VST vs. JEPQ
VST (Vistra Corp.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, VST returned 83.39%/yr vs 19.91%/yr for JEPQ. At a 0.42 correlation, their price movements are largely independent.
Performance
VST vs. JEPQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VST achieves a -8.13% return, which is significantly lower than JEPQ's 7.85% return.
VST
- 1D
- 1.12%
- 1M
- 5.97%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.37%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
JEPQ
- 1D
- 0.62%
- 1M
- 1.08%
- YTD
- 7.85%
- 6M
- 8.80%
- 1Y
- 26.60%
- 3Y*
- 19.91%
- 5Y*
- —
- 10Y*
- —
VST vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | -5.96% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.85% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between VST and JEPQ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.42 |
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
VST vs. JEPQ — Risk / Return Rank
VST
JEPQ
VST vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VST | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.40 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.91 | -3.29 |
| Martin ratioReturn relative to average drawdown | -0.70 | 13.84 | -14.54 |
Loading charts...
Drawdowns
VST vs. JEPQ - Drawdown Comparison
The maximum VST drawdown since its inception was -53.32%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for VST and JEPQ.
Loading charts...
Drawdown Indicators
| VST | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.32% | -20.07% | -33.25% |
Max Drawdown (1Y)Largest decline over 1 year | -38.01% | -8.82% | -29.19% |
Max Drawdown (3Y)Largest decline over 3 years | -48.80% | -20.07% | -28.73% |
Max Drawdown (5Y)Largest decline over 5 years | -48.80% | — | — |
Current DrawdownCurrent decline from peak | -31.89% | -1.64% | -30.25% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -3.41% | -10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.73% | 1.85% | +18.88% |
Volatility
VST vs. JEPQ - Volatility Comparison
Vistra Corp. (VST) has a higher volatility of 15.14% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 4.98%. This indicates that VST'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.
Loading charts...
Volatility by Period
| VST | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.14% | 4.98% | +10.16% |
Volatility (6M)Calculated over the trailing 6-month period | 37.96% | 10.22% | +27.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.75% | 12.61% | +36.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.97% | 16.73% | +31.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.22% | 16.73% | +25.49% |
Dividends
VST vs. JEPQ - Dividend Comparison
VST's dividend yield for the trailing twelve months is around 0.61%, less than JEPQ's 10.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VST Vistra Corp. | 0.61% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% |
Frequently Asked Questions
VST and JEPQ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VST has higher volatility (15.14%) compared to JEPQ (4.98%). In terms of maximum drawdown, VST dropped -53.32% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.03 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VST 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