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NVYY vs. NFLW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVYY vs. NFLW - Performance Comparison

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

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NVYY vs. NFLW - Yearly Performance Comparison


2026 (YTD)2025
NVYY
GraniteShares YieldBOOST NVDA ETF
-3.53%18.94%
NFLW
Roundhill NFLX WeeklyPay ETF
1.96%-29.02%

Returns By Period

In the year-to-date period, NVYY achieves a -3.53% return, which is significantly lower than NFLW's 1.96% return.


NVYY

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

NFLW

1D
3.99%
1M
-0.54%
YTD
1.96%
6M
-25.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVYY vs. NFLW - Expense Ratio Comparison

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


Return for Risk

NVYY vs. NFLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and Roundhill NFLX WeeklyPay ETF (NFLW). 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. NFLW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVYYNFLWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

-0.84

+2.07

Correlation

The correlation between NVYY and NFLW is 0.14, 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. NFLW - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 127.72%, more than NFLW's 50.49% yield.


Drawdowns

NVYY vs. NFLW - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum NFLW drawdown of -50.73%. Use the drawdown chart below to compare losses from any high point for NVYY and NFLW.


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Drawdown Indicators


NVYYNFLWDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-50.73%

+35.83%

Current Drawdown

Current decline from peak

-12.26%

-35.06%

+22.80%

Average Drawdown

Average peak-to-trough decline

-4.67%

-24.28%

+19.61%

Volatility

NVYY vs. NFLW - Volatility Comparison


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Volatility by Period


NVYYNFLWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

40.36%

-14.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

40.36%

-14.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

40.36%

-14.99%