JEPI vs JEPQ: returns, Sharpe ratio and drawdown
Performance
JEPI-0.35%JEPQ+6.67%
Summary
JEPI vs JEPQ
Over the past year, JEPQ returned +6.67% against -0.35% for JEPI. Over five years, JEPQ averaged +5.11% a year, compared with -1.21% for JEPI. JEPQ had the higher Sharpe ratio over the past year (0.21 vs -0.52), 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.
Current Drawdown
JEPI-5.21%JEPQ-0.23%
Rolling Volatility
Pro feature
Volatility analysis is available on the Pro plan only.
Asset Correlations
Pro feature
Correlation analysis is available on the Pro plan only.
Risk Indicators
Plus feature
Risk indicators are available on the Plus plan and above.
Comparisons