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

Key characteristics


YBITJEPQ
Daily Std Dev43.66%12.22%
Max Drawdown-29.01%-16.82%
Current Drawdown-5.85%0.00%

Correlation

-0.50.00.51.00.5

The correlation between YBIT and JEPQ is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

YBIT vs. JEPQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.93%
11.19%
YBIT
JEPQ

Compare stocks, funds, or ETFs

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


YBIT vs. JEPQ - Expense Ratio Comparison

YBIT has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


YBIT
YieldMax Bitcoin Option Income Strategy ETF
Expense ratio chart for YBIT: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
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

YBIT vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Bitcoin Option Income Strategy ETF (YBIT) 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.


YBIT
Sharpe ratio
No data
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.49, compared to the broader market-2.000.002.004.006.002.49
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 3.24, compared to the broader market0.005.0010.003.24
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.51, compared to the broader market1.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 2.85, compared to the broader market0.005.0010.0015.002.85
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 12.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.34

YBIT vs. JEPQ - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YBIT vs. JEPQ - Dividend Comparison

YBIT's dividend yield for the trailing twelve months is around 38.70%, more than JEPQ's 9.36% yield.


TTM20232022
YBIT
YieldMax Bitcoin Option Income Strategy ETF
38.70%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.36%10.02%9.44%

Drawdowns

YBIT vs. JEPQ - Drawdown Comparison

The maximum YBIT drawdown since its inception was -29.01%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for YBIT and JEPQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.85%
0
YBIT
JEPQ

Volatility

YBIT vs. JEPQ - Volatility Comparison

YieldMax Bitcoin Option Income Strategy ETF (YBIT) has a higher volatility of 15.10% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that YBIT'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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.10%
3.39%
YBIT
JEPQ