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

Correlation

The correlation between TTEC and JTEK is 0.18, 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.


-0.50.00.51.00.2

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-16.67%
25.85%
TTEC
JTEK

Key characteristics

Sharpe Ratio

TTEC:

-0.95

JTEK:

1.25

Sortino Ratio

TTEC:

-2.23

JTEK:

1.71

Omega Ratio

TTEC:

0.75

JTEK:

1.23

Calmar Ratio

TTEC:

-0.82

JTEK:

1.76

Martin Ratio

TTEC:

-1.17

JTEK:

5.89

Ulcer Index

TTEC:

67.59%

JTEK:

5.44%

Daily Std Dev

TTEC:

83.28%

JTEK:

25.54%

Max Drawdown

TTEC:

-96.76%

JTEK:

-18.26%

Current Drawdown

TTEC:

-96.63%

JTEK:

0.00%

Returns By Period

In the year-to-date period, TTEC achieves a -28.86% return, which is significantly lower than JTEK's 11.93% return.


TTEC

YTD

-28.86%

1M

-10.58%

6M

-16.67%

1Y

-80.94%

5Y*

-38.27%

10Y*

-15.80%

JTEK

YTD

11.93%

1M

7.00%

6M

25.85%

1Y

29.49%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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 55
Overall Rank
The Sharpe Ratio Rank of TTEC is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of TTEC is 11
Sortino Ratio Rank
The Omega Ratio Rank of TTEC is 33
Omega Ratio Rank
The Calmar Ratio Rank of TTEC is 44
Calmar Ratio Rank
The Martin Ratio Rank of TTEC is 1515
Martin Ratio Rank

JTEK
The Risk-Adjusted Performance Rank of JTEK is 5050
Overall Rank
The Sharpe Ratio Rank of JTEK is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of JTEK is 4444
Sortino Ratio Rank
The Omega Ratio Rank of JTEK is 4747
Omega Ratio Rank
The Calmar Ratio Rank of JTEK is 5757
Calmar Ratio Rank
The Martin Ratio Rank of JTEK is 5353
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.


Sharpe ratio
The chart of Sharpe ratio for TTEC, currently valued at -0.95, compared to the broader market-2.000.002.004.00-0.951.25
The chart of Sortino ratio for TTEC, currently valued at -2.23, compared to the broader market-6.00-4.00-2.000.002.004.006.00-2.231.71
The chart of Omega ratio for TTEC, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.23
The chart of Calmar ratio for TTEC, currently valued at -0.92, compared to the broader market0.002.004.006.00-0.921.76
The chart of Martin ratio for TTEC, currently valued at -1.17, compared to the broader market-10.000.0010.0020.0030.00-1.175.89
TTEC
JTEK

The current TTEC Sharpe Ratio is -0.95, which is lower than the JTEK Sharpe Ratio of 1.25. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
-0.95
1.25
TTEC
JTEK

Dividends

TTEC vs. JTEK - Dividend Comparison

TTEC's dividend yield for the trailing twelve months is around 1.69%, while JTEK has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
TTEC
TTEC Holdings, Inc.
1.69%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 -96.76%, which is greater than JTEK's maximum drawdown of -18.26%. Use the drawdown chart below to compare losses from any high point for TTEC and JTEK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.84%
0
TTEC
JTEK

Volatility

TTEC vs. JTEK - Volatility Comparison

TTEC Holdings, Inc. (TTEC) has a higher volatility of 9.40% compared to JPMorgan U.S. Tech Leaders ETF (JTEK) at 7.81%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
9.40%
7.81%
TTEC
JTEK
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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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