BABW vs. MRNY
BABW (Roundhill BABA WeeklyPay ETF) and MRNY (YieldMax MRNA Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
BABW vs. MRNY - Performance Comparison
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Returns By Period
In the year-to-date period, BABW achieves a -35.65% return, which is significantly lower than MRNY's 75.79% return.
BABW
- 1D
- -2.19%
- 1M
- -23.91%
- YTD
- -35.65%
- 6M
- -37.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MRNY
- 1D
- 1.61%
- 1M
- 20.79%
- YTD
- 75.79%
- 6M
- 62.11%
- 1Y
- 74.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BABW vs. MRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BABW Roundhill BABA WeeklyPay ETF | -35.65% | -16.98% |
MRNY YieldMax MRNA Option Income Strategy ETF | 75.79% | 3.07% |
Correlation
The correlation between BABW and MRNY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.10 |
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Return for Risk
BABW vs. MRNY — Risk / Return Rank
BABW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MRNY
BABW vs. MRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill BABA WeeklyPay ETF (BABW) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BABW | MRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.37 | — |
| Martin ratioReturn relative to average drawdown | — | 4.58 | — |
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Drawdowns
BABW vs. MRNY - Drawdown Comparison
The maximum BABW drawdown since its inception was -50.11%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for BABW and MRNY.
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Drawdown Indicators
| BABW | MRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.11% | -82.15% | +32.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -50.11% | -62.99% | +12.88% |
Average DrawdownAverage peak-to-trough decline | -23.69% | -52.86% | +29.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 16.26% | — |
Volatility
BABW vs. MRNY - Volatility Comparison
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Volatility by Period
| BABW | MRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.74% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 39.32% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 48.53% | 51.06% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.53% | 51.05% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.53% | 51.05% | -2.52% |
BABW vs. MRNY - Expense Ratio Comparison
Both BABW and MRNY have an expense ratio of 0.99%.
Dividends
BABW vs. MRNY - Dividend Comparison
BABW's dividend yield for the trailing twelve months is around 51.67%, less than MRNY's 82.61% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABW Roundhill BABA WeeklyPay ETF | 51.67% | 10.68% | 0.00% | 0.00% |
MRNY YieldMax MRNA Option Income Strategy ETF | 82.61% | 145.98% | 178.49% | 1.75% |
Frequently Asked Questions
BABW and MRNY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BABW and MRNY have the same expense ratio: 0.99% per year.
MRNY has the higher dividend yield at 82.61%, compared with 51.67% for BABW.
They also come from different issuers: Roundhill Investments and YieldMax.
Find the right allocation for BABW and MRNY
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