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JPST vs. ROCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST vs. ROCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Income ETF (JPST) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JPST

1D
0.06%
1M
0.30%
6M
1.62%
YTD
2.01%
1Y
3.96%
3Y*
5.07%
5Y*
3.72%
10Y*
ALL TIME*
2.99%

ROCQ

1D
1.32%
1M
-0.30%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$283.32M$279.21M$317.05M
$13.13M$10.74M$11.66M

JPST vs. ROCQ - Yearly Performance Comparison


Correlation

The correlation between JPST and ROCQ is 0.35, which is low. Their historical price movements had little consistent relationship.


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

0.35

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Return for Risk

JPST vs. ROCQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
Martin Ratio Rank

ROCQ

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JPST vs. ROCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). 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.


JPSTROCQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.51

Calmar ratioReturn relative to maximum drawdown

26.75

Martin ratioReturn relative to average drawdown

126.55

JPST vs. ROCQ - Sharpe Ratio Comparison


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Drawdowns

JPST vs. ROCQ - Drawdown Comparison

The maximum JPST drawdown since its inception was -3.28%, smaller than the maximum ROCQ drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for JPST and ROCQ.


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Drawdown Indicators


JPSTROCQDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-8.05%

+4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

0.00%

-3.02%

+3.02%

Average Drawdown

Average peak-to-trough decline

-0.08%

-1.58%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

JPST vs. ROCQ - Volatility Comparison


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Volatility by Period


JPSTROCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.52%

19.99%

-19.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

19.99%

-19.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.93%

19.99%

-19.06%

JPST vs. ROCQ - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is lower than ROCQ's 0.35% expense ratio.


Dividends

JPST vs. ROCQ - Dividend Comparison

JPST's dividend yield for the trailing twelve months is around 4.20%, less than ROCQ's 4.37% yield.


PositionTTM202520242023202220212020201920182017
JPST
JPMorgan Ultra-Short Income ETF
4.20%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%
ROCQ
JPMorgan Nasdaq Equity Premium Yield ETF
4.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPST and ROCQ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPST is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPST is cheaper with a 0.18% expense ratio, compared with 0.35% for ROCQ.

ROCQ has the higher dividend yield at 4.37%, compared with 4.20% for JPST.

JPST is categorized as Ultrashort Bond, while ROCQ is Nasdaq-100. Their fees differ too: 0.18% for JPST and 0.35% for ROCQ.

Portfolio Optimizer

Find the right allocation for JPST and ROCQ

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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