WPC vs. JEPQ
WPC (W. P. Carey 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, WPC returned 10.98%/yr vs 18.60%/yr for JEPQ. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
WPC vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, WPC achieves a 16.35% return, which is significantly higher than JEPQ's 7.51% return.
WPC
- 1D
- -0.94%
- 1M
- 2.23%
- 6M
- 9.52%
- YTD
- 16.35%
- 1Y
- 18.47%
- 3Y*
- 10.98%
- 5Y*
- 4.98%
- 10Y*
- 7.09%
- ALL TIME*
- 11.65%
JEPQ
- 1D
- 1.38%
- 1M
- -0.56%
- 6M
- 4.41%
- YTD
- 7.51%
- 1Y
- 21.24%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.18M | $434.68M | $428.59M | |
| $105.79M | $106.40M | $112.99M |
WPC vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 16.35% | 24.99% | -10.59% | -7.93% | 3.67% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.51% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between WPC and JEPQ is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.15 |
The correlation between WPC and JEPQ shifts across timeframes, from -0.17 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WPC vs. JEPQ — Risk / Return Rank
WPC
JEPQ
WPC vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) 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.
| WPC | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.42 | -0.51 |
| Martin ratioReturn relative to average drawdown | 5.25 | 9.91 | -4.65 |
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Drawdowns
WPC vs. JEPQ - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for WPC and JEPQ.
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Drawdown Indicators
| WPC | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.45% | -20.07% | -32.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -8.82% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.83% | -20.07% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | — | — |
Current DrawdownCurrent decline from peak | -4.93% | -2.91% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -10.23% | -3.38% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.15% | +1.37% |
Volatility
WPC vs. JEPQ - Volatility Comparison
W. P. Carey Inc. (WPC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 5.94% and 6.14%, 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.
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Volatility by Period
| WPC | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.14% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 12.20% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 14.64% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 16.90% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 16.90% | +9.00% |
Dividends
WPC vs. JEPQ - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 5.07%, less than JEPQ's 11.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.18% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WPC W. P. Carey Inc. | 5.07% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Frequently Asked Questions
WPC and JEPQ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.14%) compared to WPC (5.94%). In terms of maximum drawdown, WPC dropped -52.45% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.46 vs 1.09), 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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