JTEK vs. TTEC

Last updated Jun 4, 2026

JTEK (JPMorgan U.S. Tech Leaders ETF) is Technology Equities fund actively managed by JPMorgan, while TTEC (TTEC Holdings, Inc.) is a stock. Over the past year, JTEK returned 39.97% vs -52.70% for TTEC. At a 0.19 correlation, their price movements are largely independent.

Performance

JTEK vs. TTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Tech Leaders ETF (JTEK) and TTEC Holdings, Inc. (TTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JTEK achieves a 22.19% return, which is significantly higher than TTEC's -36.67% return.

JTEK

• 1D: -0.98%
• 1M: 13.34%
• YTD: 22.19%
• 6M: 19.61%
• 1Y: 39.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TTEC

• 1D: -13.31%
• 1M: -17.99%
• YTD: -36.67%
• 6M: -37.19%
• 1Y: -52.70%
• 3Y*: -58.86%
• 5Y*: -53.34%
• 10Y*: -20.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JTEK vs. TTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JTEK JPMorgan U.S. Tech Leaders ETF	22.19%	19.03%	28.69%	18.14%
TTEC TTEC Holdings, Inc.	-36.67%	-27.86%	-76.84%	-13.81%

Correlation

The correlation between JTEK and TTEC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Oct 6, 2023	0.19

Return for Risk

JTEK vs. TTEC — Risk / Return Rank

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

JTEK

JTEK Risk / Return Rank: 40
JTEK Sharpe Ratio Rank: 47
JTEK Sortino Ratio Rank: 42
JTEK Omega Ratio Rank: 42
JTEK Calmar Ratio Rank: 36
JTEK Martin Ratio Rank: 34

TTEC

TTEC Risk / Return Rank: 14
TTEC Sharpe Ratio Rank: 15
TTEC Sortino Ratio Rank: 17
TTEC Omega Ratio Rank: 18
TTEC Calmar Ratio Rank: 9
TTEC Martin Ratio Rank: 11

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.

JTEK vs. TTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Tech Leaders ETF (JTEK) and TTEC Holdings, Inc. (TTEC). 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.

	JTEK	TTEC	Difference
Sharpe ratio Return per unit of total volatility	1.65	-0.62	+2.27
Sortino ratio Return per unit of downside risk	2.18	-0.57	+2.75
Omega ratio Gain probability vs. loss probability	1.28	0.92	+0.35
Calmar ratio Return relative to maximum drawdown	1.82	-0.84	+2.67
Martin ratio Return relative to average drawdown	5.31	-1.30	+6.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JTEK vs. TTEC - Sharpe Ratio Comparison

The current JTEK Sharpe Ratio is 1.65, which is higher than the TTEC Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of JTEK and TTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JTEK	TTEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	-0.62	+2.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	-0.10	+1.38

Drawdowns

JTEK vs. TTEC - Drawdown Comparison

The maximum JTEK drawdown since its inception was -30.61%, smaller than the maximum TTEC drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for JTEK and TTEC.

Drawdown Indicators

	JTEK	TTEC	Difference
Max Drawdown Largest peak-to-trough decline	-30.61%	-98.04%	+67.43%
Max Drawdown (1Y) Largest decline over 1 year	-22.02%	-62.75%	+40.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-94.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-98.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-98.04%	—
Current Drawdown Current decline from peak	-0.98%	-97.83%	+96.85%
Average Drawdown Average peak-to-trough decline	-5.58%	-53.38%	+47.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.54%	40.51%	-32.97%

Volatility

JTEK vs. TTEC - Volatility Comparison

The current volatility for JPMorgan U.S. Tech Leaders ETF (JTEK) is 7.32%, while TTEC Holdings, Inc. (TTEC) has a volatility of 25.47%. This indicates that JTEK experiences smaller price fluctuations and is considered to be less risky than TTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JTEK	TTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.32%	25.47%	-18.15%
Volatility (6M) Calculated over the trailing 6-month period	18.74%	61.57%	-42.83%
Volatility (1Y) Calculated over the trailing 1-year period	24.31%	85.32%	-61.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.37%	71.12%	-43.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.37%	56.85%	-29.48%

Dividends

JTEK vs. TTEC - Dividend Comparison

Neither JTEK nor TTEC has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JTEK JPMorgan U.S. Tech Leaders ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TTEC TTEC Holdings, Inc.	0.00%	0.00%	1.20%	4.80%	2.31%	0.99%	3.95%	1.56%	1.93%	1.17%	1.26%	1.29%

Frequently Asked Questions

Can I hold both JTEK and TTEC in my portfolio?

JTEK and TTEC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JTEK or TTEC?

TTEC has higher volatility (25.47%) compared to JTEK (7.32%). In terms of maximum drawdown, JTEK dropped -30.61% vs TTEC's -98.04%.

Which has better risk-adjusted returns?

JTEK currently has the higher Sharpe Ratio (1.65 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.