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ASTH vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASTH vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astrana Health Inc (ASTH) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASTH achieves a 47.92% return, which is significantly higher than GRNY's 11.15% return.


ASTH

1D
-0.57%
1M
4.92%
YTD
47.92%
6M
59.43%
1Y
45.69%
3Y*
2.84%
5Y*
-0.12%
10Y*
20.92%

GRNY

1D
-0.76%
1M
3.30%
YTD
11.15%
6M
9.73%
1Y
29.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASTH vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
ASTH
Astrana Health Inc
47.92%-21.31%-46.63%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
11.15%24.05%-1.09%

Correlation

The correlation between ASTH and GRNY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.20

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Return for Risk

ASTH vs. GRNY — Risk / Return Rank

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

ASTH
ASTH Risk / Return Rank: 6363
Overall Rank
ASTH Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ASTH Sortino Ratio Rank: 6363
Sortino Ratio Rank
ASTH Omega Ratio Rank: 6767
Omega Ratio Rank
ASTH Calmar Ratio Rank: 6262
Calmar Ratio Rank
ASTH Martin Ratio Rank: 6262
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4747
Overall Rank
GRNY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4444
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5151
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4747
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.

ASTH vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astrana Health Inc (ASTH) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.


ASTHGRNYDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.20

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

0.99

2.57

-1.58

Martin ratioReturn relative to average drawdown

2.19

7.85

-5.66

ASTH vs. GRNY - Sharpe Ratio Comparison

The current ASTH Sharpe Ratio is 0.63, which is lower than the GRNY Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ASTH and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ASTHGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.70

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.96

-0.82

Drawdowns

ASTH vs. GRNY - Drawdown Comparison

The maximum ASTH drawdown since its inception was -84.80%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for ASTH and GRNY.


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Drawdown Indicators


ASTHGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-84.80%

-24.18%

-60.62%

Max Drawdown (1Y)

Largest decline over 1 year

-46.41%

-11.63%

-34.78%

Max Drawdown (3Y)

Largest decline over 3 years

-70.96%

Max Drawdown (5Y)

Largest decline over 5 years

-84.80%

Max Drawdown (10Y)

Largest decline over 10 years

-84.80%

Current Drawdown

Current decline from peak

-69.28%

-0.76%

-68.52%

Average Drawdown

Average peak-to-trough decline

-47.09%

-4.03%

-43.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.93%

3.80%

+17.13%

Volatility

ASTH vs. GRNY - Volatility Comparison

Astrana Health Inc (ASTH) has a higher volatility of 12.20% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.23%. This indicates that ASTH's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASTHGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.20%

4.23%

+7.97%

Volatility (6M)

Calculated over the trailing 6-month period

49.17%

12.70%

+36.47%

Volatility (1Y)

Calculated over the trailing 1-year period

72.92%

17.59%

+55.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.60%

23.19%

+42.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.46%

23.19%

+69.27%

Dividends

ASTH vs. GRNY - Dividend Comparison

Neither ASTH nor GRNY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASTH and GRNY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASTH has higher volatility (12.20%) compared to GRNY (4.23%). In terms of maximum drawdown, ASTH dropped -84.80% vs GRNY's -24.18%.

GRNY currently has the higher Sharpe Ratio (1.70 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ASTH and GRNY

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