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ROCQ vs. QQQA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROCQ vs. QQQA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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*

QQQA

1D
0.67%
1M
-6.70%
6M
32.26%
YTD
42.60%
1Y
60.80%
3Y*
24.95%
5Y*
10.32%
10Y*
ALL TIME*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.36M$3.63M$3.95M
$13.25M$10.81M$11.79M

ROCQ vs. QQQA - Yearly Performance Comparison


Correlation

The correlation between ROCQ and QQQA is 0.87, 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

0.87

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Return for Risk

ROCQ vs. QQQA — 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.


QQQA
QQQA Risk / Return Rank: 7373
Overall Rank
QQQA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QQQA Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQA Omega Ratio Rank: 7272
Omega Ratio Rank
QQQA Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQA Martin Ratio Rank: 7474
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. QQQA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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.


ROCQQQQADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

9.11

ROCQ vs. QQQA - Sharpe Ratio Comparison


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Drawdowns

ROCQ vs. QQQA - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -8.05%, smaller than the maximum QQQA drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for ROCQ and QQQA.


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Drawdown Indicators


ROCQQQQADifference

Max Drawdown

Largest peak-to-trough decline

-8.05%

-38.44%

+30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

Max Drawdown (3Y)

Largest decline over 3 years

-30.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.44%

Current Drawdown

Current decline from peak

-4.27%

-18.50%

+14.23%

Average Drawdown

Average peak-to-trough decline

-1.57%

-15.52%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

Volatility

ROCQ vs. QQQA - Volatility Comparison


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Volatility by Period


ROCQQQQADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.31%

Volatility (6M)

Calculated over the trailing 6-month period

30.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

33.64%

-13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

27.45%

-7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

27.08%

-7.07%

ROCQ vs. QQQA - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than QQQA's 0.58% expense ratio.


Dividends

ROCQ vs. QQQA - Dividend Comparison

ROCQ's dividend yield for the trailing twelve months is around 3.08%, more than QQQA's 0.03% yield.


PositionTTM20252024202320222021
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
0.03%0.10%0.09%0.34%0.28%0.10%
ROCQ
JPMorgan Nasdaq Equity Premium Yield ETF
3.08%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROCQ and QQQA have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.58% for QQQA.

ROCQ has the higher dividend yield at 3.08%, compared with 0.03% for QQQA.

They also come from different issuers: JPMorgan and ProShares. Their fees differ too: 0.35% for ROCQ and 0.58% for QQQA.

Portfolio Optimizer

Find the right allocation for ROCQ and QQQA

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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