AMYY vs. NVYY

Last updated Jun 23, 2026

AMYY (GraniteShares YieldBOOST AMD ETF) and NVYY (GraniteShares YieldBOOST NVDA ETF) are both exchange-traded funds - AMYY is a Derivative Income fund actively managed by GraniteShares, while NVYY is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. At a 0.35 correlation, their price movements are largely independent. Both charge a 1.07% expense ratio.

Performance

AMYY vs. NVYY - Performance Comparison

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

Returns By Period

In the year-to-date period, AMYY achieves a 7.69% return, which is significantly higher than NVYY's 3.82% return.

AMYY

• 1D: 0.63%
• 1M: 2.68%
• YTD: 7.69%
• 6M: 10.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVYY

• 1D: 0.34%
• 1M: -1.05%
• YTD: 3.82%
• 6M: 4.57%
• 1Y: 23.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMYY vs. NVYY - Yearly Performance Comparison

	2026 (YTD)	2025
AMYY GraniteShares YieldBOOST AMD ETF	7.69%	19.93%
NVYY GraniteShares YieldBOOST NVDA ETF	3.82%	5.04%

Correlation

The correlation between AMYY and NVYY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.35

Return for Risk

AMYY vs. NVYY — Risk / Return Rank

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

AMYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NVYY

NVYY Risk / Return Rank: 28
NVYY Sharpe Ratio Rank: 28
NVYY Sortino Ratio Rank: 25
NVYY Omega Ratio Rank: 28
NVYY Calmar Ratio Rank: 32
NVYY Martin Ratio Rank: 27

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.

AMYY vs. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST AMD ETF (AMYY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AMYY	NVYY	Difference
Sharpe ratio: Return per unit of total volatility	—	0.97	—
Sortino ratio: Return per unit of downside risk	—	1.35	—
Omega ratio: Gain probability vs. loss probability	—	1.19	—
Calmar ratio: Return relative to maximum drawdown	—	1.59	—
Martin ratio: Return relative to average drawdown	—	3.55	—

Drawdowns

AMYY vs. NVYY - Drawdown Comparison

The maximum AMYY drawdown since its inception was -16.91%, which is greater than NVYY's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for AMYY and NVYY.

Drawdown Indicators

	AMYY	NVYY	Difference
Max Drawdown Largest peak-to-trough decline	-16.91%	-14.90%	-2.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.90%	—
Current Drawdown Current decline from peak	-0.22%	-5.57%	+5.35%
Average Drawdown Average peak-to-trough decline	-5.30%	-5.05%	-0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.65%	—

Volatility

Volatility by Period

	AMYY	NVYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.35%	24.47%	+0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.35%	23.78%	+1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.35%	23.78%	+1.57%

AMYY vs. NVYY - Expense Ratio Comparison

Both AMYY and NVYY have an expense ratio of 1.07%.

Dividends

AMYY vs. NVYY - Dividend Comparison

AMYY's dividend yield for the trailing twelve months is around 90.07%, less than NVYY's 142.05% yield.

Position	TTM	2025
AMYY GraniteShares YieldBOOST AMD ETF	90.07%	30.28%
NVYY GraniteShares YieldBOOST NVDA ETF	142.05%	75.30%

Frequently Asked Questions

Can I hold both AMYY and NVYY in my portfolio?

AMYY and NVYY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AMYY or NVYY?

Both ETFs have the same 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AMYY or NVYY?

AMYY and NVYY have the same expense ratio: 1.07% per year.

Which ETF pays a higher dividend yield, AMYY or NVYY?

NVYY has the higher dividend yield at 142.05%, compared with 90.07% for AMYY.

What is the main difference between AMYY and NVYY?

AMYY is categorized as Derivative Income, while NVYY is Leveraged Equities.