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NUGY vs. GDXW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUGY vs. GDXW - Performance Comparison

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

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NUGY vs. GDXW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NUGY achieves a -0.25% return, which is significantly lower than GDXW's 5.38% return.


NUGY

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

GDXW

1D
8.44%
1M
-25.76%
YTD
5.38%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUGY vs. GDXW - Expense Ratio Comparison

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


Return for Risk

NUGY vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Gold Miners ETF (NUGY) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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. GDXW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUGYGDXWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.29

-1.08

Correlation

The correlation between NUGY and GDXW is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NUGY vs. GDXW - Dividend Comparison

NUGY's dividend yield for the trailing twelve months is around 45.60%, more than GDXW's 23.26% yield.


Drawdowns

NUGY vs. GDXW - Drawdown Comparison

The maximum NUGY drawdown since its inception was -17.39%, smaller than the maximum GDXW drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for NUGY and GDXW.


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Drawdown Indicators


NUGYGDXWDifference

Max Drawdown

Largest peak-to-trough decline

-17.39%

-36.83%

+19.44%

Current Drawdown

Current decline from peak

-13.43%

-25.76%

+12.33%

Average Drawdown

Average peak-to-trough decline

-4.58%

-8.15%

+3.57%

Volatility

NUGY vs. GDXW - Volatility Comparison


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Volatility by Period


NUGYGDXWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

29.41%

64.01%

-34.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

64.01%

-34.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

64.01%

-34.60%