JEPI vs JEPQ: returns, Sharpe ratio and drawdown

Over the past year, JEPQ returned +8.45% against +1.38% for JEPI. Over five years, JEPQ averaged +5.00% a year, compared with -1.51% for JEPI. JEPQ had the higher Sharpe ratio over the past year (0.32 vs -0.32), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.67% for JEPI and -10.32% for JEPQ.