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HOOW vs. COIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOOW vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill HOOD WeeklyPay ETF (HOOW) and Leverage Shares 2X Long COIN Daily ETF (COIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOOW achieves a -34.08% return, which is significantly higher than COIG's -61.85% return.


HOOW

1D
-7.51%
1M
8.18%
YTD
-34.08%
6M
-46.41%
1Y
3Y*
5Y*
10Y*

COIG

1D
-11.21%
1M
-37.91%
YTD
-61.85%
6M
-75.19%
1Y
-79.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOOW vs. COIG - Yearly Performance Comparison


2026 (YTD)2025
HOOW
Roundhill HOOD WeeklyPay ETF
-34.08%46.56%
COIG
Leverage Shares 2X Long COIN Daily ETF
-61.85%-56.62%

Correlation

The correlation between HOOW and COIG is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.76

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Return for Risk

HOOW vs. COIG — Risk / Return Rank

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

HOOW

COIG
COIG Risk / Return Rank: 33
Overall Rank
COIG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
COIG Sortino Ratio Rank: 44
Sortino Ratio Rank
COIG Omega Ratio Rank: 44
Omega Ratio Rank
COIG Calmar Ratio Rank: 11
Calmar Ratio Rank
COIG Martin Ratio Rank: 33
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.

HOOW vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill HOOD WeeklyPay ETF (HOOW) and Leverage Shares 2X Long COIN Daily ETF (COIG). 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.

HOOW vs. COIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOOWCOIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.40

+0.36

Drawdowns

HOOW vs. COIG - Drawdown Comparison

The maximum HOOW drawdown since its inception was -65.74%, smaller than the maximum COIG drawdown of -92.06%. Use the drawdown chart below to compare losses from any high point for HOOW and COIG.


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Drawdown Indicators


HOOWCOIGDifference

Max Drawdown

Largest peak-to-trough decline

-65.74%

-92.06%

+26.32%

Max Drawdown (1Y)

Largest decline over 1 year

-92.06%

Current Drawdown

Current decline from peak

-55.23%

-91.42%

+36.19%

Average Drawdown

Average peak-to-trough decline

-29.13%

-51.70%

+22.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.88%

Volatility

HOOW vs. COIG - Volatility Comparison


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Volatility by Period


HOOWCOIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.85%

Volatility (6M)

Calculated over the trailing 6-month period

100.21%

Volatility (1Y)

Calculated over the trailing 1-year period

83.86%

139.35%

-55.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.86%

146.45%

-62.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.86%

146.45%

-62.59%

HOOW vs. COIG - Expense Ratio Comparison

HOOW has a 0.99% expense ratio, which is higher than COIG's 0.75% expense ratio.


Dividends

HOOW vs. COIG - Dividend Comparison

HOOW's dividend yield for the trailing twelve months is around 163.90%, while COIG has not paid dividends to shareholders.


PositionTTM2025
COIG
Leverage Shares 2X Long COIN Daily ETF
0.00%0.00%
HOOW
Roundhill HOOD WeeklyPay ETF
163.90%67.92%

Frequently Asked Questions


HOOW and COIG have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COIG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COIG is cheaper with a 0.75% expense ratio, compared with 0.99% for HOOW.

HOOW has the higher dividend yield at 163.90%, compared with 0.00% for COIG.

They also come from different issuers: Roundhill and Leverage Shares. Their fees differ too: 0.99% for HOOW and 0.75% for COIG.

Portfolio Optimizer

Find the right allocation for HOOW and COIG

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