PortfoliosLab logoPortfoliosLab logo
ROCY vs. TSMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROCY vs. TSMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Yield ETF (ROCY) and YieldMax TSM Option Income Strategy ETF (TSMY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ROCY vs. TSMY - Yearly Performance Comparison


Returns By Period


ROCY

1D
2.51%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TSMY

1D
6.41%
1M
-7.42%
YTD
10.01%
6M
17.90%
1Y
81.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ROCY vs. TSMY - Expense Ratio Comparison

ROCY has a 0.35% expense ratio, which is lower than TSMY's 0.99% expense ratio.


Return for Risk

ROCY vs. TSMY — Risk / Return Rank

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

ROCY

TSMY
TSMY Risk / Return Rank: 9696
Overall Rank
TSMY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 9696
Sortino Ratio Rank
TSMY Omega Ratio Rank: 9494
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9797
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.

ROCY vs. TSMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Yield ETF (ROCY) and YieldMax TSM Option Income Strategy ETF (TSMY). 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.

ROCY vs. TSMY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


ROCYTSMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.07

1.15

-2.21

Correlation

The correlation between ROCY and TSMY is 0.83, 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

ROCY vs. TSMY - Dividend Comparison

ROCY has not paid dividends to shareholders, while TSMY's dividend yield for the trailing twelve months is around 57.85%.


TTM20252024
ROCY
JPMorgan Equity Premium Yield ETF
0.00%0.00%0.00%
TSMY
YieldMax TSM Option Income Strategy ETF
57.85%56.76%13.71%

Drawdowns

ROCY vs. TSMY - Drawdown Comparison

The maximum ROCY drawdown since its inception was -3.35%, smaller than the maximum TSMY drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for ROCY and TSMY.


Loading graphics...

Drawdown Indicators


ROCYTSMYDifference

Max Drawdown

Largest peak-to-trough decline

-3.35%

-31.15%

+27.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

Current Drawdown

Current decline from peak

-0.92%

-10.08%

+9.16%

Average Drawdown

Average peak-to-trough decline

-1.33%

-5.81%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

Volatility

ROCY vs. TSMY - Volatility Comparison


Loading graphics...

Volatility by Period


ROCYTSMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

31.08%

-8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

33.42%

-11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

33.42%

-11.13%