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JEPQ vs. QQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

JEPQ vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (JEPQ) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2025FebruaryMarch
43.73%
52.05%
JEPQ
QQQ

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Risk-Adjusted Performance

undefined vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 0.93, compared to the broader market0.002.004.000.930.72
The chart of Sortino ratio for JEPQ, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.261.05
The chart of Omega ratio for JEPQ, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.14
The chart of Calmar ratio for JEPQ, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.200.99
The chart of Martin ratio for JEPQ, currently valued at 4.65, compared to the broader market0.0020.0040.0060.0080.00100.004.653.23
JEPQ
QQQ


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.93
0.72
JEPQ
QQQ

Drawdowns

JEPQ vs. QQQ - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-7.32%
-8.85%
JEPQ
QQQ

Volatility

JEPQ vs. QQQ - Volatility Comparison

The current volatility for undefined (JEPQ) is 5.36%, while Invesco QQQ (QQQ) has a volatility of 6.18%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
5.36%
6.18%
JEPQ
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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