NFLW vs. ROCY
NFLW (Roundhill NFLX WeeklyPay ETF) and ROCY (JPMorgan Equity Premium Yield ETF) are both Derivative Income funds. Both are actively managed. At a 0.19 correlation, their price movements are largely independent. NFLW charges 0.99%/yr vs 0.35%/yr for ROCY.
Performance
NFLW vs. ROCY - Performance Comparison
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Returns By Period
NFLW
- 1D
- 0.08%
- 1M
- -21.07%
- YTD
- -27.54%
- 6M
- -27.44%
- 1Y
- -50.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROCY
- 1D
- -1.05%
- 1M
- -0.14%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLW vs. ROCY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NFLW Roundhill NFLX WeeklyPay ETF | -27.83% |
ROCY JPMorgan Equity Premium Yield ETF | 9.39% |
Correlation
The correlation between NFLW and ROCY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.19 |
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Return for Risk
NFLW vs. ROCY — Risk / Return Rank
NFLW
ROCY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NFLW vs. ROCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill NFLX WeeklyPay ETF (NFLW) 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.
| NFLW | ROCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.75 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | — | — |
| Martin ratioReturn relative to average drawdown | -1.59 | — | — |
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Drawdowns
NFLW vs. ROCY - Drawdown Comparison
The maximum NFLW drawdown since its inception was -53.89%, which is greater than ROCY's maximum drawdown of -3.53%. Use the drawdown chart below to compare losses from any high point for NFLW and ROCY.
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Drawdown Indicators
| NFLW | ROCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.89% | -3.53% | -50.36% |
Max Drawdown (1Y)Largest decline over 1 year | -53.89% | — | — |
Current DrawdownCurrent decline from peak | -53.85% | -1.88% | -51.97% |
Average DrawdownAverage peak-to-trough decline | -27.86% | -0.56% | -27.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.61% | — | — |
Volatility
NFLW vs. ROCY - Volatility Comparison
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Volatility by Period
| NFLW | ROCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 30.49% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 40.43% | 12.34% | +28.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.29% | 12.34% | +27.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.29% | 12.34% | +27.95% |
NFLW vs. ROCY - Expense Ratio Comparison
NFLW has a 0.99% expense ratio, which is higher than ROCY's 0.35% expense ratio.
Dividends
NFLW vs. ROCY - Dividend Comparison
NFLW's dividend yield for the trailing twelve months is around 87.68%, more than ROCY's 1.65% yield.
| Position | TTM | 2025 |
|---|---|---|
NFLW Roundhill NFLX WeeklyPay ETF | 87.68% | 38.89% |
ROCY JPMorgan Equity Premium Yield ETF | 1.65% | 0.00% |
Frequently Asked Questions
NFLW and ROCY have a correlation of 0.19, 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 NFLW.
NFLW has the higher dividend yield at 87.68%, compared with 1.65% for ROCY.
They also come from different issuers: Roundhill and JPMorgan. Their fees differ too: 0.99% for NFLW and 0.35% for ROCY.
Find the right allocation for NFLW and ROCY
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