CTAS vs. GRNY
CTAS (Cintas Corporation) is a stock, while GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, CTAS returned -8.21% vs 17.27% for GRNY. At a 0.21 correlation, their price movements are largely independent.
Performance
CTAS vs. GRNY - Performance Comparison
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Returns By Period
In the year-to-date period, CTAS achieves a 7.84% return, which is significantly lower than GRNY's 9.98% return.
CTAS
- 1D
- -1.30%
- 1M
- 18.12%
- 6M
- 3.78%
- YTD
- 7.84%
- 1Y
- -8.21%
- 3Y*
- 17.77%
- 5Y*
- 16.61%
- 10Y*
- 23.59%
- ALL TIME*
- 16.31%
GRNY
- 1D
- -0.37%
- 1M
- -0.94%
- 6M
- 5.26%
- YTD
- 9.98%
- 1Y
- 17.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.76%
CTAS vs. GRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CTAS Cintas Corporation | 7.84% | 3.78% | -15.66% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 9.98% | 24.05% | -0.45% |
Correlation
The correlation between CTAS and GRNY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.21 |
The correlation between CTAS and GRNY shifts across timeframes, from 0.02 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CTAS vs. GRNY — Risk / Return Rank
CTAS
GRNY
CTAS vs. GRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.
| CTAS | GRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.17 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 1.49 | -1.79 |
| Martin ratioReturn relative to average drawdown | -0.49 | 4.48 | -4.97 |
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Drawdowns
CTAS vs. GRNY - Drawdown Comparison
The maximum CTAS drawdown since its inception was -65.32%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for CTAS and GRNY.
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Drawdown Indicators
| CTAS | GRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.32% | -24.18% | -41.14% |
Max Drawdown (1Y)Largest decline over 1 year | -27.23% | -11.63% | -15.60% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.38% | — | — |
Current DrawdownCurrent decline from peak | -10.52% | -2.68% | -7.84% |
Average DrawdownAverage peak-to-trough decline | -15.05% | -3.84% | -11.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.83% | 3.86% | +12.97% |
Volatility
CTAS vs. GRNY - Volatility Comparison
Cintas Corporation (CTAS) has a higher volatility of 10.39% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.09%. This indicates that CTAS's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTAS | GRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.39% | 4.09% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 18.93% | 13.02% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.67% | 18.06% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.89% | 22.80% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.74% | 22.80% | +3.94% |
Dividends
CTAS vs. GRNY - Dividend Comparison
CTAS's dividend yield for the trailing twelve months is around 0.89%, more than GRNY's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 0.89% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CTAS and GRNY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTAS has higher volatility (10.39%) compared to GRNY (4.09%). In terms of maximum drawdown, CTAS dropped -65.32% vs GRNY's -24.18%.
GRNY currently has the higher Sharpe Ratio (0.96 vs -0.36), 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.
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