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

Key characteristics


YMAXJEPQ
Daily Std Dev18.22%12.20%
Max Drawdown-12.78%-16.82%
Current Drawdown-0.99%0.00%

Correlation

-0.50.00.51.00.8

The correlation between YMAX and JEPQ is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

YMAX vs. JEPQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.61%
10.52%
YMAX
JEPQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YMAX vs. JEPQ - Expense Ratio Comparison

YMAX has a 1.28% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


YMAX
YieldMax Universe Fund of Option Income ETFs
Expense ratio chart for YMAX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

YMAX vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) 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.


YMAX
Sharpe ratio
No data
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.38, compared to the broader market-2.000.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.0012.003.11
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.71
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 11.74, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.74

YMAX vs. JEPQ - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YMAX vs. JEPQ - Dividend Comparison

YMAX's dividend yield for the trailing twelve months is around 33.71%, more than JEPQ's 9.35% yield.


TTM20232022
YMAX
YieldMax Universe Fund of Option Income ETFs
33.71%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.35%10.02%9.44%

Drawdowns

YMAX vs. JEPQ - Drawdown Comparison

The maximum YMAX drawdown since its inception was -12.78%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for YMAX and JEPQ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
0
YMAX
JEPQ

Volatility

YMAX vs. JEPQ - Volatility Comparison

YieldMax Universe Fund of Option Income ETFs (YMAX) has a higher volatility of 5.57% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.33%. This indicates that YMAX'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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.57%
3.33%
YMAX
JEPQ