PortfoliosLab logoPortfoliosLab logo
BBYY vs. TSDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBYY vs. TSDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and GraniteShares 2x Short TSLA Daily ETF (TSDD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*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
$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

Compare stocks, funds, or ETFs

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


Return for Risk

BBYY vs. TSDD — 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.


TSDD
TSDD Risk / Return Rank: 66
Overall Rank
TSDD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TSDD Sortino Ratio Rank: 77
Sortino Ratio Rank
TSDD Omega Ratio Rank: 77
Omega Ratio Rank
TSDD Calmar Ratio Rank: 44
Calmar Ratio Rank
TSDD Martin Ratio Rank: 66
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. 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.


BBYYTSDDDifference
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

BBYY vs. TSDD - Sharpe Ratio Comparison


Loading charts...

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.


Loading charts...

Drawdown Indicators


BBYYTSDDDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-99.03%

+65.92%

Max Drawdown (1Y)

Largest decline over 1 year

-69.48%

Current Drawdown

Current decline from peak

-27.74%

-98.31%

+70.57%

Average Drawdown

Average peak-to-trough decline

-15.53%

-72.61%

+57.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.09%

Volatility

BBYY vs. TSDD - Volatility Comparison


Loading charts...

Volatility by Period


BBYYTSDDDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for BBYY and TSDD

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

Open Portfolio Optimizer