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USMC vs. JEPQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

USMC vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal U.S. Mega-Cap ETF (USMC) and undefined (JEPQ). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%OctoberNovemberDecember2025FebruaryMarch
43.76%
38.78%
USMC
JEPQ

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Risk-Adjusted Performance

USMC vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Mega-Cap ETF (USMC) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for USMC, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.005.000.910.59
The chart of Sortino ratio for USMC, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.0012.001.260.84
The chart of Omega ratio for USMC, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.12
The chart of Calmar ratio for USMC, currently valued at 1.16, compared to the broader market0.005.0010.0015.001.160.79
The chart of Martin ratio for USMC, currently valued at 5.18, compared to the broader market0.0020.0040.0060.0080.00100.005.182.96
USMC
JEPQ


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.91
0.59
USMC
JEPQ

Drawdowns

USMC vs. JEPQ - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.71%
-10.51%
USMC
JEPQ

Volatility

USMC vs. JEPQ - Volatility Comparison

The current volatility for Principal U.S. Mega-Cap ETF (USMC) is 5.55%, while undefined (JEPQ) has a volatility of 6.20%. This indicates that USMC 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
5.55%
6.20%
USMC
JEPQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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