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ROCQ vs. JTEK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROCQ vs. JTEK - Performance Comparison

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

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Returns By Period


ROCQ

1D
0.57%
1M
-1.59%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JTEK

1D
0.62%
1M
-8.88%
6M
7.25%
YTD
4.84%
1Y
14.49%
3Y*
5Y*
10Y*
ALL TIME*
25.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$29.81M$34.23M$31.22M
$13.25M$10.81M$11.79M

ROCQ vs. JTEK - Yearly Performance Comparison


Correlation

The correlation between ROCQ and JTEK is 0.94, meaning they have usually moved in the same direction, including during past declines.


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

0.94

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Return for Risk

ROCQ vs. JTEK — Risk / Return Rank

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

ROCQ

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


JTEK
JTEK Risk / Return Rank: 2020
Overall Rank
JTEK Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JTEK Sortino Ratio Rank: 2020
Sortino Ratio Rank
JTEK Omega Ratio Rank: 2020
Omega Ratio Rank
JTEK Calmar Ratio Rank: 2020
Calmar Ratio Rank
JTEK Martin Ratio Rank: 2121
Martin Ratio Rank
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.

ROCQ vs. JTEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and JPMorgan U.S. Tech Leaders ETF (JTEK). 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.


ROCQJTEKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.52

Martin ratioReturn relative to average drawdown

1.36

ROCQ vs. JTEK - Sharpe Ratio Comparison


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Drawdowns

ROCQ vs. JTEK - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -8.05%, smaller than the maximum JTEK drawdown of -30.61%. Use the drawdown chart below to compare losses from any high point for ROCQ and JTEK.


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Drawdown Indicators


ROCQJTEKDifference

Max Drawdown

Largest peak-to-trough decline

-8.05%

-30.61%

+22.56%

Max Drawdown (1Y)

Largest decline over 1 year

-22.02%

Current Drawdown

Current decline from peak

-4.27%

-15.35%

+11.08%

Average Drawdown

Average peak-to-trough decline

-1.57%

-5.72%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.40%

Volatility

ROCQ vs. JTEK - Volatility Comparison


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Volatility by Period


ROCQJTEKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

Volatility (6M)

Calculated over the trailing 6-month period

24.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

29.35%

-9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

28.53%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

28.53%

-8.52%

ROCQ vs. JTEK - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than JTEK's 0.65% expense ratio.


Dividends

ROCQ vs. JTEK - Dividend Comparison

ROCQ's dividend yield for the trailing twelve months is around 3.08%, while JTEK has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.94, ROCQ and JTEK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

ROCQ is cheaper with a 0.35% expense ratio, compared with 0.65% for JTEK.

ROCQ has the higher dividend yield at 3.08%, compared with 0.00% for JTEK.

ROCQ is categorized as Nasdaq-100, while JTEK is Technology Equities. Their fees differ too: 0.35% for ROCQ and 0.65% for JTEK.

Portfolio Optimizer

Find the right allocation for ROCQ and JTEK

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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