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HOOW vs. PLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOOW vs. PLTW - Performance Comparison

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

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HOOW vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
HOOW
Roundhill HOOD WeeklyPay ETF
-45.24%46.56%
PLTW
PLTR WeeklyPay™ ETF
-22.36%26.92%

Returns By Period

In the year-to-date period, HOOW achieves a -45.24% return, which is significantly lower than PLTW's -22.36% return.


HOOW

1D
8.54%
1M
-10.44%
YTD
-45.24%
6M
-59.92%
1Y
3Y*
5Y*
10Y*

PLTW

1D
7.69%
1M
6.93%
YTD
-22.36%
6M
-26.84%
1Y
75.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOOW vs. PLTW - Expense Ratio Comparison

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


Return for Risk

HOOW vs. PLTW — Risk / Return Rank

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

HOOW

PLTW
PLTW Risk / Return Rank: 6161
Overall Rank
PLTW Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 7171
Sortino Ratio Rank
PLTW Omega Ratio Rank: 6565
Omega Ratio Rank
PLTW Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLTW Martin Ratio Rank: 4040
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. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill HOOD WeeklyPay ETF (HOOW) 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.

HOOW vs. PLTW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOOWPLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.29

-0.59

Correlation

The correlation between HOOW and PLTW is 0.54, 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. PLTW - Dividend Comparison

HOOW's dividend yield for the trailing twelve months is around 166.30%, more than PLTW's 114.73% yield.


TTM2025
HOOW
Roundhill HOOD WeeklyPay ETF
166.30%67.92%
PLTW
PLTR WeeklyPay™ ETF
114.73%72.40%

Drawdowns

HOOW vs. PLTW - Drawdown Comparison

The maximum HOOW drawdown since its inception was -65.74%, which is greater than PLTW's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for HOOW and PLTW.


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Drawdown Indicators


HOOWPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-65.74%

-45.33%

-20.41%

Max Drawdown (1Y)

Largest decline over 1 year

-45.33%

Current Drawdown

Current decline from peak

-62.81%

-36.49%

-26.32%

Average Drawdown

Average peak-to-trough decline

-22.86%

-16.36%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

Volatility

HOOW vs. PLTW - Volatility Comparison


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Volatility by Period


HOOWPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.41%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

Volatility (1Y)

Calculated over the trailing 1-year period

82.50%

69.45%

+13.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.50%

73.38%

+9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.50%

73.38%

+9.12%