COYY vs. PEPS
COYY (GraniteShares YieldBOOST COIN ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. A 0.54 correlation means they provide meaningful diversification when combined. COYY charges 1.07%/yr vs 0.10%/yr for PEPS.
Performance
COYY vs. PEPS - Performance Comparison
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Returns By Period
In the year-to-date period, COYY achieves a -29.65% return, which is significantly lower than PEPS's 10.67% return.
COYY
- 1D
- -2.87%
- 1M
- -7.38%
- YTD
- -29.65%
- 6M
- -39.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PEPS
- 1D
- -0.51%
- 1M
- 6.44%
- YTD
- 10.67%
- 6M
- 10.79%
- 1Y
- 31.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COYY vs. PEPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COYY GraniteShares YieldBOOST COIN ETF | -29.65% | -38.98% |
PEPS Parametric Equity Plus ETF | 10.67% | 10.55% |
Correlation
The correlation between COYY and PEPS is 0.54, 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 | 0.54 |
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Return for Risk
COYY vs. PEPS — Risk / Return Rank
COYY
PEPS
COYY vs. PEPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST COIN ETF (COYY) and Parametric Equity Plus ETF (PEPS). 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.
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Sharpe Ratios by Period
| COYY | PEPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.74 | 1.05 | -2.79 |
Drawdowns
COYY vs. PEPS - Drawdown Comparison
The maximum COYY drawdown since its inception was -58.58%, which is greater than PEPS's maximum drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for COYY and PEPS.
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Drawdown Indicators
| COYY | PEPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.58% | -21.26% | -37.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -58.58% | -0.51% | -58.07% |
Average DrawdownAverage peak-to-trough decline | -35.21% | -2.77% | -32.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
COYY vs. PEPS - Volatility Comparison
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Volatility by Period
| COYY | PEPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.77% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.39% | 13.06% | +23.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.39% | 18.31% | +18.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.39% | 18.31% | +18.08% |
COYY vs. PEPS - Expense Ratio Comparison
COYY has a 1.07% expense ratio, which is higher than PEPS's 0.10% expense ratio.
Dividends
COYY vs. PEPS - Dividend Comparison
COYY's dividend yield for the trailing twelve months is around 386.46%, more than PEPS's 0.88% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COYY GraniteShares YieldBOOST COIN ETF | 386.46% | 132.14% | 0.00% |
PEPS Parametric Equity Plus ETF | 0.88% | 1.00% | 0.17% |
Frequently Asked Questions
COYY and PEPS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PEPS is cheaper with a 0.10% expense ratio, compared with 1.07% for COYY.
COYY has the higher dividend yield at 386.46%, compared with 0.88% for PEPS.
They also come from different issuers: GraniteShares and Parametric. Their fees differ too: 1.07% for COYY and 0.10% for PEPS.
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