Performance

TDAQ+10.14%JEPQ+9.75%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
TDAQ	-3.80%	+10.92%	+10.14%	—	-11.72%	0.36	17.97%
JEPQ	-3.03%	+8.33%	+9.75%	—	-8.82%	0.39	11.96%

Summary

TDAQ vs JEPQ

Over the past year, TDAQ returned +10.14% against +9.75% for JEPQ. JEPQ had the higher Sharpe ratio over the past year (0.39 vs 0.36), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.82% for JEPQ and -11.72% for TDAQ. Dividends over the past year came to 17.97% of TDAQ's price, against 11.96% for JEPQ.

Current Drawdown

TDAQ-9.18%JEPQ-6.02%

Rolling Volatility

TDAQ+1.42%JEPQ+1.15%

METRICS

Correlation Matrix

	TDAQ	JEPQ
TDAQ	1.00	0.93
JEPQ	0.93	1.00

Metrics

Risk Indicators

TDAQJEPQ

Alpha

-3.95%

-2.70%

Beta

1.39x

1.09x

Sharpe

0.36

0.39

Sortino

0.50

0.54

Omega

1.06

1.07

Calmar

0.87

1.11

Martin

1.75

2.62

Comparisons

More TDAQ comparisons

TDAQ vs GPIQ
TDAQ vs QQQ
TDAQ vs TSPY
TDAQ vs XQQI
TDAQ vs QDTE

More JEPQ comparisons

JEPQ vs JEPI
JEPQ vs QQQI
JEPQ vs SCHD
JEPQ vs GPIQ
JEPQ vs SPYI
JEPQ vs QQQ

TDAQ vs JEPQ: returns, Sharpe ratio and drawdown

TDAQ vs JEPQ

More TDAQ comparisons

More JEPQ comparisons