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BBYY vs. MRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBYY vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and YieldMax MRNA Option Income Strategy ETF (MRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBYY achieves a -19.06% return, which is significantly lower than MRNY's 60.69% return.


BBYY

1D
0.30%
1M
6.10%
6M
-25.86%
YTD
-19.06%
1Y
3Y*
5Y*
10Y*
ALL TIME*

MRNY

1D
-4.13%
1M
-26.21%
6M
15.78%
YTD
60.69%
1Y
60.66%
3Y*
5Y*
10Y*
ALL TIME*
-22.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$44.27K$28.01K$35.00K
$2.54M$3.80M$3.20M

BBYY vs. MRNY - Yearly Performance Comparison


Correlation

The correlation between BBYY and MRNY is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 21, 2025

0.10

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Return for Risk

BBYY vs. MRNY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBYY

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


MRNY
MRNY Risk / Return Rank: 4444
Overall Rank
MRNY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 4646
Sortino Ratio Rank
MRNY Omega Ratio Rank: 4242
Omega Ratio Rank
MRNY Calmar Ratio Rank: 4848
Calmar Ratio Rank
MRNY Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBYY vs. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.


BBYYMRNYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.73

Martin ratioReturn relative to average drawdown

5.11

BBYY vs. MRNY - Sharpe Ratio Comparison


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Drawdowns

BBYY vs. MRNY - Drawdown Comparison

The maximum BBYY drawdown since its inception was -33.11%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for BBYY and MRNY.


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Drawdown Indicators


BBYYMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-82.15%

+49.04%

Max Drawdown (1Y)

Largest decline over 1 year

-28.84%

Current Drawdown

Current decline from peak

-27.74%

-66.17%

+38.43%

Average Drawdown

Average peak-to-trough decline

-15.53%

-53.18%

+37.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.47%

Volatility

BBYY vs. MRNY - Volatility Comparison


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Volatility by Period


BBYYMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.82%

Volatility (6M)

Calculated over the trailing 6-month period

36.53%

Volatility (1Y)

Calculated over the trailing 1-year period

23.63%

53.56%

-29.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

51.54%

-27.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

51.54%

-27.91%

BBYY vs. MRNY - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is higher than MRNY's 0.99% expense ratio.


Dividends

BBYY vs. MRNY - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 107.87%, more than MRNY's 101.63% yield.


PositionTTM202520242023
BBYY
GraniteShares YieldBOOST BABA ETF
107.87%21.98%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
101.63%145.98%178.49%1.75%

Frequently Asked Questions


BBYY and MRNY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MRNY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MRNY is cheaper with a 0.99% expense ratio, compared with 1.07% for BBYY.

BBYY has the higher dividend yield at 107.87%, compared with 101.63% for MRNY.

They also come from different issuers: GraniteShares and YieldMax. Their fees differ too: 1.07% for BBYY and 0.99% for MRNY.

Portfolio Optimizer

Find the right allocation for BBYY and MRNY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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