VYGR vs. JEPQ
VYGR (Voyager Therapeutics, Inc.) 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, VYGR returned -30.94%/yr vs 17.49%/yr for JEPQ. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
VYGR vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, VYGR achieves a -22.90% return, which is significantly lower than JEPQ's 6.05% return.
VYGR
- 1D
- -3.19%
- 1M
- -19.84%
- 6M
- -22.31%
- YTD
- -22.90%
- 1Y
- 2.36%
- 3Y*
- -30.94%
- 5Y*
- -0.77%
- 10Y*
- -14.20%
- ALL TIME*
- -13.92%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $439.89M | $417.31M | $422.49M | |
| $1.83M | $2.46M | $2.29M |
VYGR vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VYGR Voyager Therapeutics, Inc. | -22.90% | -30.69% | -32.82% | 38.36% | -28.24% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between VYGR and JEPQ is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.31 |
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Return for Risk
VYGR vs. JEPQ — Risk / Return Rank
VYGR
JEPQ
VYGR vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) 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.
| VYGR | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.02 | -2.14 |
| Martin ratioReturn relative to average drawdown | -0.20 | 8.30 | -8.51 |
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Drawdowns
VYGR vs. JEPQ - Drawdown Comparison
The maximum VYGR drawdown since its inception was -92.11%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for VYGR and JEPQ.
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Drawdown Indicators
| VYGR | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -20.07% | -72.04% |
Max Drawdown (1Y)Largest decline over 1 year | -43.71% | -8.82% | -34.89% |
Max Drawdown (3Y)Largest decline over 3 years | -74.82% | -20.07% | -54.75% |
Max Drawdown (5Y)Largest decline over 5 years | -80.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.11% | — | — |
Current DrawdownCurrent decline from peak | -90.32% | -4.23% | -86.09% |
Average DrawdownAverage peak-to-trough decline | -67.17% | -3.38% | -63.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.64% | 2.14% | +22.50% |
Volatility
VYGR vs. JEPQ - Volatility Comparison
Voyager Therapeutics, Inc. (VYGR) has a higher volatility of 15.94% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. This indicates that VYGR'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.
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Volatility by Period
| VYGR | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 6.09% | +9.85% |
Volatility (6M)Calculated over the trailing 6-month period | 43.76% | 12.15% | +31.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.75% | 14.65% | +49.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.85% | 16.90% | +63.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.67% | 16.90% | +58.77% |
Dividends
VYGR vs. JEPQ - Dividend Comparison
VYGR has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% |
VYGR Voyager Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VYGR and JEPQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (15.94%) compared to JEPQ (6.09%). In terms of maximum drawdown, VYGR dropped -92.11% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 vs -0.08), 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.
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