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GOOY vs. ROCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOY vs. ROCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GOOGL Option Income Strategy ETF (GOOY) and JPMorgan Equity Premium Yield ETF (ROCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GOOY

1D
-0.76%
1M
-1.83%
6M
6.79%
YTD
11.84%
1Y
74.26%
3Y*
5Y*
10Y*

ROCY

1D
-0.42%
1M
1.83%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOY vs. ROCY - Yearly Performance Comparison


Correlation

The correlation between GOOY and ROCY is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.72

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Return for Risk

GOOY vs. ROCY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOOY
GOOY Risk / Return Rank: 9393
Overall Rank
GOOY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9494
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOY Martin Ratio Rank: 8888
Martin Ratio Rank

ROCY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOOY vs. ROCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and JPMorgan Equity Premium Yield ETF (ROCY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOOYROCYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

4.62

Martin ratioReturn relative to average drawdown

14.68

GOOY vs. ROCY - Sharpe Ratio Comparison


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Drawdowns

GOOY vs. ROCY - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, which is greater than ROCY's maximum drawdown of -3.53%. Use the drawdown chart below to compare losses from any high point for GOOY and ROCY.


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Drawdown Indicators


GOOYROCYDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-3.53%

-20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

Current Drawdown

Current decline from peak

-10.04%

-0.42%

-9.62%

Average Drawdown

Average peak-to-trough decline

-6.34%

-0.63%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

Volatility

GOOY vs. ROCY - Volatility Comparison


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Volatility by Period


GOOYROCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

11.55%

+12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

11.55%

+11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

11.55%

+11.87%

GOOY vs. ROCY - Expense Ratio Comparison

GOOY has a 0.99% expense ratio, which is higher than ROCY's 0.35% expense ratio.


Dividends

GOOY vs. ROCY - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 51.96%, more than ROCY's 2.30% yield.


PositionTTM202520242023
GOOY
YieldMax GOOGL Option Income Strategy ETF
51.96%41.50%36.74%7.90%
ROCY
JPMorgan Equity Premium Yield ETF
2.30%0.00%0.00%0.00%

Frequently Asked Questions


GOOY and ROCY have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROCY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROCY is cheaper with a 0.35% expense ratio, compared with 0.99% for GOOY.

GOOY has the higher dividend yield at 51.96%, compared with 2.30% for ROCY.

They also come from different issuers: YieldMax and JPMorgan. Their fees differ too: 0.99% for GOOY and 0.35% for ROCY.

Portfolio Optimizer

Find the right allocation for GOOY and ROCY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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