JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) Sharpe Ratio

Sharpe ratio is not yet available for ROCQ. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares JPMorgan Nasdaq Equity Premium Yield ETF's Sharpe Ratio with other ETFs in the Nasdaq-100, Derivative Income category across multiple time periods, showing how ROCQ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.

Symbol	Name	1Y Sharpe Ratio
NAPR	Innovator Nasdaq-100 Power Buffer ETF - April	3.05
PQAP	PGIM Nasdaq-100 Buffer 12 ETF - April	2.98
QB	ProShares Nasdaq-100 Dynamic Daily Buffer ETF	2.79
THTA	SoFi Enhanced Yield ETF	2.75
QMAR	FT Cboe Vest Nasdaq-100 Buffer ETF - March	2.55
GOOW	Roundhill GOOGL WeeklyPay™ ETF	2.54
XYLD	Global X S&P 500 Covered Call ETF	2.53
GOOY	YieldMax GOOGL Option Income Strategy ETF	2.44
PBP	Invesco S&P 500 BuyWrite ETF	2.42
CHPY	YieldMax Semiconductor Portfolio Option Income ETF	2.41
ROCQ	JPMorgan Nasdaq Equity Premium Yield ETF	—

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Historical Sharpe Ratio

The chart shows ROCQ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ROCQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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