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BABX vs. SHNY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BABX and SHNY 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BABX vs. SHNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and MicroSectors Gold 3X Leveraged ETN (SHNY). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-12.07%
212.78%
BABX
SHNY

Key characteristics

Sharpe Ratio

BABX:

0.96

SHNY:

1.94

Sortino Ratio

BABX:

1.78

SHNY:

2.36

Omega Ratio

BABX:

1.22

SHNY:

1.30

Calmar Ratio

BABX:

1.26

SHNY:

4.01

Martin Ratio

BABX:

3.02

SHNY:

9.08

Ulcer Index

BABX:

29.42%

SHNY:

10.47%

Daily Std Dev

BABX:

92.59%

SHNY:

49.03%

Max Drawdown

BABX:

-70.62%

SHNY:

-37.84%

Current Drawdown

BABX:

-48.18%

SHNY:

-1.47%

Returns By Period

In the year-to-date period, BABX achieves a 44.16% return, which is significantly lower than SHNY's 84.96% return.


BABX

YTD

44.16%

1M

-44.53%

6M

-0.39%

1Y

92.93%

5Y*

N/A

10Y*

N/A

SHNY

YTD

84.96%

1M

26.54%

6M

60.09%

1Y

99.49%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BABX vs. SHNY - Expense Ratio Comparison

BABX has a 1.15% expense ratio, which is higher than SHNY's 0.95% expense ratio.


BABX
GraniteShares 2x Long BABA Daily ETF
Expense ratio chart for BABX: current value is 1.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BABX: 1.15%
Expense ratio chart for SHNY: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SHNY: 0.95%

Risk-Adjusted Performance

BABX vs. SHNY — Risk-Adjusted Performance Rank

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

BABX
The Risk-Adjusted Performance Rank of BABX is 8383
Overall Rank
The Sharpe Ratio Rank of BABX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BABX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BABX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BABX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BABX is 7676
Martin Ratio Rank

SHNY
The Risk-Adjusted Performance Rank of SHNY is 9393
Overall Rank
The Sharpe Ratio Rank of SHNY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SHNY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SHNY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of SHNY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SHNY is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BABX vs. SHNY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) and MicroSectors Gold 3X Leveraged ETN (SHNY). 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.


Sharpe ratio
The chart of Sharpe ratio for BABX, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.00
BABX: 0.96
SHNY: 1.94
The chart of Sortino ratio for BABX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.00
BABX: 1.78
SHNY: 2.36
The chart of Omega ratio for BABX, currently valued at 1.22, compared to the broader market0.501.001.502.002.50
BABX: 1.22
SHNY: 1.30
The chart of Calmar ratio for BABX, currently valued at 1.49, compared to the broader market0.002.004.006.008.0010.0012.00
BABX: 1.49
SHNY: 4.01
The chart of Martin ratio for BABX, currently valued at 3.02, compared to the broader market0.0020.0040.0060.00
BABX: 3.02
SHNY: 9.08

The current BABX Sharpe Ratio is 0.96, which is lower than the SHNY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BABX and SHNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.96
1.94
BABX
SHNY

Dividends

BABX vs. SHNY - Dividend Comparison

Neither BABX nor SHNY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BABX vs. SHNY - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, which is greater than SHNY's maximum drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for BABX and SHNY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-48.18%
-1.47%
BABX
SHNY

Volatility

BABX vs. SHNY - Volatility Comparison

GraniteShares 2x Long BABA Daily ETF (BABX) has a higher volatility of 39.66% compared to MicroSectors Gold 3X Leveraged ETN (SHNY) at 21.04%. This indicates that BABX's price experiences larger fluctuations and is considered to be riskier than SHNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
39.66%
21.04%
BABX
SHNY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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