Performance
JEPQ vs. QQQ - Performance Comparison
In the year-to-date period, JEPQ achieves a 14.61% return, which is significantly lower than QQQ's 15.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
JEPQ
QQQ
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JEPQ vs. QQQ - Expense Ratio Comparison
JEPQ has a 0.35% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
JEPQ vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) 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.
JEPQ vs. QQQ - Sharpe Ratio Comparison
The current JEPQ Sharpe Ratio is 1.65, which roughly equals the QQQ Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of JEPQ and QQQ.
JEPQ
QQQ
Dividends
JEPQ vs. QQQ - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 9.48%, more than QQQ's 0.61% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.48% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
JEPQ vs. QQQ - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -16.82%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for JEPQ and QQQ. For additional features, visit the drawdowns tool.
JEPQ
QQQ
Volatility
JEPQ vs. QQQ - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 4.14%, while Invesco QQQ (QQQ) has a volatility of 6.05%. 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.
JEPQ
QQQ