CRWL vs. TSYY

Last updated Jul 12, 2026

CRWL (GraniteShares 2x Long CRWD Daily ETF) and TSYY (GraniteShares YieldBOOST TSLA ETF) are both exchange-traded funds - CRWL is a Leveraged Equities fund actively managed by GraniteShares, while TSYY is a Derivative Income fund actively managed by GraniteShares. Both are actively managed. Over the past year, CRWL returned 63.62% vs -7.76% for TSYY. At a 0.36 correlation, their price movements are largely independent. CRWL charges 1.50%/yr vs 1.15%/yr for TSYY.

Performance

CRWL vs. TSYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long CRWD Daily ETF (CRWL) and GraniteShares YieldBOOST TSLA ETF (TSYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRWL achieves a 96.54% return, which is significantly higher than TSYY's -15.69% return.

CRWL

• 1D: -11.43%
• 1M: 16.28%
• 6M: 96.73%
• YTD: 96.54%
• 1Y: 63.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSYY

• 1D: 0.27%
• 1M: 1.27%
• 6M: -14.52%
• YTD: -15.69%
• 1Y: -7.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWL vs. TSYY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CRWL GraniteShares 2x Long CRWD Daily ETF	96.54%	30.37%	-18.77%
TSYY GraniteShares YieldBOOST TSLA ETF	-15.69%	-15.96%	-3.30%

Correlation

The correlation between CRWL and TSYY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	0.36

Return for Risk

CRWL vs. TSYY — Risk / Return Rank

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

CRWL

CRWL Risk / Return Rank: 26
CRWL Sharpe Ratio Rank: 22
CRWL Sortino Ratio Rank: 32
CRWL Omega Ratio Rank: 32
CRWL Calmar Ratio Rank: 23
CRWL Martin Ratio Rank: 20

TSYY

TSYY Risk / Return Rank: 7
TSYY Sharpe Ratio Rank: 7
TSYY Sortino Ratio Rank: 7
TSYY Omega Ratio Rank: 7
TSYY Calmar Ratio Rank: 7
TSYY Martin Ratio Rank: 8

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.

CRWL vs. TSYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long CRWD Daily ETF (CRWL) and GraniteShares YieldBOOST TSLA ETF (TSYY). 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.

	CRWL	TSYY	Difference
Sharpe ratio: Return per unit of total volatility	0.62	-0.21	+0.83
Sortino ratio: Return per unit of downside risk	1.42	-0.08	+1.50
Omega ratio: Gain probability vs. loss probability	1.18	0.99	+0.19
Calmar ratio: Return relative to maximum drawdown	0.88	-0.22	+1.10
Martin ratio: Return relative to average drawdown	1.80	-0.37	+2.18

CRWL vs. TSYY - Sharpe Ratio Comparison

The current CRWL Sharpe Ratio is 0.62, which is higher than the TSYY Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CRWL and TSYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRWL vs. TSYY - Drawdown Comparison

The maximum CRWL drawdown since its inception was -64.99%, which is greater than TSYY's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for CRWL and TSYY.

Drawdown Indicators

	CRWL	TSYY	Difference
Max Drawdown Largest peak-to-trough decline	-64.99%	-41.52%	-23.47%
Max Drawdown (1Y) Largest decline over 1 year	-64.99%	-28.39%	-36.60%
Current Drawdown Current decline from peak	-13.33%	-36.00%	+22.67%
Average Drawdown Average peak-to-trough decline	-24.36%	-26.55%	+2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.07%	16.55%	+15.52%

Volatility

CRWL vs. TSYY - Volatility Comparison

GraniteShares 2x Long CRWD Daily ETF (CRWL) has a higher volatility of 26.50% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 6.61%. This indicates that CRWL's price experiences larger fluctuations and is considered to be riskier than TSYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRWL	TSYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.50%	6.61%	+19.89%
Volatility (6M) Calculated over the trailing 6-month period	77.76%	18.17%	+59.59%
Volatility (1Y) Calculated over the trailing 1-year period	92.75%	30.50%	+62.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.96%	36.84%	+59.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.96%	36.84%	+59.12%

CRWL vs. TSYY - Expense Ratio Comparison

CRWL has a 1.50% expense ratio, which is higher than TSYY's 1.15% expense ratio.

Dividends

CRWL vs. TSYY - Dividend Comparison

CRWL has not paid dividends to shareholders, while TSYY's dividend yield for the trailing twelve months is around 250.83%.

Position	TTM	2025	2024
CRWL GraniteShares 2x Long CRWD Daily ETF	0.00%	0.00%	0.00%
TSYY GraniteShares YieldBOOST TSLA ETF	242.33%	256.64%	0.19%

Frequently Asked Questions

Can I hold both CRWL and TSYY in my portfolio?

CRWL and TSYY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRWL or TSYY?

CRWL has higher volatility (26.50%) compared to TSYY (6.61%). In terms of maximum drawdown, CRWL dropped -64.99% vs TSYY's -41.52%.

Which ETF is better, CRWL or TSYY?

On 1-year performance, CRWL leads with 63.62% vs -7.76% for TSYY. On fees, TSYY is cheaper at 1.15% per year. On volatility, TSYY has been the lower-risk option at 6.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CRWL or TSYY?

Over the 1-year period, CRWL has performed better with a 63.62% return vs -7.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CRWL or TSYY?

TSYY is cheaper with a 1.15% expense ratio, compared with 1.50% for CRWL.

Which ETF pays a higher dividend yield, CRWL or TSYY?

TSYY has the higher dividend yield at 242.33%, compared with 0.00% for CRWL.

What is the main difference between CRWL and TSYY?

CRWL is categorized as Leveraged Equities, while TSYY is Derivative Income. Their fees differ too: 1.50% for CRWL and 1.15% for TSYY.

Which has better risk-adjusted returns?

CRWL currently has the higher Sharpe Ratio (0.62 vs -0.21), 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.