Performance
JEPQ vs. VOO - Performance Comparison
In the year-to-date period, JEPQ achieves a 14.85% return, which is significantly lower than VOO's 19.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
JEPQ
VOO
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JEPQ vs. VOO - Expense Ratio Comparison
JEPQ has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JEPQ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Vanguard S&P 500 ETF (VOO). 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. VOO - Sharpe Ratio Comparison
The current JEPQ Sharpe Ratio is 1.72, which roughly equals the VOO Sharpe Ratio of 2.18. The chart below compares the 12-month rolling Sharpe Ratio of JEPQ and VOO.
JEPQ
VOO
Dividends
JEPQ vs. VOO - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 9.46%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.46% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JEPQ vs. VOO - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -16.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JEPQ and VOO. For additional features, visit the drawdowns tool.
JEPQ
VOO
Volatility
JEPQ vs. VOO - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.41% and 4.25%, 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.
JEPQ
VOO
