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PLT vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLT vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Leveraged Long + Income PLTR ETF (PLT) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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PLT vs. COSW - Yearly Performance Comparison


2026 (YTD)2025
PLT
Defiance Leveraged Long + Income PLTR ETF
-11.99%-11.00%
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%

Returns By Period

In the year-to-date period, PLT achieves a -11.99% return, which is significantly lower than COSW's 17.20% return.


PLT

1D
0.00%
1M
0.00%
YTD
-11.99%
6M
-22.31%
1Y
3Y*
5Y*
10Y*

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLT vs. COSW - Expense Ratio Comparison

PLT has a 1.51% expense ratio, which is higher than COSW's 0.99% expense ratio.


Return for Risk

PLT vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long + Income PLTR ETF (PLT) and Roundhill COST WeeklyPay ETF (COSW). 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.

PLT vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PLTCOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.44

-0.45

Correlation

The correlation between PLT and COSW is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PLT vs. COSW - Dividend Comparison

PLT's dividend yield for the trailing twelve months is around 38.02%, more than COSW's 12.26% yield.


Drawdowns

PLT vs. COSW - Drawdown Comparison

The maximum PLT drawdown since its inception was -43.74%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for PLT and COSW.


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Drawdown Indicators


PLTCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-43.74%

-12.17%

-31.57%

Current Drawdown

Current decline from peak

-38.06%

-3.28%

-34.78%

Average Drawdown

Average peak-to-trough decline

-21.80%

-4.05%

-17.75%

Volatility

PLT vs. COSW - Volatility Comparison


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Volatility by Period


PLTCOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

69.38%

25.36%

+44.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.38%

25.36%

+44.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.38%

25.36%

+44.02%