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BMNZ vs. MSDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMNZ vs. MSDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short BMNR ETF (BMNZ) and GraniteShares 2x Short MSTR Daily ETF (MSDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BMNZ achieves a 29.97% return, which is significantly higher than MSDD's -48.72% return.


BMNZ

1D
9.79%
1M
76.32%
YTD
29.97%
6M
50.80%
1Y
3Y*
5Y*
10Y*

MSDD

1D
0.00%
1M
44.99%
YTD
-48.72%
6M
-44.83%
1Y
89.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMNZ vs. MSDD - Yearly Performance Comparison


Correlation

The correlation between BMNZ and MSDD is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 13, 2025

0.79

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Return for Risk

BMNZ vs. MSDD — Risk / Return Rank

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

BMNZ

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


MSDD
MSDD Risk / Return Rank: 2525
Overall Rank
MSDD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MSDD Sortino Ratio Rank: 3333
Sortino Ratio Rank
MSDD Omega Ratio Rank: 3434
Omega Ratio Rank
MSDD Calmar Ratio Rank: 2121
Calmar Ratio Rank
MSDD Martin Ratio Rank: 1818
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.

BMNZ vs. MSDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short BMNR ETF (BMNZ) and GraniteShares 2x Short MSTR Daily ETF (MSDD). 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.


BMNZMSDDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

0.92

Martin ratioReturn relative to average drawdown

1.81

BMNZ vs. MSDD - Sharpe Ratio Comparison


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Drawdowns

BMNZ vs. MSDD - Drawdown Comparison

The maximum BMNZ drawdown since its inception was -70.80%, smaller than the maximum MSDD drawdown of -84.91%. Use the drawdown chart below to compare losses from any high point for BMNZ and MSDD.


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Drawdown Indicators


BMNZMSDDDifference

Max Drawdown

Largest peak-to-trough decline

-70.80%

-84.91%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-84.91%

Current Drawdown

Current decline from peak

-27.23%

-68.63%

+41.40%

Average Drawdown

Average peak-to-trough decline

-50.65%

-31.40%

-19.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.10%

Volatility

BMNZ vs. MSDD - Volatility Comparison


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Volatility by Period


BMNZMSDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.11%

Volatility (6M)

Calculated over the trailing 6-month period

124.37%

Volatility (1Y)

Calculated over the trailing 1-year period

187.04%

140.94%

+46.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

187.04%

138.59%

+48.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

187.04%

138.59%

+48.45%

BMNZ vs. MSDD - Expense Ratio Comparison

BMNZ has a 1.31% expense ratio, which is lower than MSDD's 1.50% expense ratio.


Dividends

BMNZ vs. MSDD - Dividend Comparison

Neither BMNZ nor MSDD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BMNZ and MSDD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BMNZ is cheaper at 1.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BMNZ is cheaper with a 1.31% expense ratio, compared with 1.50% for MSDD.

BMNZ and MSDD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance and GraniteShares. Their fees differ too: 1.31% for BMNZ and 1.50% for MSDD.

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