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ROCQ vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROCQ vs. COSW - Performance Comparison

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

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ROCQ vs. COSW - Yearly Performance Comparison


Returns By Period


ROCQ

1D
3.19%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROCQ vs. COSW - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than COSW's 0.99% expense ratio.


Return for Risk

ROCQ vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and Roundhill COST WeeklyPay ETF (COSW). 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.


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

ROCQ vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROCQCOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.78

0.44

-2.23

Correlation

The correlation between ROCQ and COSW is -0.48. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ROCQ vs. COSW - Dividend Comparison

ROCQ has not paid dividends to shareholders, while COSW's dividend yield for the trailing twelve months is around 12.26%.


Drawdowns

ROCQ vs. COSW - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -5.15%, smaller than the maximum COSW drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for ROCQ and COSW.


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Drawdown Indicators


ROCQCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-5.15%

-12.17%

+7.02%

Current Drawdown

Current decline from peak

-2.13%

-3.28%

+1.15%

Average Drawdown

Average peak-to-trough decline

-2.30%

-4.05%

+1.75%

Volatility

ROCQ vs. COSW - Volatility Comparison


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Volatility by Period


ROCQCOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

29.50%

25.36%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.50%

25.36%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.50%

25.36%

+4.14%