULTY
The Risk-Adjusted Performance Rank of ULTY is 1919
Overall Rank
The Sharpe Ratio Rank of ULTY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ULTY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ULTY is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ULTY is 1818
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5454
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ULTY, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00
ULTY: -0.01
JEPQ: 0.44
The chart of Sortino ratio for ULTY, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
ULTY: 0.20
JEPQ: 0.76
The chart of Omega ratio for ULTY, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
ULTY: 1.02
JEPQ: 1.12
The chart of Calmar ratio for ULTY, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
ULTY: -0.01
JEPQ: 0.45
The chart of Martin ratio for ULTY, currently valued at -0.04, compared to the broader market0.0020.0040.0060.00
ULTY: -0.04
JEPQ: 1.72

The current ULTY Sharpe Ratio is -0.01, which is lower than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ULTY 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-0.01
0.44
ULTY
JEPQ

Dividends

ULTY vs. JEPQ - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 165.57%, more than JEPQ's 11.29% yield.


TTM202420232022
ULTY
YieldMax Ultra Option Income Strategy ETF
165.57%111.70%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.66%10.02%9.44%

Drawdowns

ULTY vs. JEPQ - Drawdown Comparison

The maximum ULTY drawdown since its inception was -26.85%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for ULTY and JEPQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.94%
-10.99%
ULTY
JEPQ

Volatility

ULTY vs. JEPQ - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 15.08% and 14.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.08%
14.72%
ULTY
JEPQ