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AVGW vs. NFLW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVGW vs. NFLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill AVGO WeeklyPay™ ETF (AVGW) and Roundhill NFLX WeeklyPay ETF (NFLW). The values are adjusted to include any dividend payments, if applicable.

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AVGW vs. NFLW - Yearly Performance Comparison


2026 (YTD)2025
AVGW
Roundhill AVGO WeeklyPay™ ETF
-13.46%20.91%
NFLW
Roundhill NFLX WeeklyPay ETF
1.96%-25.70%

Returns By Period

In the year-to-date period, AVGW achieves a -13.46% return, which is significantly lower than NFLW's 1.96% return.


AVGW

1D
6.58%
1M
-4.34%
YTD
-13.46%
6M
-10.00%
1Y
3Y*
5Y*
10Y*

NFLW

1D
3.99%
1M
-0.54%
YTD
1.96%
6M
-25.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVGW vs. NFLW - Expense Ratio Comparison

Both AVGW and NFLW have an expense ratio of 0.99%.


Return for Risk

AVGW vs. NFLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AVGO WeeklyPay™ ETF (AVGW) and Roundhill NFLX WeeklyPay ETF (NFLW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AVGW vs. NFLW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVGWNFLWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.84

+0.97

Correlation

The correlation between AVGW and NFLW is 0.10, 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.


Dividends

AVGW vs. NFLW - Dividend Comparison

AVGW's dividend yield for the trailing twelve months is around 55.75%, more than NFLW's 50.49% yield.


Drawdowns

AVGW vs. NFLW - Drawdown Comparison

The maximum AVGW drawdown since its inception was -34.65%, smaller than the maximum NFLW drawdown of -50.73%. Use the drawdown chart below to compare losses from any high point for AVGW and NFLW.


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Drawdown Indicators


AVGWNFLWDifference

Max Drawdown

Largest peak-to-trough decline

-34.65%

-50.73%

+16.08%

Current Drawdown

Current decline from peak

-30.35%

-35.06%

+4.71%

Average Drawdown

Average peak-to-trough decline

-13.61%

-24.28%

+10.67%

Volatility

AVGW vs. NFLW - Volatility Comparison


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Volatility by Period


AVGWNFLWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

54.19%

40.36%

+13.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.19%

40.36%

+13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.19%

40.36%

+13.83%