PortfoliosLab logoPortfoliosLab logo
NFLW vs. PLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLW vs. PLTW - Performance Comparison

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

Loading graphics...

NFLW vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
NFLW
Roundhill NFLX WeeklyPay ETF
1.96%-29.02%
PLTW
PLTR WeeklyPay™ ETF
-22.36%26.92%

Returns By Period

In the year-to-date period, NFLW achieves a 1.96% return, which is significantly higher than PLTW's -22.36% return.


NFLW

1D
3.99%
1M
-0.54%
YTD
1.96%
6M
-25.24%
1Y
3Y*
5Y*
10Y*

PLTW

1D
7.69%
1M
6.93%
YTD
-22.36%
6M
-26.84%
1Y
75.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NFLW vs. PLTW - Expense Ratio Comparison

Both NFLW and PLTW have an expense ratio of 0.99%.


Return for Risk

NFLW vs. PLTW — Risk / Return Rank

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

NFLW

PLTW
PLTW Risk / Return Rank: 6161
Overall Rank
PLTW Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 7171
Sortino Ratio Rank
PLTW Omega Ratio Rank: 6565
Omega Ratio Rank
PLTW Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLTW Martin Ratio Rank: 4040
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.

NFLW vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill NFLX WeeklyPay ETF (NFLW) and PLTR WeeklyPay™ ETF (PLTW). 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.

NFLW vs. PLTW - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


NFLWPLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.84

0.29

-1.14

Correlation

The correlation between NFLW and PLTW is 0.22, 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

NFLW vs. PLTW - Dividend Comparison

NFLW's dividend yield for the trailing twelve months is around 50.49%, less than PLTW's 114.73% yield.


TTM2025
NFLW
Roundhill NFLX WeeklyPay ETF
50.49%38.89%
PLTW
PLTR WeeklyPay™ ETF
114.73%72.40%

Drawdowns

NFLW vs. PLTW - Drawdown Comparison

The maximum NFLW drawdown since its inception was -50.73%, which is greater than PLTW's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for NFLW and PLTW.


Loading graphics...

Drawdown Indicators


NFLWPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-50.73%

-45.33%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-45.33%

Current Drawdown

Current decline from peak

-35.06%

-36.49%

+1.43%

Average Drawdown

Average peak-to-trough decline

-24.28%

-16.36%

-7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

Volatility

NFLW vs. PLTW - Volatility Comparison


Loading graphics...

Volatility by Period


NFLWPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.41%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

Volatility (1Y)

Calculated over the trailing 1-year period

40.36%

69.45%

-29.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.36%

73.38%

-33.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.36%

73.38%

-33.02%