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NUGY vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUGY vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST Gold Miners ETF (NUGY) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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NUGY vs. COSW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NUGY achieves a -0.25% return, which is significantly lower than COSW's 17.20% return.


NUGY

1D
2.40%
1M
-13.32%
YTD
-0.25%
6M
1Y
3Y*
5Y*
10Y*

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUGY vs. COSW - Expense Ratio Comparison

NUGY has a 1.07% expense ratio, which is higher than COSW's 0.99% expense ratio.


Return for Risk

NUGY vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Gold Miners ETF (NUGY) 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.

NUGY vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUGYCOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.44

-0.24

Correlation

The correlation between NUGY and COSW is 0.10, 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

NUGY vs. COSW - Dividend Comparison

NUGY's dividend yield for the trailing twelve months is around 45.60%, more than COSW's 12.26% yield.


Drawdowns

NUGY vs. COSW - Drawdown Comparison

The maximum NUGY drawdown since its inception was -17.39%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for NUGY and COSW.


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Drawdown Indicators


NUGYCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-17.39%

-12.17%

-5.22%

Current Drawdown

Current decline from peak

-13.43%

-3.28%

-10.15%

Average Drawdown

Average peak-to-trough decline

-4.58%

-4.05%

-0.53%

Volatility

NUGY vs. COSW - Volatility Comparison


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Volatility by Period


NUGYCOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

29.41%

25.36%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

25.36%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

25.36%

+4.05%