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BRKW vs. MAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRKW vs. MAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BRKB WeeklyPay ETF (BRKW) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). The values are adjusted to include any dividend payments, if applicable.

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BRKW vs. MAGX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BRKW achieves a -6.49% return, which is significantly higher than MAGX's -23.25% return.


BRKW

1D
-0.03%
1M
-0.58%
YTD
-6.49%
6M
-6.66%
1Y
3Y*
5Y*
10Y*

MAGX

1D
2.69%
1M
-10.34%
YTD
-23.25%
6M
-21.67%
1Y
37.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRKW vs. MAGX - Expense Ratio Comparison

BRKW has a 0.99% expense ratio, which is higher than MAGX's 0.95% expense ratio.


Return for Risk

BRKW vs. MAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRKW

MAGX
MAGX Risk / Return Rank: 4141
Overall Rank
MAGX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MAGX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MAGX Omega Ratio Rank: 4242
Omega Ratio Rank
MAGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MAGX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRKW vs. MAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). 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.

BRKW vs. MAGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRKWMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.57

-0.89

Correlation

The correlation between BRKW and MAGX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BRKW vs. MAGX - Dividend Comparison

BRKW's dividend yield for the trailing twelve months is around 20.90%, more than MAGX's 2.67% yield.


TTM20252024
BRKW
Roundhill BRKB WeeklyPay ETF
20.90%14.45%0.00%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
2.67%2.05%0.86%

Drawdowns

BRKW vs. MAGX - Drawdown Comparison

The maximum BRKW drawdown since its inception was -11.86%, smaller than the maximum MAGX drawdown of -54.19%. Use the drawdown chart below to compare losses from any high point for BRKW and MAGX.


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Drawdown Indicators


BRKWMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-54.19%

+42.33%

Max Drawdown (1Y)

Largest decline over 1 year

-37.24%

Current Drawdown

Current decline from peak

-9.47%

-29.46%

+19.99%

Average Drawdown

Average peak-to-trough decline

-4.29%

-14.08%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.80%

Volatility

BRKW vs. MAGX - Volatility Comparison


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Volatility by Period


BRKWMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.99%

Volatility (6M)

Calculated over the trailing 6-month period

31.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

57.15%

-39.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

54.60%

-36.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

54.60%

-36.70%