MRNY vs. COSW
MRNY (YieldMax MRNA Option Income Strategy ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their -0.11 correlation means they have often moved in opposite directions in the past. Both charge a 0.99% expense ratio.
Performance
MRNY vs. COSW - Performance Comparison
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Returns By Period
In the year-to-date period, MRNY achieves a 67.49% return, which is significantly higher than COSW's 9.52% return.
MRNY
- 1D
- 2.95%
- 1M
- -23.09%
- 6M
- 24.37%
- YTD
- 67.49%
- 1Y
- 66.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -21.08%
COSW
- 1D
- -0.97%
- 1M
- -0.65%
- 6M
- -5.37%
- YTD
- 9.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $107.06K | $155.32K | $206.51K | |
| $2.18M | $3.51M | $3.17M |
MRNY vs. COSW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MRNY YieldMax MRNA Option Income Strategy ETF | 67.49% | 3.07% |
COSW Roundhill COST WeeklyPay ETF | 9.52% | -10.48% |
Correlation
The correlation between MRNY and COSW is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | -0.11 |
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Return for Risk
MRNY vs. COSW — Risk / Return Rank
MRNY
COSW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MRNY vs. COSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MRNA Option Income Strategy ETF (MRNY) 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.
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.
| MRNY | COSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | — | — |
| Martin ratioReturn relative to average drawdown | 6.66 | — | — |
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Drawdowns
MRNY vs. COSW - Drawdown Comparison
The maximum MRNY drawdown since its inception was -82.15%, which is greater than COSW's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for MRNY and COSW.
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Drawdown Indicators
| MRNY | COSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.15% | -20.01% | -62.14% |
Max Drawdown (1Y)Largest decline over 1 year | -28.84% | — | — |
Current DrawdownCurrent decline from peak | -64.74% | -16.61% | -48.13% |
Average DrawdownAverage peak-to-trough decline | -53.22% | -6.71% | -46.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | — | — |
Volatility
MRNY vs. COSW - Volatility Comparison
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Volatility by Period
| MRNY | COSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 36.23% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 52.67% | 25.76% | +26.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.51% | 25.76% | +25.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.51% | 25.76% | +25.75% |
MRNY vs. COSW - Expense Ratio Comparison
Both MRNY and COSW have an expense ratio of 0.99%.
Dividends
MRNY vs. COSW - Dividend Comparison
MRNY's dividend yield for the trailing twelve months is around 97.50%, more than COSW's 22.95% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COSW Roundhill COST WeeklyPay ETF | 22.95% | 4.96% | 0.00% | 0.00% |
MRNY YieldMax MRNA Option Income Strategy ETF | 97.50% | 145.98% | 178.49% | 1.75% |
Frequently Asked Questions
MRNY and COSW have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MRNY and COSW have the same expense ratio: 0.99% per year.
MRNY has the higher dividend yield at 97.50%, compared with 22.95% for COSW.
They also come from different issuers: YieldMax and Roundhill.
Find the right allocation for MRNY and COSW
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