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TTEC vs. JTEK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTEC and JTEK is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TTEC vs. JTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TTEC Holdings, Inc. (TTEC) and JPMorgan U.S. Tech Leaders ETF (JTEK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TTEC:

-0.20

JTEK:

0.60

Sortino Ratio

TTEC:

0.43

JTEK:

0.85

Omega Ratio

TTEC:

1.05

JTEK:

1.12

Calmar Ratio

TTEC:

-0.22

JTEK:

0.51

Martin Ratio

TTEC:

-0.51

JTEK:

1.50

Ulcer Index

TTEC:

42.84%

JTEK:

10.45%

Daily Std Dev

TTEC:

103.24%

JTEK:

32.68%

Max Drawdown

TTEC:

-97.04%

JTEK:

-30.61%

Current Drawdown

TTEC:

-95.34%

JTEK:

-9.49%

Returns By Period

In the year-to-date period, TTEC achieves a -1.60% return, which is significantly lower than JTEK's 1.76% return.


TTEC

YTD

-1.60%

1M

24.94%

6M

-5.21%

1Y

-21.82%

3Y*

-57.50%

5Y*

-33.66%

10Y*

-13.61%

JTEK

YTD

1.76%

1M

9.14%

6M

0.26%

1Y

20.75%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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TTEC Holdings, Inc.

JPMorgan U.S. Tech Leaders ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TTEC vs. JTEK — Risk-Adjusted Performance Rank

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

TTEC
The Risk-Adjusted Performance Rank of TTEC is 4242
Overall Rank
The Sharpe Ratio Rank of TTEC is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TTEC is 4949
Sortino Ratio Rank
The Omega Ratio Rank of TTEC is 4646
Omega Ratio Rank
The Calmar Ratio Rank of TTEC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of TTEC is 4040
Martin Ratio Rank

JTEK
The Risk-Adjusted Performance Rank of JTEK is 4848
Overall Rank
The Sharpe Ratio Rank of JTEK is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of JTEK is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JTEK is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JTEK is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JTEK is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTEC vs. JTEK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TTEC Holdings, Inc. (TTEC) and JPMorgan U.S. Tech Leaders ETF (JTEK). 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.


The current TTEC Sharpe Ratio is -0.20, which is lower than the JTEK Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of TTEC and JTEK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TTEC vs. JTEK - Dividend Comparison

Neither TTEC nor JTEK has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
TTEC
TTEC Holdings, Inc.
0.00%1.20%4.80%2.31%0.99%3.95%1.56%1.93%1.17%1.26%1.29%
JTEK
JPMorgan U.S. Tech Leaders ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TTEC vs. JTEK - Drawdown Comparison

The maximum TTEC drawdown since its inception was -97.04%, which is greater than JTEK's maximum drawdown of -30.61%. Use the drawdown chart below to compare losses from any high point for TTEC and JTEK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TTEC vs. JTEK - Volatility Comparison

TTEC Holdings, Inc. (TTEC) has a higher volatility of 31.12% compared to JPMorgan U.S. Tech Leaders ETF (JTEK) at 6.29%. This indicates that TTEC's price experiences larger fluctuations and is considered to be riskier than JTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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