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NVYY vs. NVDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVYY vs. NVDW - Performance Comparison

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

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NVYY vs. NVDW - Yearly Performance Comparison


Returns By Period

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


NVYY

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

NVDW

1D
0.85%
1M
-4.80%
YTD
-8.24%
6M
-9.98%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVYY vs. NVDW - Expense Ratio Comparison

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


Return for Risk

NVYY vs. NVDW - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


NVYYNVDWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.88

+0.35

Correlation

The correlation between NVYY and NVDW 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

NVYY vs. NVDW - Dividend Comparison

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


Drawdowns

NVYY vs. NVDW - Drawdown Comparison

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


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Drawdown Indicators


NVYYNVDWDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-25.54%

+10.64%

Current Drawdown

Current decline from peak

-12.26%

-19.77%

+7.51%

Average Drawdown

Average peak-to-trough decline

-4.67%

-8.25%

+3.58%

Volatility

NVYY vs. NVDW - Volatility Comparison


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Volatility by Period


NVYYNVDWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

40.04%

-14.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

40.04%

-14.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

40.04%

-14.67%