ROCY vs. THTA
ROCY (JPMorgan Equity Premium Yield ETF) and THTA (SoFi Enhanced Yield ETF) are both Derivative Income funds. Both are actively managed. At a 0.36 correlation, their price movements are largely independent. ROCY charges 0.35%/yr vs 0.49%/yr for THTA.
Performance
ROCY vs. THTA - Performance Comparison
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Returns By Period
ROCY
- 1D
- -1.05%
- 1M
- -0.14%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THTA
- 1D
- -0.06%
- 1M
- 0.77%
- YTD
- 7.57%
- 6M
- 8.24%
- 1Y
- 16.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROCY vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCY JPMorgan Equity Premium Yield ETF | 9.39% |
THTA SoFi Enhanced Yield ETF | 4.08% |
Correlation
The correlation between ROCY and THTA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.36 |
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Return for Risk
ROCY vs. THTA — Risk / Return Rank
ROCY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
THTA
ROCY vs. THTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Yield ETF (ROCY) and SoFi Enhanced Yield ETF (THTA). 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.
| ROCY | THTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.77 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.30 | — |
| Martin ratioReturn relative to average drawdown | — | 52.38 | — |
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Drawdowns
ROCY vs. THTA - Drawdown Comparison
The maximum ROCY drawdown since its inception was -3.53%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for ROCY and THTA.
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Drawdown Indicators
| ROCY | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.53% | -31.41% | +27.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.64% | — |
Current DrawdownCurrent decline from peak | -1.88% | -6.17% | +4.29% |
Average DrawdownAverage peak-to-trough decline | -0.56% | -7.49% | +6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.32% | — |
Volatility
ROCY vs. THTA - Volatility Comparison
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Volatility by Period
| ROCY | THTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 5.72% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 20.04% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 20.04% | -7.70% |
ROCY vs. THTA - Expense Ratio Comparison
ROCY has a 0.35% expense ratio, which is lower than THTA's 0.49% expense ratio.
Dividends
ROCY vs. THTA - Dividend Comparison
ROCY's dividend yield for the trailing twelve months is around 1.65%, less than THTA's 11.15% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ROCY JPMorgan Equity Premium Yield ETF | 1.65% | 0.00% | 0.00% | 0.00% |
THTA SoFi Enhanced Yield ETF | 11.15% | 12.66% | 12.44% | 0.58% |
Frequently Asked Questions
ROCY and THTA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ROCY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROCY is cheaper with a 0.35% expense ratio, compared with 0.49% for THTA.
THTA has the higher dividend yield at 11.15%, compared with 1.65% for ROCY.
They also come from different issuers: JPMorgan and SoFi. Their fees differ too: 0.35% for ROCY and 0.49% for THTA.
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