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COYY vs. LFGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COYY vs. LFGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST COIN ETF (COYY) and YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COYY achieves a -29.65% return, which is significantly lower than LFGY's 17.68% return.


COYY

1D
-2.87%
1M
-7.38%
YTD
-29.65%
6M
-39.90%
1Y
3Y*
5Y*
10Y*

LFGY

1D
-3.11%
1M
3.68%
YTD
17.68%
6M
8.51%
1Y
9.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COYY vs. LFGY - Yearly Performance Comparison


Correlation

The correlation between COYY and LFGY is 0.72, 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 Jul 30, 2025

0.72

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Return for Risk

COYY vs. LFGY — Risk / Return Rank

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

COYY

LFGY
LFGY Risk / Return Rank: 1212
Overall Rank
LFGY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LFGY Sortino Ratio Rank: 1313
Sortino Ratio Rank
LFGY Omega Ratio Rank: 1313
Omega Ratio Rank
LFGY Calmar Ratio Rank: 1111
Calmar Ratio Rank
LFGY Martin Ratio Rank: 1111
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.

COYY vs. LFGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST COIN ETF (COYY) and YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY). 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.


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

COYY vs. LFGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COYYLFGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.74

0.14

-1.88

Drawdowns

COYY vs. LFGY - Drawdown Comparison

The maximum COYY drawdown since its inception was -58.58%, which is greater than LFGY's maximum drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for COYY and LFGY.


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Drawdown Indicators


COYYLFGYDifference

Max Drawdown

Largest peak-to-trough decline

-58.58%

-35.94%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-35.94%

Current Drawdown

Current decline from peak

-58.58%

-10.11%

-48.47%

Average Drawdown

Average peak-to-trough decline

-35.21%

-14.07%

-21.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.42%

Volatility

COYY vs. LFGY - Volatility Comparison


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Volatility by Period


COYYLFGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.56%

Volatility (6M)

Calculated over the trailing 6-month period

30.09%

Volatility (1Y)

Calculated over the trailing 1-year period

36.39%

37.15%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

41.96%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.39%

41.96%

-5.57%

COYY vs. LFGY - Expense Ratio Comparison

COYY has a 1.07% expense ratio, which is higher than LFGY's 0.99% expense ratio.


Dividends

COYY vs. LFGY - Dividend Comparison

COYY's dividend yield for the trailing twelve months is around 386.46%, more than LFGY's 82.56% yield.


Frequently Asked Questions


COYY and LFGY have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LFGY is cheaper with a 0.99% expense ratio, compared with 1.07% for COYY.

COYY has the higher dividend yield at 386.46%, compared with 82.56% for LFGY.

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

Portfolio Optimizer

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