PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YBTC vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YBTC and JEPQ is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

YBTC vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
45.38%
4.08%
YBTC
JEPQ

Key characteristics

Sharpe Ratio

YBTC:

0.34

JEPQ:

-0.21

Sortino Ratio

YBTC:

0.78

JEPQ:

-0.16

Omega Ratio

YBTC:

1.09

JEPQ:

0.98

Calmar Ratio

YBTC:

0.67

JEPQ:

-0.18

Martin Ratio

YBTC:

1.46

JEPQ:

-0.86

Ulcer Index

YBTC:

10.55%

JEPQ:

4.04%

Daily Std Dev

YBTC:

45.21%

JEPQ:

16.76%

Max Drawdown

YBTC:

-23.17%

JEPQ:

-18.82%

Current Drawdown

YBTC:

-18.38%

JEPQ:

-18.82%

Returns By Period

In the year-to-date period, YBTC achieves a -8.31% return, which is significantly higher than JEPQ's -15.08% return.


YBTC

YTD

-8.31%

1M

-2.59%

6M

19.62%

1Y

11.89%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-15.08%

1M

-14.11%

6M

-9.62%

1Y

-2.28%

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.


YBTC vs. JEPQ - Expense Ratio Comparison

YBTC has a 0.95% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


YBTC
Roundhill Bitcoin Covered Call Strategy ETF
Expense ratio chart for YBTC: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YBTC: 0.95%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

YBTC vs. JEPQ — Risk-Adjusted Performance Rank

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

YBTC
The Risk-Adjusted Performance Rank of YBTC is 6262
Overall Rank
The Sharpe Ratio Rank of YBTC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of YBTC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of YBTC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of YBTC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of YBTC is 5757
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 1616
Overall Rank
The Sharpe Ratio Rank of JEPQ is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 1717
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 1616
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 1717
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 1313
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.

YBTC vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) 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 YBTC, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
YBTC: 0.34
JEPQ: -0.21
The chart of Sortino ratio for YBTC, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.00
YBTC: 0.78
JEPQ: -0.16
The chart of Omega ratio for YBTC, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
YBTC: 1.09
JEPQ: 0.98
The chart of Calmar ratio for YBTC, currently valued at 0.67, compared to the broader market0.005.0010.0015.00
YBTC: 0.67
JEPQ: -0.18
The chart of Martin ratio for YBTC, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00
YBTC: 1.46
JEPQ: -0.86

The current YBTC Sharpe Ratio is 0.34, which is higher than the JEPQ Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of YBTC 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 Ratio0.000.501.001.502.00Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
0.34
-0.21
YBTC
JEPQ

Dividends

YBTC vs. JEPQ - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 52.03%, more than JEPQ's 12.38% yield.


TTM202420232022
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
52.03%44.53%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
12.38%9.65%10.02%9.44%

Drawdowns

YBTC vs. JEPQ - Drawdown Comparison

The maximum YBTC drawdown since its inception was -23.17%, which is greater than JEPQ's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for YBTC and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.38%
-18.82%
YBTC
JEPQ

Volatility

YBTC vs. JEPQ - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 15.39% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 9.60%. This indicates that YBTC'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%NovemberDecember2025FebruaryMarchApril
15.39%
9.60%
YBTC
JEPQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab