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MSFW vs. MRNY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFW vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSFT WeeklyPay™ ETF (MSFW) and YieldMax MRNA Option Income Strategy ETF (MRNY). The values are adjusted to include any dividend payments, if applicable.

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MSFW vs. MRNY - Yearly Performance Comparison


2026 (YTD)2025
MSFW
Roundhill MSFT WeeklyPay™ ETF
-27.94%-7.81%
MRNY
YieldMax MRNA Option Income Strategy ETF
55.26%-17.61%

Returns By Period

In the year-to-date period, MSFW achieves a -27.94% return, which is significantly lower than MRNY's 55.26% return.


MSFW

1D
-0.08%
1M
-8.96%
YTD
-27.94%
6M
-34.66%
1Y
3Y*
5Y*
10Y*

MRNY

1D
-1.18%
1M
-1.56%
YTD
55.26%
6M
60.43%
1Y
57.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFW vs. MRNY - Expense Ratio Comparison

Both MSFW and MRNY have an expense ratio of 0.99%.


Return for Risk

MSFW vs. MRNY — Risk / Return Rank

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

MSFW

MRNY
MRNY Risk / Return Rank: 5656
Overall Rank
MRNY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 6868
Sortino Ratio Rank
MRNY Omega Ratio Rank: 5656
Omega Ratio Rank
MRNY Calmar Ratio Rank: 6060
Calmar Ratio Rank
MRNY Martin Ratio Rank: 3434
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.

MSFW vs. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSFT WeeklyPay™ ETF (MSFW) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.

MSFW vs. MRNY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFWMRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.50

-0.50

-0.99

Correlation

The correlation between MSFW and MRNY is 0.08, 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

MSFW vs. MRNY - Dividend Comparison

MSFW's dividend yield for the trailing twelve months is around 38.14%, less than MRNY's 88.60% yield.


TTM202520242023
MSFW
Roundhill MSFT WeeklyPay™ ETF
38.14%20.25%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
88.60%145.98%178.49%1.75%

Drawdowns

MSFW vs. MRNY - Drawdown Comparison

The maximum MSFW drawdown since its inception was -40.42%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for MSFW and MRNY.


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Drawdown Indicators


MSFWMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-82.15%

+41.73%

Max Drawdown (1Y)

Largest decline over 1 year

-31.53%

Current Drawdown

Current decline from peak

-37.70%

-67.31%

+29.61%

Average Drawdown

Average peak-to-trough decline

-14.53%

-51.53%

+37.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

Volatility

MSFW vs. MRNY - Volatility Comparison


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Volatility by Period


MSFWMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.90%

Volatility (6M)

Calculated over the trailing 6-month period

39.43%

Volatility (1Y)

Calculated over the trailing 1-year period

30.11%

52.05%

-21.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

51.40%

-21.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.11%

51.40%

-21.29%