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BMNR vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMNR vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BitMine Immersion Technologies, Inc. (BMNR) 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, BMNR achieves a -36.98% return, which is significantly lower than GRNY's 11.63% return.


BMNR

1D
6.21%
1M
-13.89%
YTD
-36.98%
6M
-44.72%
1Y
245.06%
3Y*
5Y*
10Y*

GRNY

1D
1.62%
1M
3.21%
YTD
11.63%
6M
11.09%
1Y
29.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMNR vs. GRNY - Yearly Performance Comparison


Correlation

The correlation between BMNR and GRNY is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

0.56

The correlation between BMNR and GRNY has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

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Return for Risk

BMNR vs. GRNY — Risk / Return Rank

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

BMNR
BMNR Risk / Return Rank: 8181
Overall Rank
BMNR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BMNR Sortino Ratio Rank: 9999
Sortino Ratio Rank
BMNR Omega Ratio Rank: 9999
Omega Ratio Rank
BMNR Calmar Ratio Rank: 8282
Calmar Ratio Rank
BMNR Martin Ratio Rank: 6969
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 5151
Overall Rank
GRNY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4949
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4848
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5757
Calmar Ratio Rank
GRNY Martin Ratio Rank: 5050
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.

BMNR vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BitMine Immersion Technologies, Inc. (BMNR) 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.

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.


BMNRGRNYDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

+6.30

Omega ratioGain probability vs. loss probability

2.01

1.28

+0.73

Calmar ratioReturn relative to maximum drawdown

2.79

2.56

+0.24

Martin ratioReturn relative to average drawdown

3.35

7.74

-4.39

BMNR vs. GRNY - Sharpe Ratio Comparison

The current BMNR Sharpe Ratio is 0.34, which is lower than the GRNY Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BMNR 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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Drawdowns

BMNR vs. GRNY - Drawdown Comparison

The maximum BMNR drawdown since its inception was -88.41%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for BMNR and GRNY.


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Drawdown Indicators


BMNRGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-88.41%

-24.18%

-64.23%

Max Drawdown (1Y)

Largest decline over 1 year

-88.41%

-11.63%

-76.78%

Current Drawdown

Current decline from peak

-87.32%

-0.43%

-86.89%

Average Drawdown

Average peak-to-trough decline

-70.90%

-3.98%

-66.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.55%

3.83%

+69.72%

Volatility

BMNR vs. GRNY - Volatility Comparison

BitMine Immersion Technologies, Inc. (BMNR) has a higher volatility of 23.44% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.68%. This indicates that BMNR'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


BMNRGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

5.68%

+17.76%

Volatility (6M)

Calculated over the trailing 6-month period

61.20%

13.39%

+47.81%

Volatility (1Y)

Calculated over the trailing 1-year period

718.73%

18.11%

+700.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

709.35%

23.21%

+686.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

709.35%

23.21%

+686.14%

Dividends

BMNR vs. GRNY - Dividend Comparison

BMNR's dividend yield for the trailing twelve months is around 0.06%, while GRNY has not paid dividends to shareholders.


Frequently Asked Questions


BMNR and GRNY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BMNR has higher volatility (23.44%) compared to GRNY (5.68%). In terms of maximum drawdown, BMNR dropped -88.41% vs GRNY's -24.18%.

GRNY currently has the higher Sharpe Ratio (1.64 vs 0.34), 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

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