ROCY vs SABA

Comparison between JPMORGAN EQUITY PREMIUM YIELD ETF (ROCY, ETF) and Saba Capital Income & Opportunities Fund II (SABA, ETF).

ROCY vs SABA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ROCY(ETF)	SABA(ETF)
Net Assets	$256M	$256M
Expense Ratio	0.35%	N/A
Max Drawdown	3.79%	67.26%
Sharpe Ratio	2.67	-0.21
5Y Beta	0.76	0.40
P/E Ratio	26.98	N/A
Forward P/E	19.78	N/A
PEG Ratio	0.39	N/A
5Y Dividends CAGR	N/A	11.30%
5Y EPS CAGR	26.87%	N/A
Debt to Equity	23.42%	N/A
P/S Ratio	3.89	N/A
P/B Ratio	5.61	N/A

Net Assets

Winner

ROCY

$256M

SABA

$256M

Expense Ratio

ROCY

0.35%

SABA

N/A

Max Drawdown

Winner

ROCY

3.79%

SABA

67.26%

Sharpe Ratio

Winner

ROCY

2.67

SABA

-0.21

5Y Beta

ROCY

0.76

Winner

SABA

0.40

P/E Ratio

ROCY

26.98

SABA

N/A

Forward P/E

ROCY

19.78

SABA

N/A

PEG Ratio

ROCY

0.39

SABA

N/A

5Y Dividends CAGR

ROCY

N/A

SABA

11.30%

5Y EPS CAGR

ROCY

26.87%

SABA

N/A

Debt to Equity

ROCY

23.42%

SABA

N/A

P/S Ratio

ROCY

3.89

SABA

N/A

P/B Ratio

ROCY

5.61

SABA

N/A

ROCY vs SABA - Historical Returns

Returns include dividend reinvestment.

Period	ROCY	SABA
1 month	+1.40%	+2.80%
3 months	+6.37%	+1.62%
6 months	N/A	+5.42%
1 year	N/A	-1.15%
5 years(CAGR)	N/A	+3.59%
10 years(CAGR)	N/A	+2.83%
Max(CAGR)	+38.99%	+7.01%

ROCY

+1.40%

Winner

SABA

+2.80%

Winner

ROCY

+6.37%

SABA

+1.62%

ROCY

N/A

SABA

+5.42%

ROCY

N/A

SABA

-1.15%

5Y(CAGR)

ROCY

N/A

SABA

+3.59%

10Y(CAGR)

ROCY

N/A

SABA

+2.83%

Max(CAGR)

Winner

ROCY

+38.99%

SABA

+7.01%

ROCY vs SABA - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ROCY	SABA
2026	+11.82%	+5.52%
2025	N/A	-0.36%
2024	N/A	+30.60%
2023	N/A	-2.49%
2022	N/A	-10.03%
2021	N/A	+0.85%
2020	N/A	-6.97%
2019	N/A	+7.83%
2018	N/A	-1.09%
2017	N/A	+4.29%
2016	N/A	+7.19%
2015	N/A	-8.97%
2014	N/A	-1.42%
2013	N/A	-10.00%
2012	N/A	+8.19%
2011	N/A	-1.92%
2010	N/A	+28.24%
2009	N/A	+28.22%
2008	N/A	+5.53%
2007	N/A	+1.68%
2006	N/A	+27.46%
2005	N/A	-10.92%
2004	N/A	+15.00%
2003	N/A	+32.39%
2002	N/A	+30.60%
2001	N/A	+9.30%
2000	N/A	+14.21%
1999	N/A	-6.31%

ROCY vs SABA Drawdown Comparison

The maximum drawdown for ROCY was -3.53%, occurring on Jun 10, 2026. Recovery took 25 trading sessions.

The maximum drawdown for SABA was -32.40%, occurring on Mar 18, 2020. Recovery took 2975 trading sessions.

The current ROCY drawdown is -0.28%. The current SABA drawdown is -3.02%.

Rank	ROCY	SABA
#1	-3.53% Jun 2, 2026 - Jul 9, 2026	-32.40% Feb 1, 2013 - Nov 26, 2024
#2	-3.35% Mar 25, 2026 - Apr 6, 2026	-27.20% Mar 13, 2008 - May 8, 2009
#3	-1.31% May 14, 2026 - May 22, 2026	-22.25% Dec 29, 2003 - Oct 22, 2004
#4	-1.19% Jul 15, 2026 - Jul 20, 2026	-18.81% Aug 30, 2011 - Jan 8, 2013
#5	-1.13% Mar 19, 2026 - Mar 25, 2026	-18.65% Mar 8, 2005 - May 2, 2006
#6	-0.71% Apr 17, 2026 - Apr 24, 2026	-14.99% Jan 30, 2025 - Jun 16, 2025
#7	-0.42% Jul 10, 2026 - Jul 14, 2026	-13.59% Jul 25, 2007 - Sep 28, 2007
#8	-0.28% Apr 27, 2026 - Apr 30, 2026	-12.36% Jun 28, 2002 - Dec 13, 2002
#9	-0.19% May 6, 2026 - May 11, 2026	-11.95% Apr 20, 2010 - Jul 30, 2010
#10	-0.19% May 1, 2026 - May 5, 2026	-10.96% Nov 2, 1999 - Jun 26, 2000
#11	-0.16% Apr 9, 2026 - Apr 13, 2026	-10.59% Nov 8, 2007 - Jan 10, 2008
#12	-0.08% Apr 6, 2026 - Apr 8, 2026	-10.47% Aug 13, 2025 - Feb 6, 2026
#13	N/A	-10.17% May 27, 2003 - Oct 2, 2003
#14	N/A	-9.64% Oct 19, 2009 - Nov 20, 2009
#15	N/A	-9.53% Aug 3, 2011 - Aug 30, 2011

Correlation

Correlation between ROCY and SABA is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (1999 - 2026)

ROCY vs SABA dividend yield comparison.

Year	ROCY	SABA
2026	2.29%	4.87%
2025	0.00%	9.65%
2024	0.00%	8.32%
2023	0.00%	11.43%
2022	0.00%	9.14%
2021	0.00%	7.19%
2020	0.00%	4.00%
2019	0.00%	6.68%
2018	0.00%	5.81%
2017	0.00%	4.44%
2016	0.00%	4.63%
2015	0.00%	4.72%
2014	0.00%	9.27%
2013	0.00%	8.43%
2012	0.00%	7.98%
2011	0.00%	12.28%
2010	0.00%	12.58%
2009	0.00%	5.31%
2008	0.00%	17.28%
2007	0.00%	12.69%
2006	0.00%	9.37%
2005	0.00%	9.87%
2004	0.00%	6.30%
2003	0.00%	5.71%
2002	0.00%	7.66%
2001	0.00%	9.26%
2000	0.00%	8.89%
1999	0.00%	1.70%