BBYY vs. TSDD
BBYY (GraniteShares YieldBOOST BABA ETF) and TSDD (GraniteShares 2x Short TSLA Daily ETF) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while TSDD is a Inverse Equities fund actively managed by GraniteShares. Both are actively managed. Their -0.30 correlation means they have often moved in opposite directions in the past. BBYY charges 1.07%/yr vs 0.95%/yr for TSDD.
Performance
BBYY vs. TSDD - Performance Comparison
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Returns By Period
In the year-to-date period, BBYY achieves a -19.06% return, which is significantly lower than TSDD's 47.87% return.
BBYY
- 1D
- 0.30%
- 1M
- 6.10%
- 6M
- -25.86%
- YTD
- -19.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSDD
- 1D
- -1.55%
- 1M
- 44.87%
- 6M
- 39.90%
- YTD
- 47.87%
- 1Y
- -46.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -69.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $44.27K | $28.01K | $35.00K | |
| $166.67M | $161.08M | $200.09M |
BBYY vs. TSDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | -19.06% | -7.92% |
TSDD GraniteShares 2x Short TSLA Daily ETF | 47.87% | -10.90% |
Correlation
The correlation between BBYY and TSDD is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025 | -0.30 |
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Return for Risk
BBYY vs. TSDD — Risk / Return Rank
BBYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSDD
BBYY vs. TSDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and GraniteShares 2x Short TSLA Daily ETF (TSDD). 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.
| BBYY | TSDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.97 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.65 | — |
| Martin ratioReturn relative to average drawdown | — | -0.80 | — |
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Drawdowns
BBYY vs. TSDD - Drawdown Comparison
The maximum BBYY drawdown since its inception was -33.11%, smaller than the maximum TSDD drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for BBYY and TSDD.
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Drawdown Indicators
| BBYY | TSDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -99.03% | +65.92% |
Max Drawdown (1Y)Largest decline over 1 year | — | -69.48% | — |
Current DrawdownCurrent decline from peak | -27.74% | -98.31% | +70.57% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -72.61% | +57.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 56.09% | — |
Volatility
BBYY vs. TSDD - Volatility Comparison
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Volatility by Period
| BBYY | TSDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 37.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 67.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 92.71% | -69.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 115.20% | -91.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 115.20% | -91.57% |
BBYY vs. TSDD - Expense Ratio Comparison
BBYY has a 1.07% expense ratio, which is higher than TSDD's 0.95% expense ratio.
Dividends
BBYY vs. TSDD - Dividend Comparison
BBYY's dividend yield for the trailing twelve months is around 107.87%, more than TSDD's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | 107.87% | 21.98% | 0.00% | 0.00% |
TSDD GraniteShares 2x Short TSLA Daily ETF | 5.70% | 8.42% | 0.00% | 24.84% |
Frequently Asked Questions
BBYY and TSDD have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSDD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSDD is cheaper with a 0.95% expense ratio, compared with 1.07% for BBYY.
BBYY has the higher dividend yield at 107.87%, compared with 5.70% for TSDD.
BBYY is categorized as Derivative Income, while TSDD is Inverse Equities. Their fees differ too: 1.07% for BBYY and 0.95% for TSDD.
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