PortfoliosLab logoPortfoliosLab logo
HOOW vs. NVDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOOW vs. NVDG - 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 NVDA Daily ETF (NVDG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HOOW vs. NVDG - Yearly Performance Comparison


2026 (YTD)2025
HOOW
Roundhill HOOD WeeklyPay ETF
-44.41%46.56%
NVDG
Leverage Shares 2X Long NVDA Daily ETF
-16.59%46.09%

Returns By Period

In the year-to-date period, HOOW achieves a -44.41% return, which is significantly lower than NVDG's -16.59% return.


HOOW

1D
1.52%
1M
-13.07%
YTD
-44.41%
6M
-58.06%
1Y
3Y*
5Y*
10Y*

NVDG

1D
1.56%
1M
-8.92%
YTD
-16.59%
6M
-22.21%
1Y
91.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HOOW vs. NVDG - Expense Ratio Comparison

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


Return for Risk

HOOW vs. NVDG — Risk / Return Rank

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

HOOW

NVDG
NVDG Risk / Return Rank: 6565
Overall Rank
NVDG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NVDG Sortino Ratio Rank: 7272
Sortino Ratio Rank
NVDG Omega Ratio Rank: 6161
Omega Ratio Rank
NVDG Calmar Ratio Rank: 7878
Calmar Ratio Rank
NVDG Martin Ratio Rank: 5252
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. NVDG - 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 NVDA Daily ETF (NVDG). 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. NVDG - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HOOWNVDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.08

-0.36

Correlation

The correlation between HOOW and NVDG is 0.52, 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

HOOW vs. NVDG - Dividend Comparison

HOOW's dividend yield for the trailing twelve months is around 163.81%, more than NVDG's 14.16% yield.


Drawdowns

HOOW vs. NVDG - Drawdown Comparison

The maximum HOOW drawdown since its inception was -65.74%, roughly equal to the maximum NVDG drawdown of -66.19%. Use the drawdown chart below to compare losses from any high point for HOOW and NVDG.


Loading graphics...

Drawdown Indicators


HOOWNVDGDifference

Max Drawdown

Largest peak-to-trough decline

-65.74%

-66.19%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-42.72%

Current Drawdown

Current decline from peak

-62.25%

-35.41%

-26.84%

Average Drawdown

Average peak-to-trough decline

-23.06%

-24.03%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.91%

Volatility

HOOW vs. NVDG - Volatility Comparison


Loading graphics...

Volatility by Period


HOOWNVDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.81%

Volatility (6M)

Calculated over the trailing 6-month period

50.85%

Volatility (1Y)

Calculated over the trailing 1-year period

82.31%

81.32%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.31%

92.39%

-10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.31%

92.39%

-10.08%