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HOYY vs. GOOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOYY vs. GOOW - Performance Comparison

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

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HOYY vs. GOOW - Yearly Performance Comparison


2026 (YTD)2025
HOYY
GraniteShares YieldBOOST HOOD ETF
-30.78%-24.36%
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-10.57%33.65%

Returns By Period

In the year-to-date period, HOYY achieves a -30.78% return, which is significantly lower than GOOW's -10.57% return.


HOYY

1D
2.31%
1M
-11.52%
YTD
-30.78%
6M
-47.64%
1Y
3Y*
5Y*
10Y*

GOOW

1D
6.43%
1M
-9.30%
YTD
-10.57%
6M
19.53%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOYY vs. GOOW - Expense Ratio Comparison

HOYY has a 1.07% expense ratio, which is higher than GOOW's 0.99% expense ratio.


Return for Risk

HOYY vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST HOOD ETF (HOYY) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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.

HOYY vs. GOOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOYYGOOWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.77

2.66

-4.43

Correlation

The correlation between HOYY and GOOW is 0.40, 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

HOYY vs. GOOW - Dividend Comparison

HOYY's dividend yield for the trailing twelve months is around 148.37%, more than GOOW's 34.69% yield.


Drawdowns

HOYY vs. GOOW - Drawdown Comparison

The maximum HOYY drawdown since its inception was -51.54%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for HOYY and GOOW.


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Drawdown Indicators


HOYYGOOWDifference

Max Drawdown

Largest peak-to-trough decline

-51.54%

-24.88%

-26.66%

Current Drawdown

Current decline from peak

-50.41%

-20.04%

-30.37%

Average Drawdown

Average peak-to-trough decline

-26.63%

-4.73%

-21.90%

Volatility

HOYY vs. GOOW - Volatility Comparison


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Volatility by Period


HOYYGOOWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

41.41%

35.23%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.41%

35.23%

+6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.41%

35.23%

+6.18%