ROKU vs. JPEF
ROKU (Roku, Inc.) is a stock, while JPEF (JPMorgan Equity Focus ETF) is Large Cap Blend Equities fund actively managed by JPMorgan. Over the past year, ROKU returned 70.43% vs 19.72% for JPEF. At a 0.46 correlation, their price movements are largely independent.
Performance
ROKU vs. JPEF - Performance Comparison
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Returns By Period
In the year-to-date period, ROKU achieves a 15.76% return, which is significantly higher than JPEF's 8.08% return.
ROKU
- 1D
- 2.77%
- 1M
- 0.95%
- YTD
- 15.76%
- 6M
- 32.84%
- 1Y
- 70.43%
- 3Y*
- 27.27%
- 5Y*
- -17.42%
- 10Y*
- —
JPEF
- 1D
- 0.26%
- 1M
- 3.01%
- YTD
- 8.08%
- 6M
- 7.20%
- 1Y
- 19.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROKU vs. JPEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ROKU Roku, Inc. | 15.76% | 45.94% | -18.90% | -4.79% |
JPEF JPMorgan Equity Focus ETF | 8.08% | 12.07% | 28.19% | 5.72% |
Correlation
The correlation between ROKU and JPEF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.46 |
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Return for Risk
ROKU vs. JPEF — Risk / Return Rank
ROKU
JPEF
ROKU vs. JPEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roku, Inc. (ROKU) and JPMorgan Equity Focus ETF (JPEF). 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.
| ROKU | JPEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.40 | +0.16 |
| Martin ratioReturn relative to average drawdown | 7.27 | 10.84 | -3.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROKU | JPEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.74 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.27 | -0.98 |
Drawdowns
ROKU vs. JPEF - Drawdown Comparison
The maximum ROKU drawdown since its inception was -91.91%, which is greater than JPEF's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for ROKU and JPEF.
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Drawdown Indicators
| ROKU | JPEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.91% | -18.09% | -73.82% |
Max Drawdown (1Y)Largest decline over 1 year | -27.69% | -8.25% | -19.44% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -91.91% | — | — |
Current DrawdownCurrent decline from peak | -73.81% | -0.55% | -73.26% |
Average DrawdownAverage peak-to-trough decline | -52.80% | -2.14% | -50.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.72% | 1.82% | +7.90% |
Volatility
ROKU vs. JPEF - Volatility Comparison
Roku, Inc. (ROKU) has a higher volatility of 9.07% compared to JPMorgan Equity Focus ETF (JPEF) at 2.97%. This indicates that ROKU's price experiences larger fluctuations and is considered to be riskier than JPEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROKU | JPEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 2.97% | +6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 31.64% | 8.64% | +23.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.62% | 11.37% | +33.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.62% | 15.01% | +51.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.39% | 15.01% | +58.38% |
Dividends
ROKU vs. JPEF - Dividend Comparison
ROKU has not paid dividends to shareholders, while JPEF's dividend yield for the trailing twelve months is around 0.65%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JPEF JPMorgan Equity Focus ETF | 0.65% | 0.70% | 0.71% | 0.39% |
ROKU Roku, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROKU and JPEF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROKU has higher volatility (9.07%) compared to JPEF (2.97%). In terms of maximum drawdown, ROKU dropped -91.91% vs JPEF's -18.09%.
JPEF currently has the higher Sharpe Ratio (1.74 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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