PortfoliosLab logoPortfoliosLab logo
NVYY vs. AAPW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVYY vs. AAPW - Performance Comparison

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

Loading graphics...

NVYY vs. AAPW - Yearly Performance Comparison


2026 (YTD)2025
NVYY
GraniteShares YieldBOOST NVDA ETF
-3.53%31.62%
AAPW
AAPL WeeklyPay™ ETF
-8.52%30.43%

Returns By Period

In the year-to-date period, NVYY achieves a -3.53% return, which is significantly higher than AAPW's -8.52% return.


NVYY

1D
0.50%
1M
-3.38%
YTD
-3.53%
6M
-3.72%
1Y
3Y*
5Y*
10Y*

AAPW

1D
0.93%
1M
-4.70%
YTD
-8.52%
6M
-2.72%
1Y
11.86%
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.


NVYY vs. AAPW - Expense Ratio Comparison

NVYY has a 1.07% expense ratio, which is higher than AAPW's 0.99% expense ratio.


Return for Risk

NVYY vs. AAPW — Risk / Return Rank

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

NVYY

AAPW
AAPW Risk / Return Rank: 2222
Overall Rank
AAPW Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AAPW Sortino Ratio Rank: 2323
Sortino Ratio Rank
AAPW Omega Ratio Rank: 2424
Omega Ratio Rank
AAPW Calmar Ratio Rank: 2121
Calmar Ratio Rank
AAPW Martin Ratio Rank: 2121
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.

NVYY vs. AAPW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and AAPL WeeklyPay™ ETF (AAPW). 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.

NVYY vs. AAPW - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


NVYYAAPWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

-0.02

+1.25

Correlation

The correlation between NVYY and AAPW is 0.29, 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

NVYY vs. AAPW - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 127.72%, more than AAPW's 37.11% yield.


TTM2025
NVYY
GraniteShares YieldBOOST NVDA ETF
127.72%75.30%
AAPW
AAPL WeeklyPay™ ETF
37.11%28.83%

Drawdowns

NVYY vs. AAPW - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum AAPW drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for NVYY and AAPW.


Loading graphics...

Drawdown Indicators


NVYYAAPWDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-36.28%

+21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-27.54%

Current Drawdown

Current decline from peak

-12.26%

-13.79%

+1.53%

Average Drawdown

Average peak-to-trough decline

-4.67%

-12.12%

+7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

Volatility

NVYY vs. AAPW - Volatility Comparison


Loading graphics...

Volatility by Period


NVYYAAPWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.93%

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

35.73%

-10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

35.68%

-10.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

35.68%

-10.31%