MAAY vs. COSW
MAAY (GraniteShares YieldBOOST MARA ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.09 correlation, their price movements are largely independent. MAAY charges 1.07%/yr vs 0.99%/yr for COSW.
Performance
MAAY vs. COSW - Performance Comparison
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Returns By Period
In the year-to-date period, MAAY achieves a -15.55% return, which is significantly lower than COSW's 12.13% return.
MAAY
- 1D
- 0.13%
- 1M
- 4.35%
- YTD
- -15.55%
- 6M
- -31.95%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COSW
- 1D
- 0.92%
- 1M
- -6.40%
- YTD
- 12.13%
- 6M
- 2.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAAY vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MAAY GraniteShares YieldBOOST MARA ETF | -15.55% | -27.95% |
COSW Roundhill COST WeeklyPay ETF | 12.13% | -10.35% |
Correlation
The correlation between MAAY and COSW is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | 0.09 |
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Return for Risk
MAAY vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST MARA ETF (MAAY) and Roundhill COST WeeklyPay ETF (COSW). 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.
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Sharpe Ratios by Period
| MAAY | COSW | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -1.93 | 0.01 | -1.94 |
Drawdowns
MAAY vs. COSW - Drawdown Comparison
The maximum MAAY drawdown since its inception was -45.22%, which is greater than COSW's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for MAAY and COSW.
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Drawdown Indicators
| MAAY | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -16.24% | -28.98% |
Current DrawdownCurrent decline from peak | -39.90% | -14.62% | -25.28% |
Average DrawdownAverage peak-to-trough decline | -31.44% | -4.17% | -27.27% |
Volatility
MAAY vs. COSW - Volatility Comparison
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Volatility by Period
| MAAY | COSW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 30.16% | 26.10% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 26.10% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 26.10% | +4.06% |
MAAY vs. COSW - Expense Ratio Comparison
MAAY has a 1.07% expense ratio, which is higher than COSW's 0.99% expense ratio.
Dividends
MAAY vs. COSW - Dividend Comparison
MAAY's dividend yield for the trailing twelve months is around 131.86%, more than COSW's 18.13% yield.
| Position | TTM | 2025 |
|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 18.13% | 4.96% |
MAAY GraniteShares YieldBOOST MARA ETF | 131.86% | 31.22% |
Frequently Asked Questions
MAAY and COSW have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COSW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COSW is cheaper with a 0.99% expense ratio, compared with 1.07% for MAAY.
MAAY has the higher dividend yield at 131.86%, compared with 18.13% for COSW.
They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for MAAY and 0.99% for COSW.
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