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XXII vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XXII and JEPQ is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

XXII vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 22nd Century Group, Inc. (XXII) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XXII:

-0.69

JEPQ:

0.43

Sortino Ratio

XXII:

-3.89

JEPQ:

0.67

Omega Ratio

XXII:

0.58

JEPQ:

1.10

Calmar Ratio

XXII:

-1.00

JEPQ:

0.38

Martin Ratio

XXII:

-1.18

JEPQ:

1.30

Ulcer Index

XXII:

84.13%

JEPQ:

5.88%

Daily Std Dev

XXII:

145.28%

JEPQ:

20.30%

Max Drawdown

XXII:

-99.99%

JEPQ:

-20.07%

Current Drawdown

XXII:

-99.99%

JEPQ:

-7.23%

Returns By Period

In the year-to-date period, XXII achieves a -85.88% return, which is significantly lower than JEPQ's -2.97% return.


XXII

YTD

-85.88%

1M

-16.67%

6M

-94.41%

1Y

-99.37%

3Y*

-94.12%

5Y*

-78.62%

10Y*

-54.84%

JEPQ

YTD

-2.97%

1M

3.03%

6M

-2.54%

1Y

8.36%

3Y*

14.33%

5Y*

N/A

10Y*

N/A

*Annualized

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22nd Century Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XXII vs. JEPQ — Risk-Adjusted Performance Rank

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

XXII
The Risk-Adjusted Performance Rank of XXII is 77
Overall Rank
The Sharpe Ratio Rank of XXII is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of XXII is 00
Sortino Ratio Rank
The Omega Ratio Rank of XXII is 11
Omega Ratio Rank
The Calmar Ratio Rank of XXII is 00
Calmar Ratio Rank
The Martin Ratio Rank of XXII is 1818
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 3939
Overall Rank
The Sharpe Ratio Rank of JEPQ is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XXII vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 22nd Century Group, Inc. (XXII) 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.


The current XXII Sharpe Ratio is -0.69, which is lower than the JEPQ Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XXII and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XXII vs. JEPQ - Dividend Comparison

XXII has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 11.28%.


TTM202420232022
XXII
22nd Century Group, Inc.
0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.28%9.66%10.02%9.44%

Drawdowns

XXII vs. JEPQ - Drawdown Comparison

The maximum XXII drawdown since its inception was -99.99%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for XXII and JEPQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XXII vs. JEPQ - Volatility Comparison

22nd Century Group, Inc. (XXII) has a higher volatility of 47.80% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.06%. This indicates that XXII'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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