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

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.56%
8.80%
YBTC
JEPQ

Returns By Period


YBTC

YTD

N/A

1M

15.91%

6M

16.52%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

JEPQ

YTD

21.86%

1M

2.15%

6M

8.87%

1Y

26.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


YBTCJEPQ
Daily Std Dev43.77%12.34%
Max Drawdown-23.17%-16.82%
Current Drawdown0.00%-1.24%

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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%

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.

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.


Sharpe ratio
No data
YBTC
JEPQ

Chart placeholderNot enough data

Dividends

YBTC vs. JEPQ - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 36.39%, more than JEPQ's 9.46% yield.


TTM20232022
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
36.39%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.46%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%JuneJulyAugustSeptemberOctoberNovember0
-1.24%
YBTC
JEPQ

Volatility

YBTC vs. JEPQ - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 12.77% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.83%. 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
12.77%
3.83%
YBTC
JEPQ