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COYY vs. GDXW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COYY vs. GDXW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST COIN ETF (COYY) and Roundhill Gold Miners Weeklypay ETF (GDXW). The values are adjusted to include any dividend payments, if applicable.

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COYY vs. GDXW - Yearly Performance Comparison


2026 (YTD)2025
COYY
GraniteShares YieldBOOST COIN ETF
-24.24%-26.59%
GDXW
Roundhill Gold Miners Weeklypay ETF
11.12%21.25%

Returns By Period

In the year-to-date period, COYY achieves a -24.24% return, which is significantly lower than GDXW's 11.12% return.


COYY

1D
-0.93%
1M
-3.22%
YTD
-24.24%
6M
-51.89%
1Y
3Y*
5Y*
10Y*

GDXW

1D
5.45%
1M
-20.83%
YTD
11.12%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COYY vs. GDXW - Expense Ratio Comparison

COYY has a 1.07% expense ratio, which is higher than GDXW's 0.99% expense ratio.


Return for Risk

COYY vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST COIN ETF (COYY) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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.

COYY vs. GDXW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COYYGDXWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.74

1.66

-3.40

Correlation

The correlation between COYY and GDXW is 0.28, 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

COYY vs. GDXW - Dividend Comparison

COYY's dividend yield for the trailing twelve months is around 290.71%, more than GDXW's 22.06% yield.


Drawdowns

COYY vs. GDXW - Drawdown Comparison

The maximum COYY drawdown since its inception was -58.26%, which is greater than GDXW's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for COYY and GDXW.


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Drawdown Indicators


COYYGDXWDifference

Max Drawdown

Largest peak-to-trough decline

-58.26%

-36.83%

-21.43%

Current Drawdown

Current decline from peak

-55.39%

-21.72%

-33.67%

Average Drawdown

Average peak-to-trough decline

-30.15%

-8.28%

-21.87%

Volatility

COYY vs. GDXW - Volatility Comparison


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Volatility by Period


COYYGDXWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

39.27%

64.19%

-24.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.27%

64.19%

-24.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.27%

64.19%

-24.92%