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TIME vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIME and JEPQ is 0.85, 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.


-0.50.00.51.00.9

Performance

TIME vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clockwise Core Equity & Innovation ETF (TIME) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.33%
10.59%
TIME
JEPQ

Key characteristics

Sharpe Ratio

TIME:

2.17

JEPQ:

2.17

Sortino Ratio

TIME:

2.84

JEPQ:

2.81

Omega Ratio

TIME:

1.37

JEPQ:

1.44

Calmar Ratio

TIME:

3.05

JEPQ:

2.54

Martin Ratio

TIME:

12.06

JEPQ:

10.92

Ulcer Index

TIME:

3.37%

JEPQ:

2.49%

Daily Std Dev

TIME:

18.76%

JEPQ:

12.56%

Max Drawdown

TIME:

-42.24%

JEPQ:

-16.82%

Current Drawdown

TIME:

-4.23%

JEPQ:

-0.67%

Returns By Period

In the year-to-date period, TIME achieves a 40.99% return, which is significantly higher than JEPQ's 26.73% return.


TIME

YTD

40.99%

1M

-3.47%

6M

10.33%

1Y

40.84%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

26.73%

1M

2.86%

6M

10.59%

1Y

27.14%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


TIME vs. JEPQ - Expense Ratio Comparison

TIME has a 1.00% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


TIME
Clockwise Core Equity & Innovation ETF
Expense ratio chart for TIME: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

TIME vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clockwise Core Equity & Innovation ETF (TIME) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


Sharpe ratio
The chart of Sharpe ratio for TIME, currently valued at 2.17, compared to the broader market0.002.004.002.172.17
The chart of Sortino ratio for TIME, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.81
The chart of Omega ratio for TIME, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.44
The chart of Calmar ratio for TIME, currently valued at 3.05, compared to the broader market0.005.0010.0015.003.052.54
The chart of Martin ratio for TIME, currently valued at 12.06, compared to the broader market0.0020.0040.0060.0080.00100.0012.0610.92
TIME
JEPQ

The current TIME Sharpe Ratio is 2.17, which is comparable to the JEPQ Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of TIME and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.17
2.17
TIME
JEPQ

Dividends

TIME vs. JEPQ - Dividend Comparison

TIME's dividend yield for the trailing twelve months is around 32.53%, more than JEPQ's 9.33% yield.


TTM20232022
TIME
Clockwise Core Equity & Innovation ETF
32.53%21.04%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.33%10.02%9.44%

Drawdowns

TIME vs. JEPQ - Drawdown Comparison

The maximum TIME drawdown since its inception was -42.24%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for TIME and JEPQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.23%
-0.67%
TIME
JEPQ

Volatility

TIME vs. JEPQ - Volatility Comparison

Clockwise Core Equity & Innovation ETF (TIME) has a higher volatility of 5.36% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.90%. This indicates that TIME's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
2.90%
TIME
JEPQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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