MAAY vs. NFLW

Last updated Jul 14, 2026

MAAY (GraniteShares YieldBOOST MARA ETF) and NFLW (Roundhill NFLX WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. MAAY charges 1.07%/yr vs 0.99%/yr for NFLW.

Performance

MAAY vs. NFLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST MARA ETF (MAAY) and Roundhill NFLX WeeklyPay ETF (NFLW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAAY achieves a -18.77% return, which is significantly higher than NFLW's -26.44% return.

MAAY

• 1D: -0.86%
• 1M: -2.89%
• 6M: -26.94%
• YTD: -18.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NFLW

• 1D: 0.72%
• 1M: -9.90%
• 6M: -22.08%
• YTD: -26.44%
• 1Y: -48.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAAY vs. NFLW - Yearly Performance Comparison

	2026 (YTD)	2025
MAAY GraniteShares YieldBOOST MARA ETF	-18.77%	-29.75%
NFLW Roundhill NFLX WeeklyPay ETF	-26.44%	-18.13%

Correlation

The correlation between MAAY and NFLW is 0.10, 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 4, 2025	0.10

Return for Risk

MAAY vs. NFLW — Risk / Return Rank

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

MAAY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NFLW

NFLW Risk / Return Rank: 1
NFLW Sharpe Ratio Rank: 0
NFLW Sortino Ratio Rank: 1
NFLW Omega Ratio Rank: 1
NFLW Calmar Ratio Rank: 1
NFLW Martin Ratio Rank: 0

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.

MAAY vs. NFLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST MARA ETF (MAAY) and Roundhill NFLX WeeklyPay ETF (NFLW). 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.

	MAAY	NFLW	Difference
Sharpe ratio: Return per unit of total volatility	—	-1.19	—
Sortino ratio: Return per unit of downside risk	—	-1.89	—
Omega ratio: Gain probability vs. loss probability	—	0.77	—
Calmar ratio: Return relative to maximum drawdown	—	-0.94	—
Martin ratio: Return relative to average drawdown	—	-1.61	—

Drawdowns

MAAY vs. NFLW - Drawdown Comparison

The maximum MAAY drawdown since its inception was -45.92%, smaller than the maximum NFLW drawdown of -55.10%. Use the drawdown chart below to compare losses from any high point for MAAY and NFLW.

Drawdown Indicators

	MAAY	NFLW	Difference
Max Drawdown Largest peak-to-trough decline	-45.92%	-55.10%	+9.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-52.27%	—
Current Drawdown Current decline from peak	-42.93%	-53.15%	+10.22%
Average Drawdown Average peak-to-trough decline	-33.51%	-29.08%	-4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	30.32%	—

Volatility

Volatility by Period

	MAAY	NFLW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	31.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.73%	41.07%	-12.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.73%	40.51%	-11.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.73%	40.51%	-11.78%

MAAY vs. NFLW - Expense Ratio Comparison

MAAY has a 1.07% expense ratio, which is higher than NFLW's 0.99% expense ratio.

Dividends

MAAY vs. NFLW - Dividend Comparison

MAAY's dividend yield for the trailing twelve months is around 164.37%, more than NFLW's 84.82% yield.

Position	TTM	2025
MAAY GraniteShares YieldBOOST MARA ETF	164.37%	31.22%
NFLW Roundhill NFLX WeeklyPay ETF	84.82%	38.89%

Frequently Asked Questions

Can I hold both MAAY and NFLW in my portfolio?

MAAY and NFLW have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MAAY or NFLW?

On fees, NFLW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MAAY or NFLW?

NFLW is cheaper with a 0.99% expense ratio, compared with 1.07% for MAAY.

Which ETF pays a higher dividend yield, MAAY or NFLW?

MAAY has the higher dividend yield at 164.37%, compared with 84.82% for NFLW.

What is the main difference between MAAY and NFLW?

They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for MAAY and 0.99% for NFLW.