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ROCQ vs. QMAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROCQ vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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*

QMAR

1D
0.47%
1M
0.04%
6M
11.24%
YTD
11.91%
1Y
18.52%
3Y*
14.85%
5Y*
11.10%
10Y*
ALL TIME*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$319.00K$316.44K$452.98K
$13.25M$10.81M$11.79M

ROCQ vs. QMAR - Yearly Performance Comparison


Correlation

The correlation between ROCQ and QMAR is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.95

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Return for Risk

ROCQ vs. QMAR — 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.


QMAR
QMAR Risk / Return Rank: 9595
Overall Rank
QMAR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 9494
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9696
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. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.


ROCQQMARDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

5.54

Martin ratioReturn relative to average drawdown

26.00

ROCQ vs. QMAR - Sharpe Ratio Comparison


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Drawdowns

ROCQ vs. QMAR - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -8.05%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for ROCQ and QMAR.


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Drawdown Indicators


ROCQQMARDifference

Max Drawdown

Largest peak-to-trough decline

-8.05%

-19.83%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

Current Drawdown

Current decline from peak

-4.27%

-1.20%

-3.07%

Average Drawdown

Average peak-to-trough decline

-1.57%

-3.22%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

ROCQ vs. QMAR - Volatility Comparison


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Volatility by Period


ROCQQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

6.99%

+13.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

14.04%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

13.75%

+6.26%

ROCQ vs. QMAR - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than QMAR's 0.90% expense ratio.


Dividends

ROCQ vs. QMAR - Dividend Comparison

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


Frequently Asked Questions


With a correlation of 0.95, ROCQ and QMAR 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 0.90% for QMAR.

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

They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.35% for ROCQ and 0.90% for QMAR.

Portfolio Optimizer

Find the right allocation for ROCQ and QMAR

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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