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

Key characteristics


YBTCJEPQ
Daily Std Dev44.09%12.22%
Max Drawdown-23.17%-16.82%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.3

The correlation between YBTC and JEPQ is 0.33, 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

YBTC 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.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.87%
11.52%
YBTC
JEPQ

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 at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
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

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.


YBTC
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

YBTC vs. JEPQ - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YBTC vs. JEPQ - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 36.97%, more than JEPQ's 9.36% yield.


TTM20232022
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
36.97%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.36%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 -16.82%. 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%JuneJulyAugustSeptemberOctoberNovember00
YBTC
JEPQ

Volatility

YBTC vs. JEPQ - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 12.40% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. 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%20.00%JuneJulyAugustSeptemberOctoberNovember
12.40%
3.39%
YBTC
JEPQ