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GOOW vs. CHPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. CHPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill GOOGL WeeklyPay™ ETF (GOOW) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). The values are adjusted to include any dividend payments, if applicable.

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GOOW vs. CHPY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GOOW achieves a -6.83% return, which is significantly lower than CHPY's 12.50% return.


GOOW

1D
4.18%
1M
-3.52%
YTD
-6.83%
6M
23.18%
1Y
3Y*
5Y*
10Y*

CHPY

1D
1.79%
1M
-1.93%
YTD
12.50%
6M
22.79%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOW vs. CHPY - Expense Ratio Comparison

Both GOOW and CHPY have an expense ratio of 0.99%.


Return for Risk

GOOW vs. CHPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.

GOOW vs. CHPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOWCHPYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.96

2.59

+0.37

Correlation

The correlation between GOOW and CHPY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GOOW vs. CHPY - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 33.30%, less than CHPY's 39.01% yield.


Drawdowns

GOOW vs. CHPY - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, which is greater than CHPY's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for GOOW and CHPY.


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Drawdown Indicators


GOOWCHPYDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-12.17%

-12.71%

Current Drawdown

Current decline from peak

-16.70%

-4.98%

-11.72%

Average Drawdown

Average peak-to-trough decline

-4.80%

-2.16%

-2.64%

Volatility

GOOW vs. CHPY - Volatility Comparison


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Volatility by Period


GOOWCHPYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.44%

32.72%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.44%

32.72%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.44%

32.72%

+2.72%