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COSW vs. PLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSW vs. PLTW - Performance Comparison

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

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COSW vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%
PLTW
PLTR WeeklyPay™ ETF
-22.30%-3.88%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than PLTW's -22.30% return.


COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*

PLTW

1D
0.08%
1M
0.20%
YTD
-22.30%
6M
-27.82%
1Y
75.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSW vs. PLTW - Expense Ratio Comparison

Both COSW and PLTW have an expense ratio of 0.99%.


Return for Risk

COSW vs. PLTW — Risk / Return Rank

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

COSW

PLTW
PLTW Risk / Return Rank: 5858
Overall Rank
PLTW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLTW Omega Ratio Rank: 5858
Omega Ratio Rank
PLTW Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLTW Martin Ratio Rank: 4141
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.

COSW vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and PLTR WeeklyPay™ ETF (PLTW). 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.

COSW vs. PLTW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSWPLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.29

+0.15

Correlation

The correlation between COSW and PLTW is -0.03. 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

COSW vs. PLTW - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, less than PLTW's 114.64% yield.


TTM2025
COSW
Roundhill COST WeeklyPay ETF
12.26%4.96%
PLTW
PLTR WeeklyPay™ ETF
114.64%72.40%

Drawdowns

COSW vs. PLTW - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, smaller than the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for COSW and PLTW.


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Drawdown Indicators


COSWPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-45.33%

+33.16%

Max Drawdown (1Y)

Largest decline over 1 year

-45.33%

Current Drawdown

Current decline from peak

-3.28%

-36.44%

+33.16%

Average Drawdown

Average peak-to-trough decline

-4.05%

-16.44%

+12.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.20%

Volatility

COSW vs. PLTW - Volatility Comparison


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Volatility by Period


COSWPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.32%

Volatility (6M)

Calculated over the trailing 6-month period

45.09%

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

69.24%

-43.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.36%

73.25%

-47.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

73.25%

-47.89%