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HUMN vs. HOOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUMN vs. HOOW - Performance Comparison

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

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Returns By Period

In the year-to-date period, HUMN achieves a 7.60% return, which is significantly higher than HOOW's -19.33% return.


HUMN

1D
-3.72%
1M
-15.58%
YTD
7.60%
6M
9.53%
1Y
28.43%
3Y*
5Y*
10Y*

HOOW

1D
6.57%
1M
33.84%
YTD
-19.33%
6M
-23.64%
1Y
8.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUMN vs. HOOW - Yearly Performance Comparison


2026 (YTD)2025
HUMN
Roundhill Humanoid Robotics ETF
7.60%20.70%
HOOW
Roundhill HOOD WeeklyPay ETF
-19.33%37.50%

Correlation

The correlation between HUMN and HOOW is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.46

HUMN vs. HOOW - Sectors Allocation Comparison


Sectors
HUMN
HOOW

Industrials

36.7%

-

Technology

26.2%

-

Consumer Cyclical

18.4%

-

Basic Materials

6.9%

-

Communication Services

2.1%

-

Financial Services

0.1%
3.5%

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Industrials

HUMN
36.7%
HOOW

-

Technology

HUMN
26.2%
HOOW

-

Consumer Cyclical

HUMN
18.4%
HOOW

-

Basic Materials

HUMN
6.9%
HOOW

-

Communication Services

HUMN
2.1%
HOOW

-

Financial Services

HUMN
0.1%
HOOW
3.5%

Consumer Defensive

HUMN

-

HOOW

-

Energy

HUMN

-

HOOW

-

Healthcare

HUMN

-

HOOW

-

Real Estate

HUMN

-

HOOW

-

Utilities

HUMN

-

HOOW

-

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Return for Risk

HUMN vs. HOOW — Risk / Return Rank

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

HUMN
HUMN Risk / Return Rank: 2828
Overall Rank
HUMN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HUMN Sortino Ratio Rank: 2727
Sortino Ratio Rank
HUMN Omega Ratio Rank: 2626
Omega Ratio Rank
HUMN Calmar Ratio Rank: 3030
Calmar Ratio Rank
HUMN Martin Ratio Rank: 3131
Martin Ratio Rank

HOOW
HOOW Risk / Return Rank: 1212
Overall Rank
HOOW Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HOOW Sortino Ratio Rank: 1515
Sortino Ratio Rank
HOOW Omega Ratio Rank: 1515
Omega Ratio Rank
HOOW Calmar Ratio Rank: 1010
Calmar Ratio Rank
HOOW Martin Ratio Rank: 1010
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.

HUMN vs. HOOW - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HUMNHOOWDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratioReturn relative to maximum drawdown

1.40

0.12

+1.28

Martin ratioReturn relative to average drawdown

4.20

0.21

+3.99

HUMN vs. HOOW - Sharpe Ratio Comparison

The current HUMN Sharpe Ratio is 0.91, which is higher than the HOOW Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of HUMN and HOOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HUMN vs. HOOW - Drawdown Comparison

The maximum HUMN drawdown since its inception was -20.40%, smaller than the maximum HOOW drawdown of -65.74%. Use the drawdown chart below to compare losses from any high point for HUMN and HOOW.


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Drawdown Indicators


HUMNHOOWDifference

Max Drawdown

Largest peak-to-trough decline

-20.40%

-65.74%

+45.34%

Max Drawdown (1Y)

Largest decline over 1 year

-20.40%

-65.74%

+45.34%

Current Drawdown

Current decline from peak

-17.45%

-45.22%

+27.77%

Average Drawdown

Average peak-to-trough decline

-4.77%

-30.16%

+25.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.79%

38.39%

-31.60%

Volatility

HUMN vs. HOOW - Volatility Comparison

The current volatility for Roundhill Humanoid Robotics ETF (HUMN) is 13.01%, while Roundhill HOOD WeeklyPay ETF (HOOW) has a volatility of 30.59%. This indicates that HUMN experiences smaller price fluctuations and is considered to be less risky than HOOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUMNHOOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.01%

30.59%

-17.58%

Volatility (6M)

Calculated over the trailing 6-month period

25.77%

62.93%

-37.16%

Volatility (1Y)

Calculated over the trailing 1-year period

31.44%

84.55%

-53.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.44%

84.32%

-52.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.44%

84.32%

-52.88%

HUMN vs. HOOW - Expense Ratio Comparison

HUMN has a 0.75% expense ratio, which is lower than HOOW's 0.99% expense ratio.


Dividends

HUMN vs. HOOW - Dividend Comparison

HUMN's dividend yield for the trailing twelve months is around 0.67%, less than HOOW's 144.15% yield.


PositionTTM2025
HOOW
Roundhill HOOD WeeklyPay ETF
144.15%67.92%
HUMN
Roundhill Humanoid Robotics ETF
0.67%0.72%

Frequently Asked Questions


HUMN and HOOW have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOOW has higher volatility (30.59%) compared to HUMN (13.01%). In terms of maximum drawdown, HUMN dropped -20.40% vs HOOW's -65.74%.

On 1-year performance, HUMN leads with 28.43% vs 8.04% for HOOW. On fees, HUMN is cheaper at 0.75% per year. On volatility, HUMN has been the lower-risk option at 13.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HUMN has performed better with a 28.43% return vs 8.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

HOOW has the higher dividend yield at 144.15%, compared with 0.67% for HUMN.

HUMN is categorized as Robotics, while HOOW is Leveraged Equities. Their fees differ too: 0.75% for HUMN and 0.99% for HOOW.

HUMN currently has the higher Sharpe Ratio (0.91 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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