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ROCQ vs. ZHDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROCQ vs. ZHDG - Performance Comparison

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

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ROCQ vs. ZHDG - Yearly Performance Comparison


Returns By Period


ROCQ

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

ZHDG

1D
1.31%
1M
-5.73%
YTD
-6.67%
6M
-4.69%
1Y
11.89%
3Y*
10.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROCQ vs. ZHDG - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than ZHDG's 0.98% expense ratio.


Return for Risk

ROCQ vs. ZHDG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROCQ

ZHDG
ZHDG Risk / Return Rank: 5656
Overall Rank
ZHDG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ZHDG Sortino Ratio Rank: 5656
Sortino Ratio Rank
ZHDG Omega Ratio Rank: 4949
Omega Ratio Rank
ZHDG Calmar Ratio Rank: 5656
Calmar Ratio Rank
ZHDG Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROCQ vs. ZHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and ZEGA Buy and Hedge ETF (ZHDG). 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. ZHDG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROCQZHDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.78

0.31

-2.09

Correlation

The correlation between ROCQ and ZHDG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ROCQ vs. ZHDG - Dividend Comparison

ROCQ has not paid dividends to shareholders, while ZHDG's dividend yield for the trailing twelve months is around 2.75%.


TTM20252024202320222021
ROCQ
JPMorgan Nasdaq Equity Premium Yield ETF
0.00%0.00%0.00%0.00%0.00%0.00%
ZHDG
ZEGA Buy and Hedge ETF
2.75%2.57%2.59%1.52%3.58%1.33%

Drawdowns

ROCQ vs. ZHDG - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -5.15%, smaller than the maximum ZHDG drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for ROCQ and ZHDG.


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Drawdown Indicators


ROCQZHDGDifference

Max Drawdown

Largest peak-to-trough decline

-5.15%

-23.27%

+18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

Current Drawdown

Current decline from peak

-2.13%

-7.37%

+5.24%

Average Drawdown

Average peak-to-trough decline

-2.30%

-8.40%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

ROCQ vs. ZHDG - Volatility Comparison


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Volatility by Period


ROCQZHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

29.50%

11.75%

+17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.50%

11.79%

+17.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.50%

11.79%

+17.71%