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COYY vs. PLTM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COYY vs. PLTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST COIN ETF (COYY) and GraniteShares Platinum Trust (PLTM). The values are adjusted to include any dividend payments, if applicable.

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COYY vs. PLTM - Yearly Performance Comparison


2026 (YTD)2025
COYY
GraniteShares YieldBOOST COIN ETF
-23.52%-38.98%
PLTM
GraniteShares Platinum Trust
-4.16%46.47%

Returns By Period

In the year-to-date period, COYY achieves a -23.52% return, which is significantly lower than PLTM's -4.16% return.


COYY

1D
2.15%
1M
-1.06%
YTD
-23.52%
6M
-51.30%
1Y
3Y*
5Y*
10Y*

PLTM

1D
3.79%
1M
-16.88%
YTD
-4.16%
6M
25.15%
1Y
95.35%
3Y*
24.98%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COYY vs. PLTM - Expense Ratio Comparison

COYY has a 1.07% expense ratio, which is higher than PLTM's 0.50% expense ratio.


Return for Risk

COYY vs. PLTM — Risk / Return Rank

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

COYY

PLTM
PLTM Risk / Return Rank: 8686
Overall Rank
PLTM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PLTM Sortino Ratio Rank: 8585
Sortino Ratio Rank
PLTM Omega Ratio Rank: 8686
Omega Ratio Rank
PLTM Calmar Ratio Rank: 8989
Calmar Ratio Rank
PLTM Martin Ratio Rank: 8282
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. PLTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST COIN ETF (COYY) and GraniteShares Platinum Trust (PLTM). 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. PLTM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COYYPLTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.73

0.27

-2.00

Correlation

The correlation between COYY and PLTM is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

COYY vs. PLTM - Dividend Comparison

COYY's dividend yield for the trailing twelve months is around 287.99%, while PLTM has not paid dividends to shareholders.


Drawdowns

COYY vs. PLTM - Drawdown Comparison

The maximum COYY drawdown since its inception was -58.26%, which is greater than PLTM's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for COYY and PLTM.


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Drawdown Indicators


COYYPLTMDifference

Max Drawdown

Largest peak-to-trough decline

-58.26%

-42.32%

-15.94%

Max Drawdown (1Y)

Largest decline over 1 year

-34.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.68%

Current Drawdown

Current decline from peak

-54.97%

-29.20%

-25.77%

Average Drawdown

Average peak-to-trough decline

-30.00%

-18.35%

-11.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.43%

Volatility

COYY vs. PLTM - Volatility Comparison


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Volatility by Period


COYYPLTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.47%

Volatility (6M)

Calculated over the trailing 6-month period

45.52%

Volatility (1Y)

Calculated over the trailing 1-year period

39.38%

49.91%

-10.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.38%

32.39%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.38%

30.82%

+8.56%