In the linear regime, thermoelectric effects between two conductors are possible only in the presence of an explicit breaking of the electron-hole symmetry. We consider a tunnel junction between two electrodes and show that this condition is no longer required outside the linear regime. In particular, we demonstrate that a thermally biased junction can display an absolute negative conductance, and hence thermoelectric power, at a small but finite voltage bias, provided that the density of states of one of the electrodes is gapped and the other is monotonically decreasing. We consider a prototype system that fulfills these requirements, namely, a tunnel junction between two different superconductors where the Josephson contribution is suppressed. We discuss this nonlinear thermoelectric effect based on the spontaneous breaking of electron-hole symmetry in the system, characterize its main figures of merit, and discuss some possible applications.