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NVDW vs. NVYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVDW vs. NVYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and GraniteShares YieldBOOST NVDA ETF (NVYY). The values are adjusted to include any dividend payments, if applicable.

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NVDW vs. NVYY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NVDW achieves a -8.24% return, which is significantly lower than NVYY's -3.53% return.


NVDW

1D
0.85%
1M
-4.80%
YTD
-8.24%
6M
-9.98%
1Y
3Y*
5Y*
10Y*

NVYY

1D
0.50%
1M
-3.38%
YTD
-3.53%
6M
-3.72%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVDW vs. NVYY - Expense Ratio Comparison

NVDW has a 0.99% expense ratio, which is lower than NVYY's 1.07% expense ratio.


Return for Risk

NVDW vs. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and GraniteShares YieldBOOST NVDA ETF (NVYY). 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.

NVDW vs. NVYY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVDWNVYYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.23

-0.35

Correlation

The correlation between NVDW and NVYY is 0.90, 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

NVDW vs. NVYY - Dividend Comparison

NVDW's dividend yield for the trailing twelve months is around 59.87%, less than NVYY's 127.72% yield.


Drawdowns

NVDW vs. NVYY - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, which is greater than NVYY's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for NVDW and NVYY.


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Drawdown Indicators


NVDWNVYYDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-14.90%

-10.64%

Current Drawdown

Current decline from peak

-19.77%

-12.26%

-7.51%

Average Drawdown

Average peak-to-trough decline

-8.25%

-4.67%

-3.58%

Volatility

NVDW vs. NVYY - Volatility Comparison


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Volatility by Period


NVDWNVYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

40.04%

25.37%

+14.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.04%

25.37%

+14.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.04%

25.37%

+14.67%