PortfoliosLab logoPortfoliosLab logo
USD=X vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. JEPQ - Performance Comparison

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

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

JEPQ

1D
-0.10%
1M
4.31%
YTD
9.54%
6M
9.75%
1Y
29.00%
3Y*
20.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.54%15.18%24.85%36.28%-12.89%

Compare stocks, funds, or ETFs

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


Return for Risk

USD=X vs. JEPQ — Risk / Return Rank

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

USD=X

JEPQ
JEPQ Risk / Return Rank: 7474
Overall Rank
JEPQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 7171
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 8080
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8080
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.

USD=X vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. JEPQ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

Drawdowns

USD=X vs. JEPQ - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for USD=X and JEPQ.


Loading charts...

Drawdown Indicators


USD=XJEPQDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.07%

+20.07%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.82%

+8.82%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-20.07%

+20.07%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.42%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.79%

-1.79%

Volatility

USD=X vs. JEPQ - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 1.26%. This indicates that USD=X 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.


Loading charts...

Volatility by Period


USD=XJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.26%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.07%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

11.73%

-11.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.61%

-16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.61%

-16.61%

Frequently Asked Questions


JEPQ has higher volatility (1.26%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs JEPQ's -20.07%.

Portfolio Optimizer

Find the right allocation for USD=X and JEPQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer